# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0000035402-26-000498
**Filing Date:** 2026-1
**Character Count:** 2657830
**Document Hash:** bb14e50422c3e59c2ee505fd1d41055d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000498.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000498

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Merrimack Street Trust
- **CENTRAL INDEX KEY:** 0001562565

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22796
- **FILM NUMBER:** 26555452

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Total Bond ETF**

**November 30, 2025**

T14-NPRT1-0126

1.9862234.111 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 8.1%** | &nbsp;&nbsp;**Asset-Backed Securities - 8.1%** | &nbsp;&nbsp;**Asset-Backed Securities - 8.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.8%  |  |  |
| Aimco Clo 17 Ltd / Aimco Clo 17 LLC Series 2024-17A Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.2074% 7/20/2037 (b)(c)(d) | 6062787 | 6081357 |
| Aimco Clo 19 Ltd / Aimco Clo 19 LLC Series 2024-19A Class A, CME Term SOFR 3 month Index + 1.35%, 5.2344% 10/20/2037 (b)(c)(d) | 2684000 | 2692342 |
| Aimco CLO 20 Ltd Series 2025-20A Class A1R, CME Term SOFR 3 month Index + 1.21%, 5.1036% 10/16/2038 (b)(c)(d) | 26046000 | 25999873 |
| Aimco Clo 22 Ltd / Aimco Clo 22 LLC Series 2024-22A Class A, CME Term SOFR 3 month Index + 1.5%, 5.3844% 4/19/2037 (b)(c)(d) | 9116000 | 9137568 |
| Bain Cap Cr Clo Ltd / Bain Cap Cr Clo LLC Series 2025-2A Class A1R, CME Term SOFR 3 month Index + 1.32%, 5.2044% 7/18/2038 (b)(c)(d) | 12891000 | 12924233 |
| Bain Capital Credit Clo Ltd Series 2025-4A Class A1R, CME Term SOFR 3 month Index + 1.23%, 4.9597% 1/21/2039 (b)(c)(d) | 14693000 | 14693000 |
| Blueberry Park Clo Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.35%, 5.2344% 10/20/2037 (b)(c)(d) | 7309000 | 7327872 |
| Cedar Funding Series 2024-18A Class A, CME Term SOFR 3 month Index + 1.55%, 5.4098% 4/23/2037 (b)(c)(d) | 12500000 | 12530888 |
| Dryden 108 Clo Ltd / Dryden 108 Clo LLC Series 2024-108A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.2444% 7/18/2037 (b)(c)(d) | 14695000 | 14734353 |
| Flatiron Clo 26 Ltd / Flatiron Clo 26 LLC Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.33%, 5.2345% 1/15/2038 (b)(c)(d) | 10452000 | 10483920 |
| Goldentree Ln Mgmt US Clo 21 Ltd Series 2024-21A Class E, CME Term SOFR 3 month Index + 5.7%, 9.5844% 7/20/2037 (b)(c)(d) | 250000 | 250924 |
| Golub Cap Partners Clo 76 B Ltd Series 2024-76A Class E, CME Term SOFR 3 month Index + 5.75%, 9.608% 10/25/2037 (b)(c)(d) | 175000 | 175723 |
| Hamlin Pk Clo Ltd / Hamlin Pk Clo LLC Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.34%, 5.2244% 10/20/2037 (b)(c)(d) | 8464000 | 8493167 |
| Invesco US CLO Ltd Series 2024-3A Class A, CME Term SOFR 3 month Index + 1.51%, 5.3944% 7/20/2037 (b)(c)(d) | 4765000 | 4782368 |
| OCP Aegis CLO Ltd Series 2024-39A Class A1, CME Term SOFR 3 month Index + 1.22%, 5.1136% 1/16/2037 (b)(c)(d) | 26881000 | 26880892 |
| Peebles Park CLO Ltd Series 2024-1A Class A, CME Term SOFR 3 month Index + 1.5%, 5.37% 4/21/2037 (b)(c)(d) | 36000000 | 36113653 |
| TOTAL BAILIWICK OF JERSEY |  | 193302133 |
| BERMUDA - 0.1%  |  |  |
| RRAM Series 2024-24A Class A1A2, CME Term SOFR 3 month Index + 1.31%, 5.2145% 1/15/2037 (b)(c)(d) | 13500000 | 13528944 |
| RRAM Series 2024-24A Class A1B2, CME Term SOFR 3 month Index + 1.55%, 5.4545% 1/15/2037 (b)(c)(d) | 5809000 | 5824394 |
| TOTAL BERMUDA |  | 19353338 |
| CANADA - 0.0%  |  |  |
| Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (d) | 526870 | 533739 |
| Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (d) | 1397098 | 1412011 |
| Securitized Term Auto Receivables Trust Series 2025-A Class B, 5.038% 7/25/2031 (d) | 2720323 | 2744220 |
| TOTAL CANADA |  | 4689970 |
| GRAND CAYMAN (UK OVERSEAS TER) - 3.8%  |  |  |
| Aimco CDO Series 2024-10A Class ARR, CME Term SOFR 3 month Index + 1.41%, 5.2674% 7/22/2037 (b)(c)(d) | 3380000 | 3384610 |
| Aimco CLO 11 Ltd Series 2024-11A Class A1R2, CME Term SOFR 3 month Index + 1.34%, 5.2216% 7/17/2037 (b)(c)(d) | 6610000 | 6630769 |
| Aimco Clo 14 Ltd / Aimco Clo 14 LLC Series 2025-14A Class A1R, CME Term SOFR 3 month Index + 1.22%, 5.1375% 10/20/2038 (b)(c)(d) | 2407000 | 2404227 |
| AIMCO CLO Series 2024-BA Class ARR, CME Term SOFR 3 month Index + 1.5%, 5.3936% 4/16/2037 (b)(c)(d) | 5649000 | 5666088 |
| Allegro Clo Ltd Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.34%, 5.2244% 7/20/2038 (b)(c)(d) | 5730000 | 5744417 |
| Allegro Clo Xii Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.44%, 5.31% 7/21/2037 (b)(c)(d) | 9588000 | 9604875 |
| Apidos CLO LIII Series 2025-53A Class E, CME Term SOFR 3 month Index + 6.43%, 10.3144% 7/20/2038 (b)(c)(d) | 323000 | 330403 |
| Ares LIV CLO Ltd Series 2025-54A Class AR2, CME Term SOFR 3 month Index + 1.31%, 5.2145% 7/15/2038 (b)(c)(d) | 15421000 | 15434308 |
| Ares Lix Clo Ltd Series 2021-59A Class A, CME Term SOFR 3 month Index + 1.2916%, 5.1496% 4/25/2034 (b)(c)(d) | 1292000 | 1293173 |
| Ares Loan Funding VII Ltd Series 2024-ALF7A Class E, CME Term SOFR 3 month Index + 6.25%, 10.1074% 10/22/2037 (b)(c)(d) | 100000 | 99312 |
| Ares Lv Clo Ltd Series 2024-55A Class A1R2, CME Term SOFR 3 month Index + 1.37%, 5.2745% 10/15/2037 (b)(c)(d) | 991000 | 994593 |
| Ares Lviii Clo Ltd / Ares Lviii Clo LLC Series 2025-58A Class A1R2, CME Term SOFR 3 month Index + 1.24%, 5.1445% 4/15/2038 (b)(c)(d) | 11486000 | 11502781 |
| Ares LXXVI CLO Ltd Series 2025-76A Class A1, CME Term SOFR 3 month Index + 1.4%, 5.3045% 5/27/2038 (b)(c)(d) | 24607000 | 24689114 |
| Ares XLI Clo Ltd Series 2021-41A Class AR2, CME Term SOFR 3 month Index + 1.3316%, 5.2362% 4/15/2034 (b)(c)(d) | 5656000 | 5660711 |
| Ares XXXIV CLO Ltd Series 2025-2A Class A1R4, CME Term SOFR 3 month Index + 1.29%, 5.1716% 7/17/2038 (b)(c)(d) | 17543000 | 17586472 |
| Babson CLO Ltd/Cayman Islands Series 2025-1A Class A1R2, CME Term SOFR 3 month Index + 1.26%, 5.1645% 1/15/2038 (b)(c)(d) | 987000 | 987754 |
| Balboa Bay Loan Funding 2025-1 Ltd Series 2025-1A Class D2, CME Term SOFR 3 month Index + 4.15%, 8.209% 7/20/2038 (b)(c)(d) | 300000 | 305038 |
| Barings Clo Ltd Series 2024-4A Class A, CME Term SOFR 3 month Index + 1.75%, 5.6344% 1/20/2037 (b)(c)(d) | 5942000 | 5952886 |
| Barings Clo Ltd Series 2024-4A Class AR, CME Term SOFR 3 month Index + 1.37%, 5.2544% 10/20/2037 (b)(c)(d) | 3378000 | 3390779 |
| Barings Clo Ltd Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.2816%, 5.1396% 4/25/2034 (b)(c)(d) | 1547000 | 1549353 |
| Bbam US Clo I Ltd Series 2025-1A Class D1R, CME Term SOFR 3 month Index + 3%, 6.9045% 3/30/2038 (b)(c)(d) | 125000 | 124559 |
| Bbam US Clo III Ltd Series 2025-3A Class DR, 9.1416% 10/15/2038 (b)(d) | 100000 | 98293 |
| Bbam US Clo IV Ltd Series 2024-4A Class D, CME Term SOFR 3 month Index + 6.25%, 10.1545% 7/15/2039 (b)(c)(d) | 250000 | 252852 |
| BCRED BSL Static Clo Ltd / LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.5413% 7/24/2035 (b)(c)(d) | 11126000 | 11102624 |
| Benefit Street Partners Clo 44 Ltd / LLC Series 2025-44A Class A1, CME Term SOFR 3 month Index + 1.22%, 1.22% 1/15/2039 (b)(c)(d)(e) | 12578000 | 12578000 |
| Benefit Street Partners CLO Ltd Series 2025-43A Class A, CME Term SOFR 3 month Index + 1.27%, 5.1875% 10/20/2038 (b)(c)(d) | 12274000 | 12295713 |
| BETHP Series 2021-1A Class A, CME Term SOFR 3 month Index + 1.3916%, 5.2962% 1/15/2035 (b)(c)(d) | 1224000 | 1225714 |
| Birch Grove Clo 12 Ltd Series 2025-12A Class D1, CME Term SOFR 3 month Index + 2.75%, 6.6074% 4/22/2038 (b)(c)(d) | 300000 | 300948 |
| Birch Grove Clo 5 LLC Series 2024-5A Class ER, CME Term SOFR 3 month Index + 6.75%, 10.6344% 10/20/2037 (b)(c)(d) | 100000 | 100438 |
| Brant Point Clo Ltd Series 2025-8A Class D1, CME Term SOFR 3 month Index + 2.85%, 6.8119% 3/31/2038 (b)(c)(d) | 250000 | 249038 |
| Carlyle US Clo 2025-2 Ltd Series 2025-2A Class E, CME Term SOFR 3 month Index + 6.75%, 11.046% 7/25/2038 (b)(c)(d) | 250000 | 255307 |
| Carlyle US CLO Ltd Series 2024-10A Class A1R, CME Term SOFR 3 month Index + 1.31%, 5.1944% 1/20/2038 (b)(c)(d) | 8057000 | 8065887 |
| Carlyle US CLO Ltd Series 2024-11A Class A1R, CME Term SOFR 3 month Index + 1.41%, 5.268% 7/25/2037 (b)(c)(d) | 7985000 | 8007869 |
| Carlyle US CLO Ltd Series 2024-2A Class E, CME Term SOFR 3 month Index + 6.85%, 10.708% 4/25/2037 (b)(c)(d) | 250000 | 252472 |
| Carlyle US Clo Ltd Series 2024-6A Class E, CME Term SOFR 3 month Index + 5.75%, 9.608% 10/25/2037 (b)(c)(d) | 150000 | 151008 |
| Carlyle US Clo Ltd Series 2025-6A Class A1, CME Term SOFR 3 month Index + 1.22%, 0% 1/20/2039 (b)(c)(d)(e) | 14344000 | 14344000 |
| Cedar Fdg Xii Clo Ltd / Cedar Fdg Xii Clo LLC Series 2025-12A Class ARR, CME Term SOFR 3 month Index + 1.2%, 5.058% 1/25/2038 (b)(c)(d) | 12780000 | 12779540 |
| Cedar Fdg Xvii Clo Ltd Series 2025-17A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.2344% 7/20/2038 (b)(c)(d) | 2472000 | 2478220 |
| Cedar Funding Ltd Series 2022-15A Class A, CME Term SOFR 3 month Index + 1.32%, 5.2044% 4/20/2035 (b)(c)(d) | 1985000 | 1983317 |
| Cedar Funding Ltd Series 2024-10A Class AR2, CME Term SOFR 3 month Index + 1.36%, 5.2444% 10/20/2037 (b)(c)(d) | 23985000 | 24032514 |
| Cifc Fdg 2025-Iii Ltd Series 2025-3A Class E, CME Term SOFR 3 month Index + 7.25%, 11.12% 7/21/2038 (b)(c)(d) | 250000 | 256918 |
| Cifc Fdg Ltd / Cifc Fdg LLC Series 2025-5A Class CR, CME Term SOFR 3 month Index + 1.8%, 5.7045% 1/15/2038 (b)(c)(d) | 250000 | 249818 |
| Cifc Funding 2021-Iii Ltd Series 2025-3A Class A1R, CME Term SOFR 3 month Index + 1.23%, 5.1345% 10/15/2038 (b)(c)(d) | 28432000 | 28384007 |
| Cifc Funding 2025-Vi Ltd Series 2025-6A Class A1, CME Term SOFR 3 month Index + 1.25%, 5.1098% 10/23/2038 (b)(c)(d) | 7839000 | 7849042 |
| CIFC Funding Ltd Series 2025-4A Class D2R, CME Term SOFR 3 month Index + 3.75%, 7.6316% 1/17/2038 (b)(c)(d) | 200000 | 199845 |
| CIFC Funding Ltd Series 2025-5A Class A1R2, CME Term SOFR 3 month Index + 1.27%, 5.3593% 10/15/2038 (b)(c)(d) | 11642000 | 11663642 |
| Clover Clo Ltd Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1%, 4.8844% 4/18/2035 (b)(c)(d) | 12630000 | 12633928 |
| Croton Pk Clo Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 5.55%, 9.4545% 10/15/2036 (b)(c)(d) | 273000 | 274766 |
| Diameter Cap Clo 7 Ltd / Diameter Cap Clo 7 LLC Series 2024-7A Class D, CME Term SOFR 3 month Index + 6.1%, 9.9844% 7/20/2037 (b)(c)(d) | 250000 | 253253 |
| Diameter Cap Ltd / LLC Series 2025-5A Class BR, CME Term SOFR 3 month Index + 1.8%, 5.67% 1/15/2039 (b)(c)(d) | 250000 | 249992 |
| Dryden CLO Ltd Series 2022-98A Class A, CME Term SOFR 3 month Index + 1.3%, 5.1844% 4/20/2035 (b)(c)(d) | 3389000 | 3391237 |
| Dryden CLO Ltd Series 2024-83A Class AR, CME Term SOFR 3 month Index + 1.53%, 5.4144% 4/18/2037 (b)(c)(d) | 6020000 | 6036465 |
| Dryden CLO Ltd Series 2024-85A Class A1R2, CME Term SOFR 3 month Index + 1.38%, 5.2845% 7/15/2037 (b)(c)(d) | 9283000 | 9306792 |
| Dryden Senior Loan Fund Series 2024-78A Class A1R, CME Term SOFR 3 month Index + 1.53%, 5.4116% 4/17/2037 (b)(c)(d) | 6856000 | 6869287 |
| Eaton Vance CLO Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.39%, 5.2945% 10/15/2037 (b)(c)(d) | 6591000 | 6601796 |
| Eaton Vance CLO Ltd Series 2024-2A Class AR2, CME Term SOFR 3 month Index + 1.38%, 5.2845% 10/15/2037 (b)(c)(d) | 3502000 | 3507442 |
| Flat Series 2025-30A Class A1, CME Term SOFR 3 month Index + 1.16%, 5.0645% 4/15/2038 (b)(c)(d) | 11493000 | 11474726 |
| Flatiron Clo 20 Ltd / Flatiron Clo 20 LLC Series 2025-1A Class A1R2, CME Term SOFR 3 month Index + 1.24%, 5.129% 11/20/2038 (b)(c)(d) | 27720000 | 27736715 |
| Flatiron Clo 32 Ltd Series 2025-32A Class A1, CME Term SOFR 3 month Index + 1.29%, 5.6063% 10/22/2038 (b)(c)(d) | 11320000 | 11352613 |
| Flatiron Clo Ltd Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.36%, 5.2444% 10/19/2037 (b)(c)(d) | 6387000 | 6408186 |
| Flatiron Rr Clo 27 Ltd Series 2024-3A Class A2, CME Term SOFR 3 month Index + 1.5%, 5.3844% 10/18/2037 (b)(c)(d) | 3490000 | 3497608 |
| Flatiron Rr Clo 30 Ltd Series 2025-30A Class E, CME Term SOFR 3 month Index + 5.25%, 9.1545% 4/15/2038 (b)(c)(d) | 400000 | 402946 |
| Horizon Aircraft Finance Ltd Series 2019-1 Class A, 3.721% 7/15/2039 (d) | 4276623 | 4190936 |
| Invesco US CLO Series 2024-1RA Class AR, CME Term SOFR 3 month Index + 1.55%, 5.4545% 4/15/2037 (b)(c)(d) | 4719000 | 4727532 |
| Lakeside Pk Clo Ltd / Lakeside Pk Clo LLC Series 2025-1A Class A, CME Term SOFR 3 month Index + 1.15%, 5.0545% 4/15/2038 (b)(c)(d) | 8163000 | 8158584 |
| Madison Park Funding 2015 Series 2024-19A Class AR3, CME Term SOFR 3 month Index + 1.6%, 5.4574% 1/22/2037 (b)(c)(d) | 14865000 | 14879865 |
| Madison Pk Fdg L Ltd / Madison Pk Fdg L LLC Series 2021-50A Class A, CME Term SOFR 3 month Index + 1.4016%, 5.2861% 4/19/2034 (b)(c)(d) | 7200000 | 7204781 |
| Madison Pk Fdg Lxvii Ltd / Madison Pk Fdg Lxvii LLC Series 2024-67A Class A1, CME Term SOFR 3 month Index + 1.51%, 5.368% 4/25/2037 (b)(c)(d) | 5962000 | 5969900 |
| Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 4.9845% 7/15/2034 (b)(c)(d) | 2347000 | 2348239 |
| Magnetite CLO LTD Series 2025-36A Class AR, CME Term SOFR 3 month Index + 1.32%, 5.178% 7/25/2038 (b)(c)(d) | 11119000 | 11147465 |
| Magnetite CLO Ltd Series 2024-30A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.208% 10/25/2037 (b)(c)(d) | 2070000 | 2073912 |
| Magnetite Clo Ltd Series 2025-45A Class A1, CME Term SOFR 3 month Index + 1.15%, 5.0545% 4/15/2038 (b)(c)(d) | 7916000 | 7915675 |
| Magnetite Xli Ltd Series 2024-41A Class A, CME Term SOFR 3 month Index + 1.29%, 5.148% 1/25/2038 (b)(c)(d) | 6529000 | 6538748 |
| Magnetite XXI Ltd Series 2021-21A Class AR, CME Term SOFR 3 month Index + 1.2816%, 5.1661% 4/20/2034 (b)(c)(d) | 1238000 | 1238489 |
| Magnetite Xxiii Ltd Series 2021-23A Class AR, CME Term SOFR 3 month Index + 1.3916%, 5.2496% 1/25/2035 (b)(c)(d) | 1275000 | 1276260 |
| Magnetite Xxix Ltd / Magnetite Xxix LLC Series 2024-29A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.2545% 7/15/2037 (b)(c)(d) | 2907000 | 2913189 |
| Magnetite Xxvi Ltd / Magnetite Xxvi LLC Series 2025-26A Class AR2, CME Term SOFR 3 month Index + 1.15%, 5.008% 1/25/2038 (b)(c)(d) | 31123000 | 31097666 |
| Magnetite Xxviii Ltd Series 2025-28A Class A1RR, CME Term SOFR 3 month Index + 1.24%, 5.1445% 1/15/2038 (b)(c)(d) | 13668000 | 13676611 |
| Midocean Cr Clo Xix Series 2025-19A Class E, CME Term SOFR 3 month Index + 6.25%, 10.1344% 7/20/2036 (b)(c)(d) | 200000 | 197236 |
| Morgan Stanley Eaton Vance CLO Ltd / LLC Series 2025-21A Class A1, CME Term SOFR 3 month Index + 1.17%, 5.0745% 4/15/2038 (b)(c)(d) | 13472000 | 13436986 |
| Neuberger Berman Loan Advisers Clo 25 Ltd Series 2024-25A Class AR2, CME Term SOFR 3 month Index + 1.4%, 5.2844% 7/18/2038 (b)(c)(d) | 5981000 | 5997478 |
| Neuberger Berman Loan Advisers Lasalle Street Lending Clo II Ltd Series 2024-2A Class E, CME Term SOFR 3 month Index + 7.5%, 11.3844% 4/20/2038 (b)(c)(d) | 250000 | 253540 |
| Oak Hill Credit Partners Series 2024-13A Class AR, CME Term SOFR 3 month Index + 1.35%, 5.2344% 7/20/2037 (b)(c)(d) | 10448000 | 10463212 |
| Ocp Aegis Clo Ltd Series 2025-47A Class A1, CME Term SOFR 3 month Index + 1.11%, 0% 1/21/2038 (b)(c)(d)(e) | 11163000 | 11163000 |
| Ocp Aegis Clo Ltd Series 2025-47A Class D1A, CME Term SOFR 3 month Index + 2.6%, 0% 1/21/2038 (b)(c)(d)(e) | 250000 | 249827 |
| OCP CLO Ltd Series 2024-14A Class ER, CME Term SOFR 3 month Index + 6.55%, 10.4344% 7/20/2037 (b)(c)(d) | 200000 | 200653 |
| OCP Clo Ltd Series 2025-44A Class A, CME Term SOFR 3 month Index + 1.3%, 5.5622% 10/24/2038 (b)(c)(d) | 12001000 | 12014417 |
| OCP CLO Ltd Series 2025-46A Class A, CME Term SOFR 3 month Index + 1.2%, 0% 10/15/2038 (b)(c)(d)(e) | 8510000 | 8512289 |
| Oha Cr Fdg 4 Ltd / Oha Cr Fdg 4 LLC Series 2024-4A Class AR2, CME Term SOFR 3 month Index + 1.29%, 5.1474% 1/22/2038 (b)(c)(d) | 11834000 | 11855917 |
| Oha Credit Funding 14-R Ltd Series 2025-14RA Class A, CME Term SOFR 3 month Index + 1.23%, 5.1144% 4/20/2038 (b)(c)(d) | 7599000 | 7602275 |
| OHA Credit Funding 6 Ltd Series 2024-6A Class AR2, CME Term SOFR 3 month Index + 1.33%, 5.2144% 10/20/2037 (b)(c)(d) | 7020000 | 7029961 |
| OHA Credit Partners Ltd Series 2024-18A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.3844% 4/20/2037 (b)(c)(d) | 6763000 | 6783824 |
| OHA Credit Partners Ltd Series 2024-18A Class A2, CME Term SOFR 3 month Index + 1.65%, 5.5344% 4/20/2037 (b)(c)(d) | 358000 | 358598 |
| Oha Credit Partners VII Ltd Series 2025-7A Class AR4, CME Term SOFR 3 month Index + 1.14%, 5.029% 2/20/2038 (b)(c)(d) | 27328000 | 27246043 |
| OHA Credit Partners XVII Ltd Series 2024-17A Class A, CME Term SOFR 3 month Index + 1.32%, 5.2044% 1/18/2038 (b)(c)(d) | 3759000 | 3765375 |
| Orchard Park Clo Ltd Series 2024-1A Class E, CME Term SOFR 3 month Index + 5.6%, 9.4844% 10/20/2037 (b)(c)(d) | 107000 | 107971 |
| Palmer Square Clo Ltd Series 2025-2A Class A1, CME Term SOFR 3 month Index + 1.35%, 5.2344% 7/20/2038 (b)(c)(d) | 20606000 | 20680491 |
| Palmer Square Clo Ltd Series 2025-2A Class DR2, CME Term SOFR 3 month Index + 4.14%, 8.0445% 2/15/2038 (b)(c)(d) | 200000 | 201898 |
| Palmer Square Clo Ltd Series 2025-5A Class A, CME Term SOFR 3 month Index + 1.21%, 5.0937% 10/20/2038 (b)(c)(d) | 13063000 | 13069401 |
| Palmer Square CLO Series 2024-2A Class E, CME Term SOFR 3 month Index + 5.7%, 9.5844% 7/20/2037 (b)(c)(d) | 500000 | 506482 |
| Palmer Square Ln Fdg 2025-2 Ltd / Palmer Square Ln Fdg 2025-2 LLC Series 2025-2A Class A1, CME Term SOFR 3 month Index + 0.94%, 5.2277% 7/15/2033 (b)(c)(d) | 11308000 | 11306304 |
| Palmer Square Loan Funding 2025-2 Ltd Series 2025-2A Class D, CME Term SOFR 3 month Index + 4.5%, 8.7877% 7/15/2033 (b)(c)(d) | 250000 | 248608 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 4.9045% 1/15/2033 (b)(c)(d) | 4336527 | 4337914 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class D, CME Term SOFR 3 month Index + 4.7%, 8.6045% 1/15/2033 (b)(c)(d) | 500000 | 496589 |
| Palmer Square Loan Funding Ltd Series 2024-3A Class D, CME Term SOFR 3 month Index + 5.4%, 9.265% 8/8/2032 (b)(c)(d) | 250000 | 248419 |
| Palmer Square Loan Funding Ltd Series 2025-1A Class A1, CME Term SOFR 3 month Index + 0.8%, 4.6518% 2/15/2033 (b)(c)(d) | 10839932 | 10808496 |
| Peace Park Clo Ltd Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.1344% 10/20/2038 (b)(c)(d) | 25404000 | 25449397 |
| Project Silver Series 2019-1 Class A, 3.967% 7/15/2044 (d) | 322596 | 316151 |
| RR 28 LTD / RR 28 LLC Series 2024-28RA Class A1R, CME Term SOFR 3 month Index + 1.55%, 5.4545% 4/15/2037 (b)(c)(d) | 35400000 | 35459614 |
| Rr 31 Ltd Series 2024-31A Class D, CME Term SOFR 3 month Index + 6%, 9.9045% 10/15/2039 (b)(c)(d) | 125000 | 126063 |
| Rr 34 Ltd Series 2024-34RA Class A1R, CME Term SOFR 3 month Index + 1.35%, 5.2545% 10/15/2039 (b)(c)(d) | 4782000 | 4796145 |
| Rr 7 Ltd Series 2022-7A Class A1AB, CME Term SOFR 3 month Index + 1.34%, 5.2445% 1/15/2037 (b)(c)(d) | 4495000 | 4500421 |
| Sixth Street Clo Xix Ltd Series 2025-19A Class A1R, CME Term SOFR 3 month Index + 1.28%, 5.1616% 7/17/2038 (b)(c)(d) | 7485000 | 7503698 |
| Sixth Street Clo Xviii Ltd Series 2025-18A Class A1R, CME Term SOFR 3 month Index + 1.25%, 5.1316% 10/17/2038 (b)(c)(d) | 11684000 | 11699388 |
| Sixth Street Clo Xviii Ltd Series 2025-18A Class A2R, CME Term SOFR 3 month Index + 1.5%, 5.3816% 10/17/2038 (b)(c)(d) | 19162000 | 19187083 |
| Sixth Street CLO XX Ltd Series 2025-20A Class A1R, CME Term SOFR 3 month Index + 1.32%, 5.2016% 7/17/2038 (b)(c)(d) | 9224000 | 9246700 |
| Symphony Clo 43 Ltd Series 2024-43A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.4245% 4/15/2037 (b)(c)(d) | 4217000 | 4227850 |
| Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC Series 2021-26A Class AR, CME Term SOFR 3 month Index + 1.3416%, 5.2261% 4/20/2033 (b)(c)(d) | 1018864 | 1019085 |
| Thunderbolt Aircraft Lease Series 2018-A Class A, 5.96% 9/15/2038 (b)(d) | 1410969 | 1411675 |
| Thunderbolt III Aircraft Lease Ltd Series 2019-1 Class A, 3.671% 11/15/2039 (d) | 396965 | 389448 |
| Voya CLO Ltd Series 2023-1A Class A1, CME Term SOFR 3 month Index + 1.8%, 5.6844% 1/20/2037 (b)(c)(d) | 4263000 | 4270972 |
| Voya Clo Ltd Series 2024-1A Class A1, CME Term SOFR 3 month Index + 1.52%, 5.4245% 4/15/2037 (b)(c)(d) | 4115000 | 4127658 |
| Voya CLO Ltd/Voya CLO LLC Series 2025-2A Class A1RR, CME Term SOFR 3 month Index + 1.31%, 5.1944% 1/20/2038 (b)(c)(d) | 3382000 | 3389508 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 844112912 |
| IRELAND - 0.0%  |  |  |
| Volofin Finance Designated Activity Co Series 2024-1A Class A, 5.935% 6/15/2037 (d) | 3538520 | 3613899 |
| MULTI-NATIONAL - 0.1%  |  |  |
| Aimco Clo 21 Ltd / Aimco Clo 21 LLC Series 2024-21A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.3844% 4/18/2037 (b)(c)(d) | 4297000 | 4307124 |
| Allegro Clo Xv Ltd / Allegro Clo Vx LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.18%, 5.0644% 4/20/2038 (b)(c)(d) | 3000000 | 2988771 |
| Ares Ln Fdg V Ltd / Ares Ln Fdg V LLC Series 2024-ALF5A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.358% 7/27/2037 (b)(c)(d) | 6208000 | 6231131 |
| Ocp Clo 2018-15 Ltd Series 2025-15A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.1344% 1/20/2038 (b)(c)(d) | 7545000 | 7544683 |
| TOTAL MULTI-NATIONAL |  | 21071709 |
| UNITED STATES - 3.3%  |  |  |
| Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A1, 6.261% 5/16/2049 (d) | 4254551 | 4378151 |
| Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A2, 6.261% 5/16/2049 (d) | 3975277 | 4090763 |
| Aaset 2025-1 Ltd / Aaset 2025-1 LLC Series 2025-1A Class A, 5.943% 2/16/2050 (d) | 6343643 | 6469799 |
| AASET Trust Series 2019-2 Class A, 3.376% 10/16/2039 (d) | 39806 | 39686 |
| AASET Trust Series 2019-2 Class B, 4.458% 10/16/2039 (d) | 43519 | 42953 |
| AASET Trust Series 2021-1A Class A, 2.95% 11/16/2041 (d) | 665007 | 639204 |
| AASET Trust Series 2021-2A Class A, 2.798% 1/15/2047 (d) | 1821724 | 1726642 |
| AASET Trust Series 2022-1A Class A, 6% 5/16/2047 (d) | 8238474 | 8411603 |
| Affirm Asset Securitization Trust Series 2024-A Class 1A, 5.61% 2/15/2029 (d) | 1400000 | 1403451 |
| Aligned Data Centers Issuer LLC Series 2023-1A Class A2, 6% 8/17/2048 (d) | 330000 | 332447 |
| Altde Trust Series 2025-1A Class A, 5.9% 8/15/2050 (d) | 11754696 | 12052080 |
| Apollo Aviation Securitization Equity Trust Series 2020-1A Class A, 3.351% 1/16/2040 (d) | 83613 | 82767 |
| Apollo Aviation Securitization Equity Trust Series 2020-1A Class B, 4.335% 1/16/2040 (d) | 54382 | 52409 |
| ARI Fleet Lease Trust Series 2023-A Class A3, 5.33% 2/17/2032 (d) | 6187000 | 6225272 |
| ARI Fleet Lease Trust Series 2024-B Class A2, 5.54% 4/15/2033 (d) | 903838 | 910267 |
| ARI Fleet Lease Trust Series 2025-A Class A2, 4.38% 1/17/2034 (d) | 3330000 | 3338817 |
| Bankers Healthcare Group Securitization Trust Series 2025-1CON Class A, 4.82% 4/17/2036 (d) | 2994448 | 3025673 |
| Barings Equipment Finance LLC Series 2025-A Class A2, 4.64% 10/13/2028 (d) | 14355996 | 14434816 |
| BHG Series 2025-2CON Class A, 4.84% 9/17/2036 (d) | 2763687 | 2792640 |
| Blackbird Cap II Aircraft Lease Ltd / Blackbird Cap II Aircraft Lease Us L Series 2021-1A Class A, 2.443% 7/15/2046 (d) | 1589536 | 1506815 |
| Blackbird Capital Aircraft Lease Securitization Ltd Series 2016-1A Class A, 4.213% 12/16/2041 (d)(f) | 60054 | 60072 |
| CarMax Auto Owner Trust Series 2024-4 Class A3, 4.6% 10/15/2029  | 1400000 | 1411942 |
| CarMax Auto Owner Trust Series 2025-2 Class A2A, 4.59% 7/17/2028  | 6505831 | 6522072 |
| CarMax Select Receivables Trust Series 2024-A Class A2A, 5.78% 9/15/2027  | 274552 | 275170 |
| CarMax Select Receivables Trust Series 2024-A Class A3, 5.4% 11/15/2028  | 996000 | 1004985 |
| CarMax Select Receivables Trust Series 2025-A Class A3, 4.77% 9/17/2029  | 8465000 | 8538259 |
| Carvana Auto Receivables Trust Series 2024-N2 Class A3, 5.71% 7/10/2028 (d) | 9305475 | 9340850 |
| Carvana Auto Receivables Trust Series 2025-P1 Class A2, 4.5% 6/12/2028  | 5036696 | 5041179 |
| Castlelake Aircraft Securitization Series 2018-1 Class A, 4.125% 6/15/2043 (d) | 44812 | 44363 |
| Castlelake Aircraft Securitization Trust Series 2019-1A Class A, 3.967% 4/15/2039 (d) | 493284 | 482466 |
| Castlelake Aircraft Securitization Trust Series 2019-1A Class B, 5.095% 4/15/2039 (d) | 186315 | 177007 |
| Castlelake Aircraft Structured Trust Series 2021-1A Class A, 3.474% 1/15/2046 (d) | 32924 | 32698 |
| Ccg Receivables Trust. Series 2025-1 Class B, 4.69% 10/14/2032 (d) | 1500000 | 1520731 |
| CNSL Series 2025-4A Class C, 8.098% 12/20/2055 (d) | 2500000 | 2525161 |
| Consolidated Communications LLC / Fidium Fiber Fin Holdco LLC Series 2025-1A Class A2, 6% 5/20/2055 (d) | 1365000 | 1392349 |
| Consolidated Communications LLC / Fidium Fiber Fin Holdco LLC Series 2025-1A Class C, 9.408% 5/20/2055 (d) | 1000000 | 1046961 |
| DB Master Finance LLC Series 2017-1A Class A2II, 4.03% 11/20/2047 (d) | 15789510 | 15616361 |
| DB Master Finance LLC Series 2019-1A Class A23, 4.352% 5/20/2049 (d) | 1498125 | 1484288 |
| DB Master Finance LLC Series 2021-1A Class A23, 2.791% 11/20/2051 (d) | 22272960 | 19931638 |
| DB Master Finance LLC Series 2021-1A Class A2I, 2.045% 11/20/2051 (d) | 7648320 | 7480283 |
| DB Master Finance LLC Series 2021-1A Class A2II, 2.493% 11/20/2051 (d) | 22615680 | 21358681 |
| DB Master Finance LLC Series 2025-1A Class A2I, 4.891% 8/20/2055 (d) | 10115000 | 10187150 |
| DB Master Finance LLC Series 2025-1A Class A2II, 5.165% 8/20/2055 (d) | 8205000 | 8262411 |
| Dell Equipment Finance Trust Series 2023-3 Class A3, 5.93% 4/23/2029 (d) | 2635427 | 2650568 |
| Dell Equipment Finance Trust Series 2025-2 Class A3, 4.12% 3/24/2031 (d) | 2500000 | 2504600 |
| DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (d) | 614433 | 620928 |
| DLLAD Series 2023-1A Class A3, 4.79% 1/20/2028 (d) | 1030824 | 1035382 |
| Domino's Pizza Master Issuer LLC Series 2017-1A Class A23, 4.118% 7/25/2047 (d) | 32058700 | 31843102 |
| Domino's Pizza Master Issuer LLC Series 2018-1A Class A2II, 4.328% 7/25/2048 (d) | 22853700 | 22820887 |
| Domino's Pizza Master Issuer LLC Series 2019-1A Class A2, 3.668% 10/25/2049 (d) | 8282880 | 7998277 |
| Domino's Pizza Master Issuer LLC Series 2021-1A Class A2I, 2.662% 4/25/2051 (d) | 11635963 | 11081411 |
| Domino's Pizza Master Issuer LLC Series 2021-1A Class A2II, 3.151% 4/25/2051 (d) | 28839488 | 26533101 |
| Eaton Vance CLO Ltd Series 2024-1A Class AR2, CME Term SOFR 3 month Index + 1.51%, 5.4145% 7/15/2037 (b)(c)(d) | 5990000 | 6002142 |
| Enterprise Fleet Financing LLC Series 2022-4 Class A2, 5.76% 10/22/2029 (d) | 1688968 | 1696179 |
| Enterprise Fleet Financing LLC Series 2023-1 Class A2, 5.51% 1/22/2029 (d) | 2906965 | 2912243 |
| Enterprise Fleet Financing LLC Series 2024-3 Class A2, 5.31% 4/20/2027 (d) | 5739573 | 5766950 |
| Enterprise Fleet Financing LLC Series 2024-3 Class A3, 4.98% 8/21/2028 (d) | 2000000 | 2027246 |
| Enterprise Fleet Financing Series 2024-2 Class A2, 5.74% 12/20/2026 (d) | 1349060 | 1354667 |
| Exeter Automobile Receivables Trust Series 2025-2A Class A3, 4.74% 1/16/2029  | 6555000 | 6573353 |
| Exeter Select Automobile Receivables Trust Series 2025-1 Class A2, 4.83% 10/16/2028  | 1139228 | 1142286 |
| Exeter Select Automobile Receivables Trust Series 2025-1 Class A3, 4.69% 4/15/2030  | 1470000 | 1482456 |
| Exeter Select Automobile Receivables Trust Series 2025-2 Class A3, 4.43% 8/15/2030  | 1270000 | 1278048 |
| Exeter Select Automobile Receivables Trust Series 2025-3 Class A3, 4.18% 12/16/2030  | 7485000 | 7490185 |
| Ford Credit Floorplan Master Owner Trust A Series 2023-1 Class A1, 4.92% 5/15/2028 (d) | 13478000 | 13525176 |
| Ggam Master Tr Internationa Ltd / LLC Series 2025-1A Class A, 5.923% 9/30/2060 (d) | 28985000 | 29317397 |
| Gilead Aviation LLC Series 2025-1A Class A, 5.789% 3/15/2050 (d) | 15170548 | 15476618 |
| GM Financial Revolving Receivables Trust Series 2025-1 Class B, 4.8% 12/11/2037 (d) | 500000 | 507371 |
| GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (d) | 8295000 | 8411936 |
| GMF Floorplan Owner Revolving Trust Series 2024-4A Class B, 4.98% 11/15/2029 (d) | 11611000 | 11768297 |
| Green Lakes Park Clo LLC Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1.18%, 5.038% 1/25/2038 (b)(c)(d) | 12517000 | 12504370 |
| Horizon Aircraft Finance I Limited Series 2018-1 Class A, 4.458% 12/15/2038 (d) | 1288180 | 1282349 |
| HPEFS Equipment Trust Series 2024-2A Class A3, 5.36% 10/20/2031 (d) | 1500000 | 1508071 |
| Hyundai Auto Lease Securitization Trust Series 2025-B Class A2A, 4.58% 9/15/2027 (d) | 5439254 | 5454669 |
| Jersey Mike's Funding Series 2019-1A Class A2, 4.433% 2/15/2050 (d) | 15218925 | 15182861 |
| Jersey Mike's Funding Series 2024-1A Class A2, 5.636% 2/15/2055 (d) | 23374368 | 23890878 |
| Jersey Mike's Funding Series 2025-1A Class A2, 5.61% 8/16/2055 (d) | 7117163 | 7265820 |
| John Deere Owner Trust Series 2025-A Class A2A, 4.23% 3/15/2028  | 3879541 | 3885045 |
| Marlette Funding Trust 2025-1 Series 2025-1A Class A, 4.75% 7/16/2035 (d) | 2285012 | 2288742 |
| Merchants Fleet Funding LLC Series 2023-1A Class A, 7.21% 5/20/2036 (d) | 718331 | 721900 |
| Merchants Fleet Funding LLC Series 2024-1A Class A, 5.82% 4/20/2037 (d) | 2621833 | 2639087 |
| MetroNet Infrastructure Issuer LLC Series 2025-2A Class C, 7.83% 8/20/2055 (d) | 170000 | 172600 |
| Navigator Aircraft Abs Ltd Series 2025-1 Class A, 5.107% 10/15/2050 (d) | 18242632 | 18142363 |
| OCP CLO Ltd Series 2025-8RA Class AR2, CME Term SOFR 3 month Index + 1.22%, 5.1016% 10/17/2038 (b)(c)(d) | 11964000 | 11975916 |
| Oportun Issuance Trust Series 2025-C Class A, 4.49% 7/8/2033 (d) | 10670000 | 10684033 |
| Oportun Issuance Trust Series 2025-D Class A, 4.53% 2/8/2033 (d) | 5900000 | 5905721 |
| Peac Solutions Receivables Series 2025-1A Class A2, 4.94% 10/20/2028 (d) | 6190000 | 6227597 |
| Pk Alift Loan Funding 3 LP Series 2024-1 Class A1, 5.842% 9/15/2039 (d) | 1071306 | 1097625 |
| Planet Fitness Master Issuer LLC Series 2019-1A Class A2, 3.858% 12/5/2049 (d) | 2226185 | 2136396 |
| Planet Fitness Master Issuer LLC Series 2022-1A Class A2I, 3.251% 12/5/2051 (d) | 1633745 | 1607953 |
| Planet Fitness Master Issuer LLC Series 2022-1A Class A2II, 4.008% 12/5/2051 (d) | 1618305 | 1517029 |
| Post Road Equipment Finance LLC Series 2025-1A Class A2, 4.9% 5/15/2031 (d) | 3147913 | 3169759 |
| PRMI Securitization Trust Series 2024-CMG1 Class A1, U.S. 30-Day Avg. SOFR Index + 1.3%, 5.6585% 7/25/2054 (b)(c)(d) | 1997229 | 1998987 |
| RCKT Trust Series 2025-1A Class A, 4.9% 7/25/2034 (d) | 2882334 | 2889354 |
| RCO VIII Mortgage LLC Series 2025-3 Class A1, 6.4345% 5/25/2030 (b)(d) | 1661500 | 1665072 |
| Reach Abs Trust Series 2025-2A Class A, 4.93% 8/18/2032 (d) | 5048388 | 5067575 |
| Retained Vantage Data Ctrs Issuer LLC / Vantage Data Ctrs CDA Qc4 Ltd Partnership Series 2023-1A Class B, 5.75% 9/15/2048 (d) | 250000 | 247068 |
| Retained Vantage Data Ctrs Issuer LLC / Vantage Data Ctrs CDA Qc4 Ltd Partnership Series 2024-1A Class B, 5.775% 9/15/2049 (d) | 262000 | 265410 |
| Santander Drive Auto Receivables Trust Series 2024-5 Class A3, 4.62% 11/15/2028  | 10836000 | 10853624 |
| SAPPHIRE AVIATION FINANCE Series 2020-1A Class A, 3.228% 3/15/2040 (d) | 490672 | 475796 |
| SAPPHIRE AVIATION FINANCE Series 2020-1A Class B, 4.335% 3/15/2040 (d) | 123091 | 120084 |
| SBA Tower Trust Series 2020, 1.884% 7/15/2050 (d) | 403000 | 401452 |
| SBA Tower Trust Series 2020, 2.328% 7/15/2052 (d) | 308000 | 295522 |
| SBNA Auto Lease Trust Series 2024-A Class A4, 5.24% 1/22/2029 (d) | 6715000 | 6747803 |
| SLAM Ltd Series 2025-1A Class A, 5.807% 5/15/2050 (d) | 7459358 | 7681824 |
| SoFi Consumer Loan Program Trust Series 2025-1 Class A, 4.8% 2/27/2034 (d) | 5228839 | 5245894 |
| Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (d) | 15197490 | 15744232 |
| Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (d) | 21266190 | 21508142 |
| Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (d) | 12134430 | 12404507 |
| Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (d) | 8810010 | 8781002 |
| Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (d) | 13217490 | 13168818 |
| Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (d) | 19383210 | 19268587 |
| Switch Abs Issuer LLC Series 2024-2A Class C, 10.033% 6/25/2054 (d) | 950000 | 972969 |
| Taco Bell Fdg LLC Series 2021-1A Class A2I, 1.946% 8/25/2051 (d) | 8308020 | 8054605 |
| Taco Bell Fdg LLC Series 2025-1A Class A2I, 4.821% 8/25/2055 (d) | 22465000 | 22501121 |
| Tricon Residential Trust Series 2023-SFR1 Class E, 7.977% 7/17/2040 (d) | 350000 | 357720 |
| Upgrade Receivables Trust Series 2024-1A Class A, 5.37% 2/18/2031 (d) | 258207 | 258309 |
| UPX HIL Issuer Trust Series 2025-1 Class B, 6.07% 1/25/2047 (d) | 1000000 | 1011547 |
| VB-S1 Issuer LLC Series 2024-1A Class D, 6.644% 5/15/2054 (d) | 1500000 | 1525644 |
| VB-S1 Issuer LLC Series 2024-1A Class F, 8.871% 5/15/2054 (d) | 1361000 | 1410845 |
| Volkswagen Auto Loan Enhanced Trust Series 2024-1 Class A2A, 4.65% 11/22/2027  | 1762791 | 1766890 |
| Volvo Financial Equipment LLC Series 2024-1A Class A2, 4.56% 5/17/2027 (d) | 3342466 | 3347514 |
| Volvo Financial Equipment LLC Series 2025-1A Class A2, 4.41% 11/15/2027 (d) | 2200000 | 2203853 |
| Westf 2025-A Series 2025-A Class A, 5.582% 6/15/2050 (d) | 9049201 | 9203426 |
| Wheels Fleet Lease Funding 1 LLC Series 2023-1A Class A, 5.8% 4/18/2038 (d) | 3011544 | 3029594 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-1A Class A1, 5.49% 2/18/2039 (d) | 5665834 | 5729541 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (d) | 5242588 | 5285534 |
| Willis Engine Structured Tr VII Series 2023-A Class A, 8% 10/15/2048 (d) | 1179486 | 1212007 |
| World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028  | 613347 | 616598 |
| World Omni Automobile Lease Securitization Trust Series 2025-A Class A2A, 4.35% 12/15/2027  | 3189163 | 3194123 |
| TOTAL UNITED STATES |  | 765287515 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $1,841,357,092) |  | <br> **1851431476** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Loan Obligations - 5.0%** | &nbsp;&nbsp;**Bank Loan Obligations - 5.0%** | &nbsp;&nbsp;**Bank Loan Obligations - 5.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Automobiles - 0.0% |  |  |
| Bombardier Recreational Products Inc Tranche B3 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 12/13/2029 (b)(c)(g) | 798017 | 799349 |
| Bombardier Recreational Products Inc Tranche B4 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 1/22/2031 (b)(c)(g) | 132740 | 132971 |
|  |  | 932320 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| 1011778 BC ULC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 9/20/2030 (b)(c)(g) | 4778775 | 4771608 |
| Four Seasons Hotels Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 9/22/2032 (b)(c)(g) | 2364823 | 2369647 |
| Ontario Gaming GTA LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.2401% 8/1/2030 (b)(c)(g) | 997090 | 928839 |
|  |  | 8070094 |
| TOTAL CONSUMER DISCRETIONARY |  | 9002414 |
| Consumer Staples - 0.0% |  |  |
| Household Products - 0.0% |  |  |
| Kronos Acquisition Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.0015% 7/8/2031 (b)(c)(g) | 965000 | 627250 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Rockpoint Gas Storage Partners LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.3428% 9/18/2031 (b)(c)(g) | 2461400 | 2467898 |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| Jones Deslauriers Insurance Management Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.5904% 3/15/2030 (b)(c)(g) | 574264 | 574264 |
| Health Care - 0.0% |  |  |
| Health Care Equipment & Supplies - 0.0% |  |  |
| VetStrategy Canada Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.7515% 12/12/2028 (b)(c)(g) | 1705377 | 1712199 |
| Industrials - 0.0% |  |  |
| Passenger Airlines - 0.0% |  |  |
| Air Canada Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 3/21/2031 (b)(c)(g) | 334900 | 335318 |
| Information Technology - 0.0% |  |  |
| Software - 0.0% |  |  |
| Open Text Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 1/31/2030 (b)(c)(g) | 2716553 | 2715630 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Groupe Solmax Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.9054% 5/29/2028 (b)(c)(g) | 1620732 | 1314835 |
| TOTAL CANADA |  | 18749808 |
| DENMARK - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Biotechnology - 0.0% |  |  |
| Genmab A/S Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 0% 11/19/2032 (b)(c)(g)(h) | 3105000 | 3115340 |
| FINLAND - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Paper & Forest Products - 0.0% |  |  |
| Ahlstrom Holding 3 Oy Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.5131% 5/23/2030 (b)(c)(g) | 1405478 | 1406181 |
| Ahlstrom-Munksjo Oyj 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2631% 2/4/2028 (b)(c)(g) | 243210 | 242845 |
| TOTAL FINLAND |  | 1649026 |
| FRANCE - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Altice France SA Tranche B13 1LN, term loan CME Term SOFR 1 month Index + 5.375%, 9.3603% 5/14/2029 (b)(c)(g) | 157468 | 156484 |
| Altice France SA Tranche B14 1LN, term loan CME Term SOFR 1 month Index + 6.875%, 10.8603% 5/31/2031 (b)(c)(g) | 11800232 | 11824776 |
| TOTAL FRANCE |  | 11981260 |
| GERMANY - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Machinery - 0.0% |  |  |
| TK Elevator US Newco Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.9471% 4/30/2030 (b)(c)(g) | 1767887 | 1777646 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| Azorra Soar Tlb Finance Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.7878% 10/18/2029 (b)(c)(g) | 2160017 | 2170817 |
| HONG KONG - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Diversified Consumer Services - 0.0% |  |  |
| Fugue Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.5724% 1/9/2032 (b)(c)(g) | 787608 | 789625 |
| INDIA - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Software - 0.0% |  |  |
| BYJU's Alpha Inc Tranche B 1LN, term loan 3 month U.S. LIBOR + 8%, 0% (b)(c)(g)(k) | 246629 | 13565 |
| BYJU's Alpha Inc Tranche BRIDGE TERM LOAN 1LN, term loan CME Term SOFR 3 month Index + 8%, 12.1634% 4/9/2026 (b)(c)(g)(i) | 1417 | 1345 |
| BYJU's Alpha Inc Tranche DIP TERM 1LN, term loan CME Term SOFR 1 month Index + 8%, 11.9355% 4/9/2026 (b)(c)(g)(i) | 5789 | 5500 |
| BYJU's Alpha Inc Tranche DIP TERM 1LN, term loan CME Term SOFR 1 month Index + 8%, 6.3524% 4/9/2026 (b)(c)(g)(i)(j) | 4416 | 4195 |
| BYJU's Alpha Inc Tranche PREPETITION REIMBURSEMENT TL 1LN, term loan CME Term SOFR 3 month Index + 8%, 12.1634% 4/9/2026 (b)(c)(g)(i) | 6541 | 6214 |
| TOTAL INDIA |  | 30819 |
| IRELAND - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Flutter Financing BV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.0015% 6/4/2032 (b)(c)(g) | 1511213 | 1506180 |
| LUXEMBOURG - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Altice Financing SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.9045% 10/31/2027 (b)(c)(g) | 104731 | 76977 |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Accelya Lux Finco Sarl Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.2065% 10/1/2032 (b)(c)(g) | 1825000 | 1767969 |
| Materials - 0.0% |  |  |
| Containers & Packaging - 0.0% |  |  |
| Klockner Pentaplast of America Inc term loan 0% 7/27/2026 (b)(c)(g)(h) | 378861 | 343183 |
| Klockner Pentaplast of America Inc Tranche B 1LN, term loan CME Term SOFR 6 month Index + 4.725%, 9.0185% (b)(c)(g)(k) | 1940647 | 886876 |
|  |  | 1230059 |
| TOTAL LUXEMBOURG |  | 3075005 |
| NETHERLANDS - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Building Products - 0.0% |  |  |
| Hunter Douglas Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.0015% 1/17/2032 (b)(c)(g) | 6541335 | 6554418 |
| Information Technology - 0.0% |  |  |
| IT Services - 0.0% |  |  |
| Cyberswift BV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9371% 10/8/2032 (b)(c)(g) | 455000 | 455569 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Nouryon Finance BV Tranche B-1 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.0358% 4/3/2028 (b)(c)(g) | 929629 | 926013 |
| Nouryon Finance BV Tranche B-2 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.1615% 4/3/2028 (b)(c)(g) | 112998 | 112539 |
|  |  | 1038552 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Enstall Group BV Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.2631% 8/30/2028 (b)(c)(g) | 2910022 | 1382261 |
| TOTAL NETHERLANDS |  | 9430800 |
| PUERTO RICO - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Coral-US Co-Borrower LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.0734% 10/15/2029 (b)(c)(g) | 1000000 | 982500 |
| Coral-US Co-Borrower LLC Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1545% 1/31/2032 (b)(c)(g) | 1310000 | 1284887 |
| TOTAL PUERTO RICO |  | 2267387 |
| SPAIN - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Grifols Worldwide Operations USA Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 5.9224% 11/15/2027 (b)(c)(g) | 2475000 | 2473837 |
| SWEDEN - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| Anticimex Global AB Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 3.4%, 7.31% 11/16/2028 (b)(c)(g) | 868944 | 872358 |
| Anticimex Global AB Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3.4%, 0% 11/16/2028 (b)(c)(g)(h) | 1845769 | 1851067 |
| TOTAL SWEDEN |  | 2723425 |
| SWITZERLAND - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Consolidated Energy Finance SA Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1975% 11/15/2030 (b)(c)(g) | 4654365 | 3711856 |
| UNITED KINGDOM - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Entertainment - 0.0% |  |  |
| Crown Finance US Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.484% 12/2/2031 (b)(c)(g) | 7667850 | 7657345 |
| Consumer Discretionary - 0.1% |  |  |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| City Football Group Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.0302% 7/21/2030 (b)(c)(g) | 4989410 | 4980080 |
| Entain Holdings Gibraltar Ltd Tranche B6 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.2515% 10/31/2029 (b)(c)(g) | 2892177 | 2883732 |
| Flutter Entertainment PLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 5.7515% 11/30/2030 (b)(c)(g) | 3928713 | 3911544 |
|  |  | 11775356 |
| Consumer Staples - 0.0% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| Boots Group Finco LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.4157% 8/30/2032 (b)(c)(g) | 1035000 | 1041469 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| EG America LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.3224% 2/7/2028 (b)(c)(g) | 5752095 | 5770099 |
| Health Care - 0.0% |  |  |
| Health Care Providers & Services - 0.0% |  |  |
| Loire Finco Luxembourg Sarl Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9157% 1/21/2030 (b)(c)(g) | 542278 | 542110 |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| HomeServe USA Holding Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9598% 10/21/2030 (b)(c)(g) | 1142424 | 1142424 |
| Construction & Engineering - 0.0% |  |  |
| Red SPV LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.2098% 3/15/2032 (b)(c)(g) | 2354100 | 2354100 |
| TOTAL INDUSTRIALS |  | 3496524 |
| TOTAL UNITED KINGDOM |  | 30282903 |
| UNITED STATES - 4.7%  |  |  |
| Communication Services - 0.3% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| Aventiv Technologies LLC 1LN, term loan CME Term SOFR 3 month Index + 5.09%, 9.3531% 3/25/2026 (b)(c)(g) | 1105978 | 734369 |
| Aventiv Technologies LLC Tranche DEC FLSO 1LN, term loan CME Term SOFR 3 month Index + 10%, 14.2649% 3/25/2026 (b)(c)(g)(i) | 30082 | 31586 |
| Aventiv Technologies LLC Tranche FLSO 1LN, term loan CME Term SOFR 1 month Index + 10%, 14.1552% 3/25/2026 (b)(c)(g) | 287295 | 300703 |
| Aventiv Technologies LLC Tranche FLSO 1LN, term loan CME Term SOFR 3 month Index + 7.5%, 11.7631% 3/25/2026 (b)(c)(g)(i) | 29328 | 29328 |
| Connect Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.7098% 10/3/2031 (b)(c)(g) | 275045 | 179747 |
| Connect Holdings LLC Tranche B-DD 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.1699% 4/3/2031 (b)(c)(g) | 3000000 | 2651580 |
| Frontier Communications Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.459% 7/1/2031 (b)(c)(g) | 1637646 | 1635091 |
| Level 3 Financing Inc Tranche B4 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 3/29/2032 (b)(c)(g) | 4425000 | 4430531 |
| Lumen Technologies Inc Tranche A 1LN, term loan CME Term SOFR 1 month Index + 6%, 9.9157% 6/1/2028 (b)(c)(g) | 1786666 | 1808249 |
| Lumen Technologies Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.3802% 4/16/2029 (b)(c)(g) | 1343331 | 1334439 |
| Lumen Technologies Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.35%, 6.3802% 4/15/2030 (b)(c)(g) | 11667409 | 11588655 |
| Windstream Services LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9157% 10/6/2032 (b)(c)(g) | 4675000 | 4648727 |
|  |  | 29373005 |
| Entertainment - 0.0% |  |  |
| AP Core Holdings II LLC Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.5302% 9/1/2027 (b)(c)(g) | 579120 | 575141 |
| AP Core Holdings II LLC Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.5302% 9/1/2027 (b)(c)(g) | 5480000 | 5433749 |
| ECL Entertainment LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.9157% 8/30/2030 (b)(c)(g) | 1740207 | 1731506 |
| Live Nation Entertainment Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9504% 10/21/2032 (b)(c)(g) | 615000 | 615000 |
| Sweetwater Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.2802% 8/7/2028 (b)(c)(g) | 2025324 | 2029132 |
|  |  | 10384528 |
| Interactive Media & Services - 0.0% |  |  |
| TripAdvisor Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6657% 7/8/2031 (b)(c)(g) | 559908 | 515468 |
| Media - 0.1% |  |  |
| Acosta Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.6033% 8/21/2031 (b)(c)(g) | 629133 | 619432 |
| Advantage Sales & Marketing Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.4458% 10/28/2027 (b)(c)(g) | 2246603 | 1929967 |
| Charter Comm Operating LLC Tranche B5 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.2353% 12/15/2031 (b)(c)(g) | 3191683 | 3182810 |
| CMG Media Corp Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.6015% 6/18/2029 (b)(c)(g) | 7223624 | 6587945 |
| Dotdash Meredith Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.484% 6/16/2032 (b)(c)(g) | 2210000 | 1886788 |
| Gray Media Inc Tranche D 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.0985% 12/1/2028 (b)(c)(g) | 553250 | 553090 |
| Nexstar Media Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 6/28/2032 (b)(c)(g) | 1970063 | 1973589 |
| Sinclair Television Group Inc Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 4.1%, 8.1157% 12/31/2030 (b)(c)(g) | 130894 | 118621 |
| Townsquare Media Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 8.8779% 2/19/2030 (b)(c)(g) | 404843 | 348570 |
| Univision Communications Inc 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.2515% 6/24/2029 (b)(c)(g) | 3061988 | 3055619 |
| Univision Communications Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.2802% 1/31/2029 (b)(c)(g) | 3729538 | 3689931 |
| Univision Communications Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.4157% 1/31/2029 (b)(c)(g) | 1919462 | 1899077 |
| Versant Media Group Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 0% 10/23/2030 (b)(c)(g)(h) | 1810000 | 1794923 |
| Virgin Media Bristol LLC Tranche Y 1LN, term loan CME Term SOFR 6 month Index + 3.175%, 7.0523% 3/31/2031 (b)(c)(g) | 1215000 | 1191636 |
|  |  | 28831998 |
| Wireless Telecommunication Services - 0.0% |  |  |
| Crown Subsea Communications Holding Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.4157% 1/30/2031 (b)(c)(g) | 4045110 | 4070392 |
| SBA Senior Finance II LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.67% 1/25/2031 (b)(c)(g) | 394000 | 395024 |
|  |  | 4465416 |
| TOTAL COMMUNICATION SERVICES |  | 73570415 |
| Consumer Discretionary - 1.0% |  |  |
| Automobile Components - 0.1% |  |  |
| American Axle & Manufacturing Inc Tranche C 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 0% 2/24/2032 (b)(c)(g)(h) | 1805000 | 1805000 |
| American Trailer World Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.7657% 3/3/2028 (b)(c)(g) | 3088015 | 2724463 |
| Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 5/6/2030 (b)(c)(g) | 2023360 | 2022348 |
| Clarios Global LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6657% 1/28/2032 (b)(c)(g) | 3545000 | 3554962 |
| LCI Industries Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 3/25/2032 (b)(c)(g) | 825855 | 827920 |
| Novae LLC/IN 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.1515% 12/22/2028 (b)(c)(g) | 2829584 | 2645661 |
| Power Stop LLC 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.5475% 1/26/2029 (b)(c)(g) | 801519 | 662255 |
|  |  | 14242609 |
| Automobiles - 0.0% |  |  |
| CWGS Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.5302% 6/3/2028 (b)(c)(g) | 2243215 | 2185923 |
| Broadline Retail - 0.1% |  |  |
| CNT Holdings I Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.0904% 11/8/2032 (b)(c)(g) | 2417019 | 2419774 |
| Great Outdoors Group LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 1/23/2032 (b)(c)(g) | 25552841 | 25603946 |
|  |  | 28023720 |
| Distributors - 0.0% |  |  |
| BCPE Empire Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 12/11/2030 (b)(c)(g) | 3608459 | 3603407 |
| Gloves Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9157% 5/24/2032 (b)(c)(g) | 2690000 | 2663584 |
| Windsor Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6657% 8/1/2030 (b)(c)(g) | 1508602 | 1508134 |
|  |  | 7775125 |
| Diversified Consumer Services - 0.1% |  |  |
| AI Aqua Merger Sub Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.9059% 7/31/2028 (b)(c)(g) | 5161763 | 5174461 |
| KUEHG Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.7515% 6/12/2030 (b)(c)(g) | 757558 | 716035 |
| Spin Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.3928% 3/4/2028 (b)(c)(g) | 15339714 | 12486527 |
| TKC Holdings Inc 1LN, term loan 13.5% 2/15/2027 (b)(g) | 1759167 | 1763565 |
|  |  | 20140588 |
| Hotels, Restaurants & Leisure - 0.4% |  |  |
| 19th Holdings Golf LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.356% 2/7/2029 (b)(c)(g) | 3028747 | 3032533 |
| Aramark Services Inc Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 6/22/2030 (b)(c)(g) | 480964 | 481840 |
| Arcis Golf LLC 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6657% 11/24/2028 (b)(c)(g) | 1062779 | 1064437 |
| Caesars Entertainment Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 2/6/2030 (b)(c)(g) | 4330930 | 4284027 |
| Caesars Entertainment Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 2/6/2031 (b)(c)(g) | 4175733 | 4125290 |
| Dave & Buster's Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.0724% 11/1/2031 (b)(c)(g) | 3505011 | 3092296 |
| Dave & Buster's Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.125% 6/29/2029 (b)(c)(g) | 329346 | 297943 |
| Eagle Parent Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.2515% 4/2/2029 (b)(c)(g) | 3939819 | 3933042 |
| Fertitta Entertainment LLC/NV Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 1/29/2029 (b)(c)(g) | 17499325 | 17475702 |
| Fitness International LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.4157% 2/12/2029 (b)(c)(g) | 3809525 | 3817144 |
| Flynn Restaurant Group LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.6657% 1/28/2032 (b)(c)(g) | 2781025 | 2786253 |
| Golden Entertainment Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 5/26/2030 (b)(c)(g) | 1476025 | 1476025 |
| Golden State Foods LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.998% 12/4/2031 (b)(c)(g) | 2009750 | 2017166 |
| Herschend Entertainment Co LLC 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 5/27/2032 (b)(c)(g) | 763088 | 765873 |
| Hilton Grand Vacations Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 1/17/2031 (b)(c)(g) | 3097395 | 3082342 |
| Hilton Grand Vacations Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 8/2/2028 (b)(c)(g) | 2754030 | 2744859 |
| Horizon US Finco LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.1975% 10/31/2031 (b)(c)(g) | 4694010 | 4482779 |
| J&J Ventures Gaming LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.4157% 4/26/2030 (b)(c)(g) | 2594723 | 2572823 |
| Life Time Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.006% 11/5/2031 (b)(c)(g) | 2027213 | 2030517 |
| Light & Wonder International Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.209% 4/16/2029 (b)(c)(g) | 742936 | 743553 |
| MajorDrive Holdings IV LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.2631% 6/1/2028 (b)(c)(g) | 1669749 | 1492572 |
| Marriott Ownership Resorts Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 4/1/2031 (b)(c)(g) | 2468750 | 2443544 |
| PCI Gaming Authority Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 7/18/2031 (b)(c)(g) | 176504 | 176615 |
| Sgh2 LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.508% 8/18/2032 (b)(c)(g) | 885000 | 886133 |
| Sizzling Platter LLC 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.9157% 7/2/2032 (b)(c)(g) | 2096034 | 1992112 |
| Sizzling Platter LLC Tranche DD 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 5% 7/2/2032 (b)(c)(g)(j) | 158966 | 151085 |
| Station Casinos LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 3/14/2031 (b)(c)(g) | 3258811 | 3261288 |
| United PF Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.102% 12/30/2026 (b)(c)(g) | 10415780 | 10007795 |
| United PF Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 8.5%, 12.602% 12/30/2026 (b)(c)(g) | 519531 | 501348 |
| Whatabrands LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 8/3/2028 (b)(c)(g) | 3219656 | 3226031 |
| Wok Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 6.25%, 10.0906% 3/2/2026 (b)(c)(g) | 984211 | 722164 |
|  |  | 89167131 |
| Household Durables - 0.1% |  |  |
| Madison Safety & Flow LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 9/26/2031 (b)(c)(g) | 414873 | 416428 |
| Somnigroup International Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.16% 10/24/2031 (b)(c)(g) | 2883836 | 2897361 |
| TGP Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.2657% 6/29/2028 (b)(c)(g) | 2333552 | 2180074 |
| Weber-Stephen Products LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.7353% 10/1/2032 (b)(c)(g) | 6135000 | 6124756 |
|  |  | 11618619 |
| Specialty Retail - 0.2% |  |  |
| Academy Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.8485% 11/5/2027 (b)(c)(g) | 102085 | 102085 |
| Belron Finance 2019 LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.1196% 10/16/2031 (b)(c)(g) | 3388376 | 3405318 |
| Johnstone Supply LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4512% 6/9/2031 (b)(c)(g) | 2148300 | 2154208 |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.8098% 6/6/2031 (b)(c)(g) | 4944727 | 4652148 |
| LBM Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.9598% 6/6/2031 (b)(c)(g) | 1859454 | 1836508 |
| Needle Holdings LLC Tranche EXIT 1LN, term loan CME Term SOFR 3 month Index + 9.5%, 0% (b)(c)(g)(i)(k) | 12232 | 9512 |
| Park River Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.4853% 3/15/2031 (b)(c)(g) | 1560000 | 1563713 |
| Peer USA LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1928% 9/29/2032 (b)(c)(g) | 1300000 | 1301352 |
| RH Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.5302% 10/20/2028 (b)(c)(g) | 3335304 | 3234344 |
| RH Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.2657% 10/20/2028 (b)(c)(g) | 455900 | 445528 |
| RVR Dealership Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.7404% 2/8/2028 (b)(c)(g) | 2957599 | 2845033 |
| Staples Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 9.6038% 9/4/2029 (b)(c)(g) | 7697443 | 7213966 |
| Tory Burch LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.2802% 4/17/2028 (b)(c)(g) | 2815669 | 2801140 |
| Wand NewCo 3 Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 1/30/2031 (b)(c)(g) | 677972 | 677905 |
| White Cap Supply Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.2146% 10/31/2029 (b)(c)(g) | 3120178 | 3128103 |
|  |  | 35370863 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| Varsity Brands Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.0257% 8/26/2031 (b)(c)(g) | 2902725 | 2909982 |
| TOTAL CONSUMER DISCRETIONARY |  | 211434560 |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.0% |  |  |
| Celsius Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.4764% 4/1/2032 (b)(c)(g) | 808889 | 812933 |
| Naked Juice LLC Tranche EXCH FLSO FL20 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.3515% 1/24/2029 (b)(c)(g) | 970349 | 693111 |
| Naked Juice LLC Tranche EXCH FLTO FL30 PIK 1LN, term loan CME Term SOFR 1 month Index + 6%, 10.1015% 1/24/2030 (b)(c)(g) | 576176 | 213548 |
| Naked Juice LLC Tranche NEW $$ FLFO 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.5015% 1/24/2029 (b)(c)(g) | 933112 | 934745 |
| Primo Brands Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.2515% 3/31/2028 (b)(c)(g) | 7095576 | 7107497 |
|  |  | 9761834 |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| BJ's Wholesale Club Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.8789% 2/5/2029 (b)(c)(g) | 128889 | 129463 |
| C&S Wholesale Grocers Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.0033% 9/20/2030 (b)(c)(g) | 3060000 | 3010275 |
| Froneri US Inc Tranche B-4 1LN, term loan CME Term SOFR 6 month Index + 2%, 6.1971% 9/30/2031 (b)(c)(g) | 488571 | 486235 |
| Heritage Grocers Group LLC 1LN, term loan CME Term SOFR 3 month Index + 6.75%, 10.8515% 8/1/2029 (b)(c)(g) | 3836501 | 2822015 |
| Primary Products Finance LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.1855% 4/1/2029 (b)(c)(g) | 1411702 | 1372881 |
|  |  | 7820869 |
| Food Products - 0.1% |  |  |
| Aspire Bakeries Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.4157% 12/23/2030 (b)(c)(g) | 663974 | 666776 |
| Chobani LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 10/28/2032 (b)(c)(g) | 2185000 | 2197302 |
| Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 0% (b)(c)(g)(k) | 972365 | 29171 |
| Del Monte Foods Corp II Inc 1LN, term loan CME Term SOFR 3 month Index + 8.15%, 0% (b)(c)(g)(k) | 342959 | 157418 |
| Del Monte Foods Corp II Inc Tranche FLFO B 1LN, term loan CME Term SOFR 3 month Index + 8%, 0% (b)(c)(g)(k) | 203658 | 93479 |
| Del Monte Foods Corp II Inc Tranche TLA DIP, term loan CME Term SOFR 3 month Index + 9.5%, 13.559% 3/30/2026 (b)(c)(g) | 1049893 | 1000023 |
| Del Monte Foods Corp II Inc Tranche TLB DIP ROLLUP, term loan CME Term SOFR 3 month Index + 9.5%, 13.559% 3/30/2026 (b)(c)(g)(i) | 1381513 | 1119026 |
| Fiesta Purchaser Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6657% 2/12/2031 (b)(c)(g) | 2691433 | 2682578 |
| Nourish Buyer I Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.459% 7/12/2032 (b)(c)(g) | 3670000 | 3679175 |
|  |  | 11624948 |
| Personal Care Products - 0.0% |  |  |
| Conair Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.7802% 5/17/2028 (b)(c)(g) | 2454295 | 1208741 |
| Olaplex Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.4224% 2/23/2029 (b)(c)(g) | 435463 | 424101 |
|  |  | 1632842 |
| TOTAL CONSUMER STAPLES |  | 30840493 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Apro LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.6774% 7/9/2031 (b)(c)(g) | 2311650 | 2316713 |
| BW Gas & Convenience Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.5302% 3/31/2028 (b)(c)(g) | 3746760 | 3734283 |
| CQP Holdco LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.0015% 12/31/2030 (b)(c)(g) | 4401264 | 4411695 |
| CVR CHC LP Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.0015% 12/30/2027 (b)(c)(g) | 522371 | 523024 |
| Delek US Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.5157% 11/19/2029 (b)(c)(g) | 1224218 | 1224879 |
| EMG Utica Midstream Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.0015% 4/1/2030 (b)(c)(g) | 2019828 | 2029927 |
| EPIC Crude Services LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.3404% 10/15/2031 (b)(c)(g) | 2084497 | 2089708 |
| Hamilton Projects Acquiror LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 5/30/2031 (b)(c)(g) | 703874 | 708386 |
| Hilcorp Energy I LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.959% 2/11/2030 (b)(c)(g) | 680775 | 680775 |
| Mesquite Energy Inc 1LN, term loan 0% (b)(g)(i)(k) | 31000 | 0 |
| Mesquite Energy Inc 1LN, term loan 3 month U.S. LIBOR + 8%, 0% (b)(c)(g)(i)(k) | 71751 | 0 |
| New Fortress Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.5%, 9.5699% 10/30/2028 (b)(c)(g) | 15969139 | 7124472 |
| Par Petroleum LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.6871% 2/28/2030 (b)(c)(g) | 1292483 | 1293297 |
| Prairie Acquiror LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.6657% 8/1/2029 (b)(c)(g) | 1775623 | 1785620 |
| Stonepeak Bayou Holdings LP 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.7353% 10/1/2032 (b)(c)(g) | 1040000 | 962655 |
| Venture Global Plaquemines LNG LLC 1LN, term loan CME Term SOFR 1 month Index + 2.225%, 6.1407% 5/25/2029 (b)(c)(g) | 4333010 | 4318581 |
| Venture Global Plaquemines LNG LLC 1LN, term loan CME Term SOFR 1 month Index + 2.225%, 6.1407% 5/25/2029 (b)(c)(g) | 541990 | 537925 |
|  |  | 33741940 |
| Financials - 0.6% |  |  |
| Capital Markets - 0.1% |  |  |
| Broadstreet Partners Group LLC Tranche B4 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6657% 6/13/2031 (b)(c)(g) | 3021574 | 3029521 |
| Citadel Securities Global Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 10/31/2031 (b)(c)(g) | 5304192 | 5321696 |
| CPI Holdco B LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 5/17/2031 (b)(c)(g) | 1305478 | 1305896 |
| Focus Financial Partners LLC Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 0% 9/15/2031 (b)(c)(g)(h) | 2853089 | 2852376 |
| GTCR Everest Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.7515% 9/5/2031 (b)(c)(g) | 2216904 | 2222424 |
| Hightower Holding LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.6506% 2/3/2032 (b)(c)(g) | 2609611 | 2606349 |
| Jane Street Group LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 5.8224% 12/15/2031 (b)(c)(g) | 5314731 | 5259298 |
| PEX Holdings LLC 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.7515% 11/26/2031 (b)(c)(g) | 711425 | 711126 |
| Superannuation & Investments US LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.9157% 12/1/2028 (b)(c)(g) | 983756 | 986628 |
|  |  | 24295314 |
| Financial Services - 0.2% |  |  |
| Boost Newco Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.0015% 1/31/2031 (b)(c)(g) | 6313026 | 6322496 |
| CFC USA 2025 LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.7353% 7/1/2032 (b)(c)(g) | 1690000 | 1641413 |
| Corpay Technologies Operating Co LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 11/5/2032 (b)(c)(g) | 1890000 | 1886938 |
| Dragon Buyer Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.7515% 9/30/2031 (b)(c)(g) | 1169250 | 1173389 |
| Fusion Buyer LLC 1LN, term loan CME Term SOFR 3 month Index + 8%, 12.1015% 6/6/2030 (b)(c)(g) | 422853 | 432718 |
| Kingpin Intermediate Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 9/22/2032 (b)(c)(g) | 2055000 | 1971773 |
| NCR Atleos Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.0257% 4/16/2029 (b)(c)(g) | 1665031 | 1666596 |
| Neon Maple US Debt Mergersub Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 11/17/2031 (b)(c)(g) | 3263621 | 3264241 |
| Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.4157% 7/31/2031 (b)(c)(g) | 5788284 | 5713152 |
| Nexus Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9157% 7/31/2031 (b)(c)(g) | 695000 | 693915 |
| Nexus Buyer LLC Tranche B 2LN, term loan CME Term SOFR 1 month Index + 5.75%, 9.6657% 2/16/2032 (b)(c)(g) | 890000 | 880913 |
| Orion US Finco Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.4274% 10/8/2032 (b)(c)(g) | 960000 | 963600 |
| Priority Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.6657% 7/30/2032 (b)(c)(g) | 1925209 | 1889111 |
| Recess Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.6154% 2/20/2030 (b)(c)(g) | 1354109 | 1358767 |
| Shift4 Payments LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.5015% 7/6/2032 (b)(c)(g) | 325000 | 327083 |
| TKO Worldwide Holdings LLC Tranche B5 1LN, term loan CME Term SOFR 3 month Index + 2%, 5.8685% 11/21/2031 (b)(c)(g) | 965006 | 967940 |
| Trans Union LLC Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 6/24/2031 (b)(c)(g) | 1876299 | 1876299 |
| Trans Union LLC Tranche B9 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 6/24/2031 (b)(c)(g) | 755152 | 755152 |
| WH Borrower LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.389% 2/20/2032 (b)(c)(g) | 8373241 | 8379772 |
|  |  | 42165268 |
| Insurance - 0.3% |  |  |
| Acrisure LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 6/21/2032 (b)(c)(g) | 2064825 | 2062574 |
| Acrisure LLC Tranche B6 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.9157% 11/6/2030 (b)(c)(g) | 14284495 | 14263068 |
| Alera Group Inc 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 5/31/2032 (b)(c)(g) | 2755000 | 2765331 |
| Alera Group Inc 2LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.4157% 5/31/2033 (b)(c)(g) | 700000 | 717206 |
| Alliant Hldgs Intermediate LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 9/19/2031 (b)(c)(g) | 508725 | 508791 |
| AmWINS Group Inc 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.2515% 1/30/2032 (b)(c)(g) | 2292675 | 2297650 |
| Amynta Agency Borrower Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6657% 12/29/2031 (b)(c)(g) | 1436089 | 1436764 |
| Asurion LLC Tranche B10 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.0157% 8/19/2028 (b)(c)(g) | 1974593 | 1970268 |
| Asurion LLC Tranche B11 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.2657% 8/19/2028 (b)(c)(g) | 3786085 | 3777150 |
| Asurion LLC Tranche B12 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.1657% 9/19/2030 (b)(c)(g) | 9674195 | 9508380 |
| Asurion LLC Tranche B13 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.1657% 9/19/2030 (b)(c)(g) | 4504975 | 4417128 |
| Asurion LLC Tranche B3 2LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.2802% 1/31/2028 (b)(c)(g) | 2985000 | 2852556 |
| Asurion LLC Tranche B4 2LN, term loan CME Term SOFR 1 month Index + 5.25%, 9.2802% 1/20/2029 (b)(c)(g) | 6340000 | 5925237 |
| Asurion LLC Tranche B9 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.2802% 7/31/2027 (b)(c)(g) | 2593652 | 2589450 |
| CRC Insurance Group LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.7515% 5/6/2031 (b)(c)(g) | 3919556 | 3918577 |
| HUB International Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.12% 6/20/2030 (b)(c)(g) | 5512886 | 5531851 |
| USI Inc/NY Tranche C 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.2515% 9/29/2030 (b)(c)(g) | 2930684 | 2933116 |
|  |  | 67475097 |
| TOTAL FINANCIALS |  | 133935679 |
| Health Care - 0.4% |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Bausch + Lomb Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.1657% 1/15/2031 (b)(c)(g) | 2379038 | 2392122 |
| Embecta Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.9157% 3/30/2029 (b)(c)(g) | 205176 | 205196 |
| Insulet Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 8/1/2031 (b)(c)(g) | 3577177 | 3596028 |
| Medline Borrower LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 10/23/2028 (b)(c)(g) | 7061475 | 7070514 |
| Medline Borrower LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 10/23/2030 (b)(c)(g) | 733163 | 733947 |
| QuidelOrtho Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.0015% 8/23/2032 (b)(c)(g) | 4755000 | 4729751 |
| Sotera Health Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.3404% 5/30/2031 (b)(c)(g) | 1956330 | 1967344 |
|  |  | 20694902 |
| Health Care Providers & Services - 0.2% |  |  |
| Accelerated Health Systems LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.1904% 2/15/2029 (b)(c)(g) | 661334 | 502852 |
| Aveanna Healthcare LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.6657% 9/17/2032 (b)(c)(g) | 610000 | 612776 |
| Cano Health LLC Tranche INITIAL EXCHANGE TERM LOANS 1LN, term loan CME Term SOFR 3 month Index + 10%, 14.0015% 6/28/2029 (b)(c)(g)(i) | 236491 | 184463 |
| Charlotte Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.2072% 2/11/2028 (b)(c)(g) | 2695397 | 2681920 |
| DaVita Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 5/9/2031 (b)(c)(g) | 2509074 | 2512938 |
| Gainwell Acquisition Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.1015% 10/1/2027 (b)(c)(g) | 488843 | 483344 |
| Global Medical Response Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.3844% 10/1/2032 (b)(c)(g) | 1125000 | 1130681 |
| HAH Group Holding Co LLC 1LN, term loan CME Term SOFR 1 month Index + 5%, 8.9157% 9/24/2031 (b)(c)(g) | 4748458 | 4215586 |
| Hanger Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.4157% 10/23/2031 (b)(c)(g) | 3102887 | 3109434 |
| Hanger Inc Tranche DD 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 4.0849% 10/23/2031 (b)(c)(g)(j) | 401220 | 402066 |
| Heartland Dental LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.6657% 8/25/2032 (b)(c)(g) | 803500 | 806344 |
| ICON Luxembourg Sarl Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.0015% 7/3/2028 (b)(c)(g) | 184907 | 186468 |
| ICON Luxembourg Sarl Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 6.0015% 7/3/2028 (b)(c)(g) | 46070 | 46458 |
| MED ParentCo LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 4/15/2031 (b)(c)(g) | 1981016 | 1988247 |
| ModivCare Inc 1LN, term loan CME Term SOFR 1 month Index + 7%, 11.006% 2/22/2026 (b)(c)(g)(i) | 61904 | 60046 |
| ModivCare Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 6.75%, 10.7515% 7/1/2031 (b)(c)(g) | 552653 | 226588 |
| National Mentor Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.7814% 3/2/2028 (b)(c)(g) | 1807284 | 1776109 |
| National Mentor Holdings Inc Tranche C 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.8515% 3/2/2028 (b)(c)(g) | 52773 | 51863 |
| Phoenix Guarantor Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 2/21/2031 (b)(c)(g) | 2506952 | 2517507 |
| Phoenix Newco Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 11/15/2028 (b)(c)(g) | 2951821 | 2962772 |
| Radiology Partners Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.5015% 6/30/2032 (b)(c)(g) | 360000 | 358322 |
| Southern Veterinary Partners LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.3654% 12/4/2031 (b)(c)(g) | 4746550 | 4738434 |
| US Anesthesia Partners Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.0985% 10/1/2028 (b)(c)(g) | 2319972 | 2325052 |
| US Fertility Enterprises LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 4.5%, 8.5015% 10/11/2031 (b)(c)(g) | 417713 | 417713 |
| US Fertility Enterprises LLC Tranche DD 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.4497% 10/11/2031 (b)(c)(g) | 19035 | 19035 |
| US Radiology Specialists Inc 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.7515% 12/15/2027 (b)(c)(g) | 491221 | 492553 |
|  |  | 34809571 |
| Health Care Technology - 0.0% |  |  |
| AthenaHealth Group Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6657% 2/15/2029 (b)(c)(g) | 6974910 | 6960402 |
| Cotiviti Inc 1LN, term loan 7.625% 5/1/2031 (g) | 265000 | 258375 |
| Cotiviti Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.734% 5/1/2031 (b)(c)(g) | 5696080 | 5468237 |
| Zelis Payments Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6657% 9/28/2029 (b)(c)(g) | 1076187 | 1064198 |
| Zelis Payments Buyer Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 11/26/2031 (b)(c)(g) | 6647609 | 6584723 |
|  |  | 20335935 |
| Pharmaceuticals - 0.1% |  |  |
| 1261229 BC Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.1657% 10/8/2030 (b)(c)(g) | 12855463 | 12681914 |
| Amneal Pharmaceuticals LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.4157% 8/2/2032 (b)(c)(g) | 1545000 | 1556588 |
| Elanco Animal Health Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.734% 10/31/2032 (b)(c)(g) | 710000 | 708444 |
| Endo Finance Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9157% 4/23/2031 (b)(c)(g) | 3382400 | 3340120 |
| Jazz Financing Lux Sarl Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 5/5/2028 (b)(c)(g) | 2282556 | 2290796 |
| Organon & Co Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 5/19/2031 (b)(c)(g) | 2959726 | 2848736 |
|  |  | 23426598 |
| TOTAL HEALTH CARE |  | 99267006 |
| Industrials - 0.7% |  |  |
| Aerospace & Defense - 0.1% |  |  |
| Bleriot US Bidco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.5015% 10/31/2030 (b)(c)(g) | 409823 | 411318 |
| Goat Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6657% 1/27/2032 (b)(c)(g) | 885550 | 887622 |
| Kaman Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.6601% 2/26/2032 (b)(c)(g) | 2761871 | 2769632 |
| Kaman Corp Tranche B-DD 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 1.5199% 2/26/2032 (b)(c)(g)(j) | 261144 | 261878 |
| Signia Aerospace LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.6153% 12/11/2031 (b)(c)(g) | 1842522 | 1846355 |
| Signia Aerospace LLC Tranche B-DD 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 1% 12/11/2031 (b)(c)(g)(j) | 89595 | 89781 |
| TransDigm Group Inc Tranche M 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.5015% 8/19/2032 (b)(c)(g) | 2310000 | 2314528 |
| TransDigm Inc Tranche K 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.2515% 3/22/2030 (b)(c)(g) | 3832635 | 3836391 |
| TransDigm Inc Tranche L 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.5015% 1/19/2032 (b)(c)(g) | 3890750 | 3896819 |
|  |  | 16314324 |
| Air Freight & Logistics - 0.0% |  |  |
| Dynasty Acquisition Co Inc Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 10/31/2031 (b)(c)(g) | 1581824 | 1585511 |
| Dynasty Acquisition Co Inc Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 10/31/2031 (b)(c)(g) | 601676 | 603077 |
| Echo Global Logistics Inc 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.7657% 11/23/2028 (b)(c)(g) | 1369749 | 1344313 |
| Rand Parent LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.0015% 3/18/2030 (b)(c)(g) | 1157940 | 1158426 |
| STG Distribution LLC Tranche EXCHANGE FLFO 1LN, term loan CME Term SOFR 1 month Index + 8.35%, 12.3371% 10/3/2029 (b)(c)(g)(i) | 57816 | 53653 |
| STG Distribution LLC Tranche EXCHANGE FLSO 1LN, term loan CME Term SOFR 1 month Index + 7.6%, 11.5871% 10/3/2029 (b)(c)(g)(i) | 123106 | 14527 |
|  |  | 4759507 |
| Building Products - 0.1% |  |  |
| APi Group DE Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 1/3/2029 (b)(c)(g) | 1061239 | 1062651 |
| AZZ Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 5/14/2029 (b)(c)(g) | 632864 | 634902 |
| Chariot Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.9157% 9/8/2032 (b)(c)(g) | 3377901 | 3384252 |
| Cornerstone Building Brands Inc 1LN, term loan CME Term SOFR 1 month Index + 5.625%, 9.584% 8/1/2028 (b)(c)(g) | 254346 | 202204 |
| Cornerstone Building Brands Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.309% 4/12/2028 (b)(c)(g) | 4356332 | 3455791 |
| Cornerstone Building Brands Inc Tranche C 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.459% 5/15/2031 (b)(c)(g) | 1938816 | 1391101 |
| Emrld Borrower LP Tranche B 1LN, term loan CME Term SOFR 6 month Index + 2.25%, 6.0724% 5/31/2030 (b)(c)(g) | 314213 | 314200 |
| Emrld Borrower LP Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.1219% 8/4/2031 (b)(c)(g) | 2703847 | 2703685 |
| Griffon Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 6.0015% 1/24/2029 (b)(c)(g) | 561250 | 563006 |
| HP PHRG Borrower LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 4%, 8.0015% 2/20/2032 (b)(c)(g) | 2205538 | 2170624 |
|  |  | 15882416 |
| Commercial Services & Supplies - 0.4% |  |  |
| ABG Intermediate Holdings 2 LLC Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 12/21/2028 (b)(c)(g) | 7425359 | 7435086 |
| Allied Universal Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 8/20/2032 (b)(c)(g) | 8035000 | 8064167 |
| ArchKey Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.2515% 11/1/2031 (b)(c)(g) | 1307220 | 1317024 |
| ArchKey Holdings Inc Tranche B-DD 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 4.25% 11/1/2031 (b)(c)(g)(j) | 151590 | 152727 |
| Artera Services LLC 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.5015% 2/15/2031 (b)(c)(g) | 4484729 | 3761567 |
| Bifm CA Buyer Inc 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 5/31/2028 (b)(c)(g) | 1462652 | 1468869 |
| Brand Industrial Services Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.5%, 8.3538% 8/1/2030 (b)(c)(g) | 8872944 | 7925048 |
| Brock Holdings III LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 9.7515% 5/2/2030 (b)(c)(g) | 326700 | 326292 |
| Congruex Group LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.75%, 10.4904% 5/3/2029 (b)(c)(g) | 552731 | 448309 |
| Core & Main LP Tranche E 1LN, term loan CME Term SOFR 6 month Index + 2%, 5.9157% 2/9/2031 (b)(c)(g) | 240731 | 240530 |
| Ensemble RCM LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 6.8404% 8/1/2029 (b)(c)(g) | 3090158 | 3104126 |
| Filtration Group Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6657% 10/21/2028 (b)(c)(g) | 2225179 | 2237418 |
| GFL ES US LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.6711% 3/3/2032 (b)(c)(g) | 2075000 | 2077573 |
| HNI Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 0% 11/20/2032 (b)(c)(g)(h) | 760000 | 758100 |
| Madison IAQ LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.6366% 11/8/2032 (b)(c)(g) | 1488461 | 1494578 |
| Madison IAQ LLC Tranche B 1LN, term loan CME Term SOFR 6 month Index + 2.5%, 6.7019% 6/21/2028 (b)(c)(g) | 2556229 | 2564051 |
| Neptune Bidco US Inc Tranche A 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.7615% 10/11/2028 (b)(c)(g) | 1466458 | 1428960 |
| Neptune Bidco US Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5%, 9.0115% 4/11/2029 (b)(c)(g) | 8980223 | 8752665 |
| OMNIA Partners LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.3594% 7/25/2030 (b)(c)(g) | 2712809 | 2722548 |
| OPENLANE Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.365% 10/8/2032 (b)(c)(g) | 460000 | 460000 |
| Pitney Bowes Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.6657% 3/19/2032 (b)(c)(g) | 172052 | 169579 |
| Sabert Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.0302% 12/10/2026 (b)(c)(g) | 547567 | 547227 |
| Wash Bidco Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 9/10/2032 (b)(c)(g) | 1015000 | 1020501 |
| Wellful Inc Tranche BOOTSTRAP FLSO TL 1LN, term loan CME Term SOFR 3 month Index + 6.25%, 10.2802% 10/19/2030 (b)(c)(g) | 400588 | 357525 |
| Wellful Inc Tranche PRIMING TL 1LN, term loan CME Term SOFR 1 month Index + 5%, 9.0302% 4/19/2030 (b)(c)(g) | 416602 | 410354 |
| WMB Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 11/2/2029 (b)(c)(g) | 3600239 | 3594226 |
|  |  | 62839050 |
| Construction & Engineering - 0.0% |  |  |
| Chromalloy Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.49% 3/27/2031 (b)(c)(g) | 469347 | 471290 |
| Construction Partners Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 11/3/2031 (b)(c)(g) | 989428 | 991902 |
| Pike Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.0302% 1/21/2028 (b)(c)(g) | 1493893 | 1496223 |
| Traverse Midstream Partners LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.3404% 2/16/2028 (b)(c)(g) | 1500000 | 1502820 |
|  |  | 4462235 |
| Electrical Equipment - 0.0% |  |  |
| Vertiv Group Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.734% 8/12/2032 (b)(c)(g) | 1935460 | 1941401 |
| Ground Transportation - 0.0% |  |  |
| Avis Budget Car Rental LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 7/16/2032 (b)(c)(g) | 1012463 | 1001548 |
| Genesee & Wyoming Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 5.7515% 4/10/2031 (b)(c)(g) | 2730262 | 2725430 |
|  |  | 3726978 |
| Machinery - 0.0% |  |  |
| Allison Transmission Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 0% 11/5/2032 (b)(c)(g)(h) | 675000 | 677025 |
| Astro Acquisition LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1219% 8/30/2032 (b)(c)(g) | 920000 | 924600 |
| Beach Acquisition Bidco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.3084% 9/13/2032 (b)(c)(g) | 1460000 | 1468512 |
| Chart Industries Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.4764% 3/15/2030 (b)(c)(g) | 1632324 | 1637433 |
| CPM Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 8.484% 9/28/2028 (b)(c)(g) | 138288 | 137511 |
| Crown Equipment Corp Tranche B1 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9479% 10/10/2031 (b)(c)(g) | 586160 | 589460 |
| JBT Marel Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 1/2/2032 (b)(c)(g) | 313425 | 312804 |
| STS Operating Inc 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.0157% 3/25/2031 (b)(c)(g) | 3912763 | 3905446 |
|  |  | 9652791 |
| Passenger Airlines - 0.0% |  |  |
| AAdvantage Loyalty IP Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.1344% 4/20/2028 (b)(c)(g) | 433323 | 432941 |
| AAdvantage Loyalty IP Ltd Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.1344% 5/28/2032 (b)(c)(g) | 940275 | 942861 |
| American Airlines 2016-3 Class A Pass Through Trust Tranche B 1LN, term loan CME Term SOFR 6 month Index + 2.25%, 6.258% 6/4/2029 (b)(c)(g) | 3271550 | 3265923 |
| United Airlines Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 5.9543% 2/22/2031 (b)(c)(g) | 719149 | 720472 |
| Vista Management Holding Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.7353% 4/1/2031 (b)(c)(g) | 1098900 | 1106384 |
|  |  | 6468581 |
| Professional Services - 0.1% |  |  |
| AlixPartners LLP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 8/12/2032 (b)(c)(g) | 1968340 | 1965643 |
| Amentum Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 9/29/2031 (b)(c)(g) | 2972000 | 2975715 |
| CACI International Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 10/30/2031 (b)(c)(g) | 521063 | 522042 |
| Cast & Crew LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.6657% 12/29/2028 (b)(c)(g) | 3034305 | 2032650 |
| CHG Healthcare Services Inc Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.5906% 9/29/2028 (b)(c)(g) | 758530 | 761625 |
| Dayforce Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2%, 5.8404% 3/1/2031 (b)(c)(g) | 360451 | 360451 |
| Maximus Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 5/30/2031 (b)(c)(g) | 291313 | 291435 |
| Sedgwick Claims Management Services Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 7/31/2031 (b)(c)(g) | 3542659 | 3548186 |
|  |  | 12457747 |
| Transportation Infrastructure - 0.0% |  |  |
| AIT Worldwide Logistics Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.8866% 4/8/2030 (b)(c)(g) | 930358 | 933577 |
| Beacon Mobility Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.2515% 8/6/2030 (b)(c)(g) | 778373 | 782102 |
| Beacon Mobility Corp Tranche DD 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 4.8134% 8/6/2030 (b)(c)(g)(j) | 106627 | 107137 |
| Lasership Inc Tranche A 1LN, term loan CME Term SOFR 3 month Index + 6.25%, 10.2515% 1/2/2029 (b)(c)(g) | 244966 | 247538 |
| Lasership Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.5%, 9.7631% 8/10/2029 (b)(c)(g) | 709281 | 526641 |
| WWEX Uni Topco Holdings LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.0015% 7/26/2028 (b)(c)(g) | 1467073 | 1469553 |
|  |  | 4066548 |
| TOTAL INDUSTRIALS |  | 142571578 |
| Information Technology - 1.0% |  |  |
| Communications Equipment - 0.0% |  |  |
| Ciena Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.7098% 10/24/2030 (b)(c)(g) | 78016 | 78211 |
| CommScope LLC 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 8.6657% 12/17/2029 (b)(c)(g) | 6127247 | 6156167 |
|  |  | 6234378 |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Coherent Corp Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 7/2/2029 (b)(c)(g) | 1282488 | 1284091 |
| DG Investment Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.6657% 7/12/2032 (b)(c)(g) | 1796014 | 1798817 |
| DG Investment Intermediate Holdings Inc Tranche B 2LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.4157% 7/31/2033 (b)(c)(g) | 1470000 | 1466325 |
| Go Daddy Operating Co LLC Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 5/30/2031 (b)(c)(g) | 964943 | 963968 |
| Lightning Power LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.2515% 8/18/2031 (b)(c)(g) | 2227525 | 2236190 |
| MX Holdings US Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 3/17/2032 (b)(c)(g) | 783038 | 785974 |
| Pinnacle Buyer LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4853% 10/1/2032 (b)(c)(g) | 1295806 | 1301482 |
| Pinnacle Buyer LLC Tranche DD 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 1% 10/1/2032 (b)(c)(g)(j) | 249194 | 250285 |
| TCP Sunbelt Acquisition Co Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.0724% 10/24/2031 (b)(c)(g) | 2178538 | 2175814 |
|  |  | 12262946 |
| IT Services - 0.2% |  |  |
| Ahead DB Holdings LLC Tranche B4 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.0015% 2/3/2031 (b)(c)(g) | 2359364 | 2344452 |
| Constant Contact Inc 2LN, term loan CME Term SOFR 3 month Index + 7.5%, 11.6662% 2/12/2029 (b)(c)(g) | 152000 | 134103 |
| Constant Contact Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.1662% 2/10/2028 (b)(c)(g) | 5106708 | 4878745 |
| Indy US Holdco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 10/31/2030 (b)(c)(g) | 1786036 | 1783804 |
| Kaseya Inc 2LN, term loan CME Term SOFR 1 month Index + 5%, 8.9157% 3/20/2033 (b)(c)(g) | 1910000 | 1874188 |
| Kaseya Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.9157% 3/20/2032 (b)(c)(g) | 4895311 | 4900059 |
| Mitchell International Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 6/17/2031 (b)(c)(g) | 2786850 | 2792591 |
| Peraton Corp Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.6904% 2/1/2028 (b)(c)(g) | 9142593 | 8004705 |
| VFH Parent LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 6/20/2031 (b)(c)(g) | 2505000 | 2517525 |
| X Corp 1LN, term loan 9.5% 10/26/2029 (g) | 9700000 | 9607075 |
| X Corp Tranche B1 1LN, term loan CME Term SOFR 3 month Index + 6.5%, 10.4475% 10/26/2029 (b)(c)(g) | 8975311 | 8732977 |
|  |  | 47570224 |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| MKS Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 8/17/2029 (b)(c)(g) | 867649 | 869791 |
| Qnity Electronics Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.6975% 11/1/2032 (b)(c)(g) | 2445000 | 2451113 |
|  |  | 3320904 |
| Software - 0.7% |  |  |
| Applied Systems Inc Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.5015% 2/24/2031 (b)(c)(g) | 3073887 | 3084277 |
| Ascend Learning LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.9157% 12/11/2028 (b)(c)(g) | 6636787 | 6635261 |
| Central Parent LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.2515% 7/6/2029 (b)(c)(g) | 1421411 | 1178435 |
| Cloud Software Group Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.2515% 8/13/2032 (b)(c)(g) | 5216925 | 5203518 |
| Cloud Software Group Inc Tranche B2 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.2515% 3/21/2031 (b)(c)(g) | 1985025 | 1978970 |
| Darktrace Finco US LLC 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.1853% 10/9/2031 (b)(c)(g) | 3926100 | 3932225 |
| Darktrace Finco US LLC 2LN, term loan CME Term SOFR 3 month Index + 5.25%, 9.1853% 10/9/2032 (b)(c)(g) | 1875000 | 1855462 |
| Dawn Bidco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 0% 10/7/2032 (b)(c)(g)(h) | 7060000 | 7038326 |
| Dcert Buyer Inc Tranche B 2LN, term loan CME Term SOFR 1 month Index + 7%, 10.9157% 2/19/2029 (b)(c)(g) | 735000 | 659663 |
| Disco Parent Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.0724% 8/6/2032 (b)(c)(g) | 595000 | 597231 |
| Eagle Parent Canada Inc Tranche INCR B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.2515% 4/2/2029 (b)(c)(g)(i) | 2019738 | 1965528 |
| Ellucian Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6657% 10/9/2029 (b)(c)(g) | 3521674 | 3530196 |
| EP Purchaser LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.4369% 11/6/2028 (b)(c)(g) | 228403 | 180112 |
| Epicor Software Corp 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 5/30/2031 (b)(c)(g) | 2306852 | 2313012 |
| Finastra USA Inc 1LN, term loan CME Term SOFR 1 month Index + 7.25%, 11.2878% 9/13/2029 (b)(c)(g)(i) | 146287 | 146286 |
| Gen Digital Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 9/12/2029 (b)(c)(g) | 4654226 | 4651014 |
| Genesys Cloud Services Holdings II LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 1/30/2032 (b)(c)(g) | 3702500 | 3644667 |
| KnowBe4 Inc 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.5904% 7/26/2032 (b)(c)(g) | 1230000 | 1230775 |
| MH Sub I LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.1657% 12/31/2031 (b)(c)(g) | 6457992 | 5249831 |
| MH Sub I LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.2515% 5/3/2028 (b)(c)(g) | 5116408 | 4612903 |
| MH Sub I LLC Tranche B 2LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.0904% 2/23/2029 (b)(c)(g) | 3130000 | 2422964 |
| Modena Buyer LLC 1LN, term loan CME Term SOFR 3 month Index + 4.25%, 8.0904% 7/1/2031 (b)(c)(g) | 6712770 | 6571197 |
| Optiv Parent Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.25%, 9.1094% 7/31/2026 (b)(c)(g) | 2430449 | 1703745 |
| Ping Identity Holding Corp 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.5909% 11/15/2032 (b)(c)(g) | 1265000 | 1269744 |
| Polaris Newco LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 8.102% 6/2/2028 (b)(c)(g) | 11463835 | 10787698 |
| Polaris Newco LLC Tranche PIK TERM 2LN, term loan CME Term SOFR 1 month Index + 9%, 12.9224% 6/4/2029 (b)(c)(g) | 945000 | 888300 |
| Project Alpha Intermediate Holding Inc 2LN, term loan CME Term SOFR 3 month Index + 5%, 9.0015% 5/9/2033 (b)(c)(g) | 2555000 | 2475156 |
| Project Alpha Intermediate Holding Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.2515% 10/26/2030 (b)(c)(g) | 2944863 | 2940564 |
| Project Boost Purchaser LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.6679% 7/16/2031 (b)(c)(g) | 1598471 | 1597976 |
| Proofpoint Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.9157% 8/31/2028 (b)(c)(g) | 4154165 | 4170117 |
| Rackspace Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.8235% 5/15/2028 (b)(c)(g) | 803508 | 326538 |
| Rackspace Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 6.25%, 10.3235% 5/15/2028 (b)(c)(g) | 187211 | 190916 |
| RealPage Inc 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.7515% 4/24/2028 (b)(c)(g) | 567150 | 568727 |
| RealPage Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.2631% 4/24/2028 (b)(c)(g) | 1865420 | 1862454 |
| Red Planet Borrower LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9157% 9/8/2032 (b)(c)(g) | 4785000 | 4782990 |
| Renaissance Holdings Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9157% 4/5/2030 (b)(c)(g) | 4666675 | 4032007 |
| Roper Industrial Products Investment Co 1LN, term loan CME Term SOFR 3 month Index + 2.75%, 6.7515% 11/22/2029 (b)(c)(g) | 1235851 | 1241647 |
| Sovos Compliance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 8/13/2029 (b)(c)(g) | 1772105 | 1775082 |
| SS&C Technologies Inc Tranche B8 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 5/9/2031 (b)(c)(g) | 3210760 | 3222575 |
| UKG Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.3383% 2/10/2031 (b)(c)(g) | 10947567 | 10938262 |
| VS Buyer LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.25%, 6.0904% 4/14/2031 (b)(c)(g) | 2691722 | 2684993 |
| X.AI LLC 1LN, term loan 12.5% 6/28/2030 (g) | 624250 | 641417 |
| X.AI LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 7.25%, 11.1219% 6/28/2030 (b)(c)(g) | 3681475 | 3554611 |
|  |  | 130337372 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Sandisk Corp/DE Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 6.8574% 2/20/2032 (b)(c)(g) | 2311500 | 2324514 |
| TOTAL INFORMATION TECHNOLOGY |  | 202050338 |
| Materials - 0.4% |  |  |
| Chemicals - 0.3% |  |  |
| Advancion Holdings LLC 1LN, term loan CME Term SOFR 1 month Index + 4.75%, 8.6657% 11/24/2027 (b)(c)(g) | 1290565 | 1135697 |
| Advancion Holdings LLC 2LN, term loan CME Term SOFR 1 month Index + 7.75%, 11.7657% 11/24/2028 (b)(c)(g) | 110000 | 99000 |
| Advancion Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4%, 8.0157% 11/24/2027 (b)(c)(g) | 3459198 | 3244728 |
| American Rock Salt Co LLC 1LN, term loan 2% 6/12/2028 (b)(g)(j) | 20521 | 20303 |
| American Rock Salt Co LLC 1LN, term loan CME Term SOFR 3 month Index + 4%, 7.9369% 6/9/2028 (b)(c)(g) | 162038 | 123049 |
| American Rock Salt Co LLC 1LN, term loan CME Term SOFR 3 month Index + 7%, 11.3471% 6/12/2028 (b)(c)(g) | 78254 | 77423 |
| Arc Falcon I Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.5157% 9/30/2028 (b)(c)(g) | 5057126 | 5047669 |
| Arthur US Finco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 5.25%, 9.2515% 12/14/2029 (b)(c)(g) | 2975307 | 2645553 |
| Bakelite US Holdco Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.7515% 12/23/2031 (b)(c)(g) | 1813938 | 1714171 |
| Chemours Co/The Tranche B3 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.4157% 10/15/2032 (b)(c)(g) | 3770000 | 3638050 |
| CoorsTek Inc 1LN, term loan CME Term SOFR 3 month Index + 3%, 6.8594% 10/28/2032 (b)(c)(g) | 1065000 | 1074319 |
| Derby Buyer LLC 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.959% 11/1/2030 (b)(c)(g) | 1918422 | 1921818 |
| Discovery Purchaser Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.75%, 7.6074% 10/4/2029 (b)(c)(g) | 5086565 | 4937223 |
| Herens US Holdco Corp Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.925%, 8.0265% 7/3/2028 (b)(c)(g) | 6541391 | 5806727 |
| Hexion Holdings Corp 1LN, term loan CME Term SOFR 1 month Index + 4%, 7.9598% 3/15/2029 (b)(c)(g) | 9140493 | 8885290 |
| Hexion Inc 2LN, term loan CME Term SOFR 1 month Index + 7.4375%, 11.4532% 3/15/2030 (b)(c)(g) | 312941 | 304924 |
| INEOS US Petrochem LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.75%, 7.7657% 3/14/2030 (b)(c)(g) | 1433460 | 1069720 |
| INEOS US Petrochem LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 4.25%, 8.2657% 4/2/2029 (b)(c)(g) | 6982236 | 5330937 |
| M2S Group Intermediate Holdings Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 4.75%, 8.5904% 8/25/2031 (b)(c)(g) | 6459154 | 6363624 |
| Scih Salt Hldgs Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3%, 7.1971% 1/31/2029 (b)(c)(g) | 1912847 | 1913804 |
| Solstice Advanced Materials Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.5928% 10/29/2032 (b)(c)(g) | 1060000 | 1061993 |
| TPC Group Inc 1LN, term loan CME Term SOFR 1 month Index + 5.75%, 9.7733% 12/16/2031 (b)(c)(g) | 1694328 | 1471236 |
| Tronox Finance LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.5015% 9/30/2031 (b)(c)(g) | 255000 | 189916 |
| USALCO LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 7.4157% 9/30/2031 (b)(c)(g) | 955945 | 958278 |
| USALCO LLC Tranche B-DD 1LN, term loan CME Term SOFR 3 month Index + 3.5%, 1% 9/30/2031 (b)(c)(g)(j) | 99234 | 99476 |
| WR Grace Holdings LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 7.0015% 8/9/2032 (b)(c)(g) | 1640000 | 1632833 |
|  |  | 60767761 |
| Construction Materials - 0.0% |  |  |
| Quikrete Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 2/10/2032 (b)(c)(g) | 5233700 | 5238410 |
| VM Consolidated Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 10/15/2032 (b)(c)(g) | 1059506 | 1065132 |
|  |  | 6303542 |
| Containers & Packaging - 0.1% |  |  |
| AOT Packaging Products Acquisition Co LLC 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 3/3/2031 (b)(c)(g) | 6092463 | 6009240 |
| Berlin Packaging LLC Tranche B7 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.2361% 6/9/2031 (b)(c)(g) | 6116253 | 6121024 |
| Charter Next Generation Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.75%, 6.709% 11/29/2030 (b)(c)(g) | 2237804 | 2246442 |
| Clydesdale Acquisition Holdings Inc 1LN, term loan CME Term SOFR 1 month Index + 3.175%, 7.0907% 4/13/2029 (b)(c)(g) | 8378404 | 8342796 |
| Clydesdale Acquisition Holdings Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.1657% 4/1/2032 (b)(c)(g) | 4530364 | 4498108 |
| Clydesdale Acquisition Holdings Inc Tranche B-DD 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 3.25% 3/29/2032 (b)(c)(g)(j) | 76978 | 76430 |
| Graham Packaging Co Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 8/4/2027 (b)(c)(g) | 2494113 | 2498677 |
| LC Ahab US Bidco LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3%, 6.9157% 5/1/2031 (b)(c)(g) | 897352 | 899406 |
| SupplyOne Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.5%, 7.4157% 4/21/2031 (b)(c)(g) | 2370246 | 2368610 |
|  |  | 33060733 |
| Metals & Mining - 0.0% |  |  |
| Tiger Acquisition LLC 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4512% 8/23/2032 (b)(c)(g) | 1381538 | 1386290 |
| Paper & Forest Products - 0.0% |  |  |
| Asplundh Tree Expert LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 5/23/2031 (b)(c)(g) | 680685 | 682319 |
| TOTAL MATERIALS |  | 102200645 |
| Real Estate - 0.0% |  |  |
| Real Estate Management & Development - 0.0% |  |  |
| Cushman & Wakefield US Borrower LLC Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.4157% 1/31/2030 (b)(c)(g) | 1236306 | 1242488 |
| Greystar Real Estate Partners LLC Tranche B2 1LN, term loan CME Term SOFR 1 month Index + 2.5%, 6.3224% 8/21/2030 (b)(c)(g) | 375741 | 377150 |
|  |  | 1619638 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.0% |  |  |
| NRG Energy Inc Tranche B 1LN, term loan CME Term SOFR 3 month Index + 1.75%, 5.593% 4/16/2031 (b)(c)(g) | 2025976 | 2028508 |
| Vistra Operations Co LLC Tranche B-3 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 12/20/2030 (b)(c)(g) | 3729888 | 3744248 |
| WEC US Holdings Ltd Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.984% 1/27/2031 (b)(c)(g) | 3761578 | 3764889 |
|  |  | 9537645 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Alpha Generation LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 5.9157% 9/30/2031 (b)(c)(g) | 2313503 | 2316881 |
| Calpine Construction Finance Co LP Tranche B 1LN, term loan CME Term SOFR 1 month Index + 1.75%, 5.6657% 7/31/2031 (b)(c)(g) | 1619075 | 1616679 |
| Cogentrix Finance Holdco I LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2.25%, 6.1657% 2/26/2032 (b)(c)(g) | 1281470 | 1288338 |
| MRP Buyer LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 7.2515% 6/4/2032 (b)(c)(g) | 816129 | 806948 |
| MRP Buyer LLC Tranche DD 1LN, term loan CME Term SOFR 3 month Index + 3.25%, 5.6623% 6/4/2032 (b)(c)(g)(j) | 103871 | 102702 |
| Natgasoline LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 5.5%, 9.5015% 3/29/2030 (b)(c)(g) | 4103063 | 4120172 |
| Talen Energy Supply LLC Tranche B 1LN, term loan CME Term SOFR 1 month Index + 2%, 0% 10/11/2032 (b)(c)(g)(h) | 1355000 | 1355000 |
| Talen Energy Supply LLC Tranche B 1LN, term loan CME Term SOFR 3 month Index + 2.5%, 6.3531% 12/13/2031 (b)(c)(g) | 521063 | 521808 |
|  |  | 12128528 |
| Multi-Utilities - 0.0% |  |  |
| Osmose Utilities Services Inc Tranche B 1LN, term loan CME Term SOFR 1 month Index + 3.25%, 7.2802% 6/23/2028 (b)(c)(g) | 1561506 | 1507837 |
| TOTAL UTILITIES |  | 23174010 |
| TOTAL UNITED STATES |  | 1054406302 |
| <br> **TOTAL BANK LOAN OBLIGATIONS**<br> (Cost $1,170,676,476) |  | <br> **1150142036** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.0%** | &nbsp;&nbsp;**Bank Notes - 0.0%** | &nbsp;&nbsp;**Bank Notes - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| Capital One NA USD SOFR Spread-Adj ICE Swap Rate 5Y + 1.73%, 5.974% 8/9/2028 (b)(c)<br>(Cost $1,750,000)<br>| 1750000 | **1810853** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 2.1%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 2.1%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 2.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 2.1%  |  |  |
| Binom Securitization Trust Series 2022-RPL1 Class A1, 3% 2/25/2061 (d) | 856757 | 806445 |
| Bravo Residential Fdg Tr 2025-Nqm5 Series 2025-NQM5 Class A1, 5.496% 2/25/2065 (b)(d) | 2552488 | 2576970 |
| Bravo Residential Funding Trust Series 2023-RPL1 Class A1, 5% 5/25/2063 (d) | 1741093 | 1755809 |
| CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (b)(d) | 1735869 | 1714084 |
| CFMT LLC Series 2024-HB15 Class A, 4% 8/25/2034 (b)(d) | 1034797 | 1030400 |
| CFMT Series 2025-HB16 Class A, 3% 3/25/2035 (b)(d) | 2067472 | 2027321 |
| CIM Trust Series 2025-NR1 Class A1, 5% 6/25/2064 (d) | 5946016 | 5834151 |
| CIM Trust Series 2025-R1 Class A1, 5% 2/25/2099 (d) | 8568136 | 8528041 |
| Cross Mortgage Trust Series 2025-H4 Class A1, 5.596% 6/25/2070 (b)(d) | 3430740 | 3464909 |
| Fannie Mae Guaranteed REMIC Series 2006-55 Class GE, 5% 6/25/2026  | 1434 | 1430 |
| Fannie Mae Guaranteed REMIC Series 2012-134 Class MX, 3.5% 5/25/2042  | 72501 | 71825 |
| Fannie Mae Guaranteed REMIC Series 2012-70 Class FB, U.S. 30-Day Avg. SOFR Index + 0.5645%, 4.6363% 7/25/2042 (b)(c) | 2630602 | 2608650 |
| Fannie Mae Guaranteed REMIC Series 2016-104 Class B, 4% 12/25/2044  | 104735 | 104469 |
| Fannie Mae Guaranteed REMIC Series 2016-3 Class PL, 2.5% 2/25/2046  | 13889751 | 12191344 |
| Fannie Mae Guaranteed REMIC Series 2016-39 Class GD, 2% 11/25/2044  | 6609938 | 6194841 |
| Fannie Mae Guaranteed REMIC Series 2016-99 Class KA, 4% 11/25/2042  | 119002 | 118281 |
| Fannie Mae Guaranteed REMIC Series 2017-22 Class ED, 3.5% 6/25/2044  | 41022 | 40757 |
| Fannie Mae Guaranteed REMIC Series 2017-32 Class PA, 2.7% 5/25/2047  | 9936638 | 9163378 |
| Fannie Mae Guaranteed REMIC Series 2017-37 Class AB, 2.55% 9/25/2046  | 2000331 | 1849460 |
| Fannie Mae Guaranteed REMIC Series 2019-76 Class FC, U.S. 30-Day Avg. SOFR Index + 0.6145%, 4.6863% 12/25/2049 (b)(c) | 1393615 | 1373335 |
| Fannie Mae Guaranteed REMIC Series 2020-45 Class JC, 1.5% 7/25/2040  | 2075973 | 1801121 |
| Fannie Mae Guaranteed REMIC Series 2020-49 Class LA, 2% 3/25/2043  | 4009900 | 3861171 |
| Fannie Mae Guaranteed REMIC Series 2020-51 Class BA, 2% 6/25/2046  | 1311102 | 1202221 |
| Fannie Mae Guaranteed REMIC Series 2021-21 Class HG, 2% 11/25/2047  | 3366077 | 3039443 |
| Fannie Mae Guaranteed REMIC Series 2021-66 Class DA, 2% 1/25/2048  | 340490 | 289422 |
| Fannie Mae Guaranteed REMIC Series 2021-66 Class DM, 2% 1/25/2048  | 361843 | 307573 |
| Fannie Mae Guaranteed REMIC Series 2021-69 Class JK, 1.5% 10/25/2051  | 324274 | 279958 |
| Fannie Mae Guaranteed REMIC Series 2021-77 Class CH, 1.5% 8/25/2050  | 933497 | 780739 |
| Fannie Mae Guaranteed REMIC Series 2021-85 Class L, 2.5% 8/25/2048  | 298312 | 268082 |
| Fannie Mae Guaranteed REMIC Series 2021-95 Class BA, 2.5% 6/25/2049  | 1339171 | 1200446 |
| Fannie Mae Guaranteed REMIC Series 2021-95, 2.5% 9/25/2048  | 886584 | 799358 |
| Fannie Mae Guaranteed REMIC Series 2021-96 Class AH, 2.5% 3/25/2049  | 8026256 | 7215723 |
| Fannie Mae Guaranteed REMIC Series 2021-96 Class HA, 2.5% 2/25/2050  | 473823 | 425416 |
| Fannie Mae Guaranteed REMIC Series 2022-1 Class KA, 3% 5/25/2048  | 278104 | 261015 |
| Fannie Mae Guaranteed REMIC Series 2022-11 Class B, 3% 6/25/2049  | 388795 | 365227 |
| Fannie Mae Guaranteed REMIC Series 2022-12 Class EA, 2.25% 9/25/2046  | 6713420 | 6215648 |
| Fannie Mae Guaranteed REMIC Series 2022-12 Class GD, 2.25% 3/25/2052  | 1429348 | 1313983 |
| Fannie Mae Guaranteed REMIC Series 2022-13 Class HA, 3% 8/25/2046  | 296334 | 282283 |
| Fannie Mae Guaranteed REMIC Series 2022-13 Class JA, 3% 5/25/2048  | 555571 | 521765 |
| Fannie Mae Guaranteed REMIC Series 2022-13 Class MA, 3% 5/25/2044  | 4560940 | 4398535 |
| Fannie Mae Guaranteed REMIC Series 2022-15 Class GC, 3% 1/25/2047  | 553634 | 527288 |
| Fannie Mae Guaranteed REMIC Series 2022-17 Class BH, 3% 5/25/2047  | 602291 | 577010 |
| Fannie Mae Guaranteed REMIC Series 2022-2 Class TH, 2.5% 2/25/2052  | 187810 | 174120 |
| Fannie Mae Guaranteed REMIC Series 2022-20 Class HC, 2.5% 4/25/2052  | 3456580 | 3184992 |
| Fannie Mae Guaranteed REMIC Series 2022-25 Class AB, 4% 9/25/2047  | 1063362 | 1052316 |
| Fannie Mae Guaranteed REMIC Series 2022-3 Class D, 2% 2/25/2048  | 1332732 | 1207325 |
| Fannie Mae Guaranteed REMIC Series 2022-3 Class N, 2% 10/25/2047  | 3224063 | 2920111 |
| Fannie Mae Guaranteed REMIC Series 2022-35 Class CK, 4% 3/25/2047  | 2384786 | 2338876 |
| Fannie Mae Guaranteed REMIC Series 2022-4 Class B, 2.5% 5/25/2049  | 343406 | 308338 |
| Fannie Mae Guaranteed REMIC Series 2022-4 Class YT, 2% 2/25/2052  | 1553961 | 1410580 |
| Fannie Mae Guaranteed REMIC Series 2022-49 Class TC, 4% 12/25/2048  | 210878 | 208481 |
| Fannie Mae Guaranteed REMIC Series 2022-5 Class BA, 2.5% 12/25/2049  | 629858 | 552205 |
| Fannie Mae Guaranteed REMIC Series 2022-5 Class DA, 2.25% 11/25/2047  | 1429120 | 1298087 |
| Fannie Mae Guaranteed REMIC Series 2022-53 Class FG, U.S. 30-Day Avg. SOFR Index + 0.8%, 4.8718% 8/25/2052 (b)(c) | 6890522 | 6836352 |
| Fannie Mae Guaranteed REMIC Series 2022-56 Class FJ, U.S. 30-Day Avg. SOFR Index + 0.8%, 4.8718% 9/25/2052 (b)(c) | 13923242 | 13813784 |
| Fannie Mae Guaranteed REMIC Series 2022-64 Class GF, U.S. 30-Day Avg. SOFR Index + 0.8%, 4.8718% 10/25/2052 (b)(c) | 7900148 | 7845524 |
| Fannie Mae Guaranteed REMIC Series 2022-67 Class FA, U.S. 30-Day Avg. SOFR Index + 0.8%, 4.8718% 10/25/2052 (b)(c) | 20462377 | 20301316 |
| Fannie Mae Guaranteed REMIC Series 2022-69 Class AB, 4.5% 1/25/2044  | 1070390 | 1062277 |
| Fannie Mae Guaranteed REMIC Series 2022-7 Class A, 3% 5/25/2048  | 393350 | 369277 |
| Fannie Mae Guaranteed REMIC Series 2022-7 Class E, 2.5% 11/25/2047  | 1275007 | 1172055 |
| Fannie Mae Guaranteed REMIC Series 2023-13 Class CK, 1.5% 11/25/2050  | 2068981 | 1714711 |
| Fannie Mae Guaranteed REMIC Series 2023-53 Class FD, U.S. 30-Day Avg. SOFR Index + 1.5%, 5.5718% 11/25/2053 (b)(c) | 11930181 | 12047885 |
| Fannie Mae Guaranteed REMIC Series 2023-54 Class FD, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.5218% 11/25/2053 (b)(c) | 11988370 | 12108843 |
| Fannie Mae Guaranteed REMIC Series 2023-56 Class FC, U.S. 30-Day Avg. SOFR Index + 1.5%, 5.5718% 11/25/2053 (b)(c) | 1225836 | 1237978 |
| Fannie Mae Guaranteed REMIC Series 2024-41 Class FB, U.S. 30-Day Avg. SOFR Index + 1.53%, 5.6018% 7/25/2054 (b)(c) | 1468209 | 1481530 |
| Fannie Mae Guaranteed REMIC Series 2024-90 Class FD, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.2718% 12/25/2054 (b)(c) | 10000821 | 10032468 |
| Fannie Mae Mortgage pass-thru certificates Series 2020-47 Class DG, 2% 4/25/2042  | 5923200 | 5715111 |
| Fannie Mae Mortgage pass-thru certificates Series 2020-55 Class A, 2% 5/25/2043  | 1714914 | 1602917 |
| Fannie Mae Mortgage pass-thru certificates Series 2020-56 Class AH, 2% 5/25/2045  | 1238859 | 1175526 |
| Fannie Mae Mortgage pass-thru certificates Series 2020-63 Class DA, 2% 9/25/2045  | 879380 | 814878 |
| Fannie Mae Mortgage pass-thru certificates Series 2020-67 Class KZ, 3.25% 9/25/2040  | 968563 | 909324 |
| Fannie Mae Mortgage pass-thru certificates Series 2024-100 Class EF, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.2718% 6/25/2054 (b)(c) | 8044093 | 8080059 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-12 Class CF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.4718% 3/25/2055 (b)(c) | 17274746 | 17368599 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-3 Class NF, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.1718% 2/25/2055 (b)(c) | 13270797 | 13282019 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-4 Class FH, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.2718% 9/25/2054 (b)(c) | 5260947 | 5276771 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class AF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.4718% 2/25/2055 (b)(c) | 7574946 | 7625434 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class DF, U.S. 30-Day Avg. SOFR Index + 1.4%, 5.4718% 9/25/2054 (b)(c) | 7959657 | 8001669 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FB, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.2718% 2/25/2055 (b)(c) | 4996709 | 5017918 |
| Fannie Mae Mortgage pass-thru certificates Series 2025-7 Class FE, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.2218% 2/25/2055 (b)(c) | 4970460 | 4978696 |
| Fannie Mae Series 2010-47 Class JB, 5% 5/25/2030  | 1093036 | 1108405 |
| Fannie Mae Series 2022-28 Class A, 2.5% 2/25/2052  | 988097 | 945340 |
| Fannie Mae Series 2022-30 Class E, 4.5% 7/25/2048  | 676385 | 676560 |
| Fannie Mae Series 2022-9 Class BA, 3% 5/25/2048  | 468358 | 439592 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5148 Class D, 1.75% 10/25/2051  | 12661115 | 10188667 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class EA, 2.5% 8/25/2048  | 369633 | 332363 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5159 Class GC, 2% 11/25/2047  | 271451 | 242962 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5164 Class M, 2.5% 7/25/2048  | 376927 | 339058 |
| Freddie Mac Multiclass Mortgage participation certificates Series 2021-5165 Class PC, 1.5% 11/25/2051  | 404781 | 348435 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2015-4516 Class A, 4% 8/15/2041  | 21011 | 20963 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4716 Class PA, 3% 7/15/2044  | 499666 | 494826 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-4744 Class JA, 3% 9/15/2047  | 143226 | 132267 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-4954 Class KE, 1.5% 2/25/2050  | 386049 | 313268 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5000 Class BA, 2% 4/25/2045  | 830876 | 774265 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5001 Class A, 2% 1/25/2045  | 4911040 | 4651309 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5002 Class TJ, 2% 7/25/2050  | 3140543 | 2662435 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5018 Class LC, 3% 10/25/2040  | 204962 | 188273 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5058 Class BE, 3% 11/25/2050  | 784851 | 689660 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-5059 Class GA, 1% 1/25/2051  | 1877465 | 1461837 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5077 Class ME, 2% 8/15/2048  | 5938847 | 5111294 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5115 Class A, 2% 3/25/2040  | 1005168 | 916134 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5139 Class JC, 2% 8/25/2040  | 974667 | 881270 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5141 Class JM, 1.5% 4/25/2051  | 246120 | 208723 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5147 Class WN, 2% 1/25/2040  | 1024409 | 934137 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5148 Class AD, 1.5% 10/25/2051  | 323431 | 277649 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5148 Class PC, 1.5% 10/25/2051  | 318212 | 270474 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5169 Class BA, 2.5% 5/25/2049  | 838717 | 751729 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5169 Class TP, 2.5% 6/25/2049  | 374530 | 334901 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5175 Class CB, 2.5% 4/25/2050  | 1723204 | 1531674 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5178 Class CT, 2% 11/25/2040  | 1061191 | 956341 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5178 Class TP, 2.5% 4/25/2049  | 700349 | 628375 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5180 Class KA, 2.5% 10/25/2047  | 338988 | 310695 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-5182 Class A, 2.5% 10/25/2048  | 2307944 | 2078023 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class DA, 2.5% 5/25/2049  | 216120 | 193667 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5189 Class TP, 2.5% 5/25/2049  | 506613 | 453947 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class BA, 2.5% 11/25/2047  | 208975 | 191414 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5190 Class CA, 2.5% 5/25/2049  | 424838 | 380581 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5191 Class CA, 2.5% 4/25/2050  | 401749 | 355433 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5196 Class ME, 1.75% 2/25/2052  | 11088278 | 9962139 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class A, 2.5% 6/25/2049  | 424840 | 380581 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5197 Class DA, 2.5% 11/25/2047  | 158497 | 145296 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5198 Class BA, 2.5% 11/25/2047  | 656599 | 604375 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5199 Class PH, 2.25% 3/25/2052  | 1004617 | 894752 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5199, 3% 5/25/2048  | 3370553 | 3157150 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class AG, 3% 1/25/2049  | 233186 | 218122 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class BC, 3% 5/25/2048  | 843942 | 792116 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class LB, 2.5% 10/25/2047  | 170125 | 156147 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5202 Class UA, 3% 4/25/2050  | 261256 | 240387 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5210 Class AB, 3% 1/25/2042  | 550752 | 520900 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5210 Class TA, 3.5% 11/25/2046  | 375847 | 361125 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5213 Class AH, 2.25% 4/25/2037  | 743883 | 708979 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5214 Class CB, 3.25% 4/25/2052  | 1259100 | 1198776 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5214 Class CG, 3.5% 4/25/2052  | 528821 | 508248 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5220 Class PK, 3.5% 1/25/2051  | 741265 | 708051 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5236 Class P, 5% 4/25/2048  | 331476 | 334540 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5250 Class FA, U.S. 30-Day Avg. SOFR Index + 0.67%, 4.7418% 8/25/2052 (b)(c) | 2017264 | 1986073 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-5266 Class CD, 4.5% 10/25/2044  | 705406 | 705531 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-5354 Class FC, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.5218% 10/25/2053 (b)(c) | 3527636 | 3569372 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-5476 Class FB, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.1718% 11/25/2054 (b)(c) | 4110238 | 4118858 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class NF, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.2218% 2/25/2055 (b)(c) | 11287376 | 11328559 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5499 Class WF, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.2718% 2/25/2055 (b)(c) | 4301477 | 4298064 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5500 Class FV, U.S. 30-Day Avg. SOFR Index + 1.25%, 5.3218% 10/25/2054 (b)(c) | 8042824 | 8075102 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5509 Class FB, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.2218% 2/25/2055 (b)(c) | 9296182 | 9311894 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-5517 Class HF, U.S. 30-Day Avg. SOFR Index + 1.35%, 5.4218% 3/25/2055 (b)(c) | 15136700 | 15175404 |
| GS Mortgage-Backed Securities Trust Series 2024-RPL2 Class A1, 3.75% 7/25/2061 (d) | 10484952 | 10277960 |
| GS Mortgage-Backed Securities Trust Series 2024-RPL4 Class A1, 3.9% 9/25/2061 (d)(f) | 697316 | 687460 |
| JPMorgan Mortgage Trust Series 2025-NQM2 Class A1, 5.567% 9/25/2065 (b)(d) | 2623382 | 2648421 |
| MFA Trust Series 2022-RPL1 Class A1, 3.3% 8/25/2061 (d) | 1445443 | 1376673 |
| MFRA Trust Series 2024-RPL1 Class A1, 4.25% 2/25/2066 (b)(d) | 1024109 | 981645 |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3 Series 2025-NQM3 Class A1, 5.53% 5/25/2070 (b)(d) | 4257766 | 4292545 |
| NYMT Loan Trust Series 2021-CP1 Class A1, 2.0424% 7/25/2061 (d) | 273142 | 257988 |
| NYMT Loan Trust Series 2024-CP1 Class A1, 3.75% 2/25/2068 (d) | 907376 | 864764 |
| NYMT Loan Trust Series 2025-CP1 Class A1, 3.75% 11/25/2069 (d) | 6609393 | 6365945 |
| OBX Series 2025-NQM14 Class A1, 5.162% 7/25/2065 (d)(f) | 1778547 | 1784946 |
| Obx Trust Series 2025-NQM19 Class A1, 4.869% 10/25/2065 (b)(d) | 2764054 | 2761348 |
| Ocwen Loan Investment Trust Series 2023-HB1 Class A, 3% 6/25/2036 (d) | 69588 | 69302 |
| Ocwen Loan Investment Trust Series 2024-HB1 Class A, 3% 2/25/2037 (d) | 179108 | 176703 |
| Ocwen Loan Investment Trust Series 2025-HB1 Class A, 3% 6/25/2038 (b)(d) | 6107343 | 5978032 |
| Onity Loan Investment Trust 2024-Hb2 Series 2024-HB2 Class A, 5% 8/25/2037 (d) | 696302 | 696302 |
| Pret 2025-Rpl3 Series 2025-RPL3 Class A1, 4.15% 4/25/2065 (d)(f) | 3448606 | 3369399 |
| PRET Trust Series 2025-RPL2 Class A1, 4% 8/25/2064 (d) | 8825694 | 8601602 |
| Prpm 2025-Rcf3 LLC Series 2025-RCF3 Class A1, 5.25% 7/25/2055 (b)(d) | 2028538 | 2038997 |
| PRPM LLC Series 2024-RCF3 Class A1, 4% 5/25/2054 (d) | 1908871 | 1887195 |
| PRPM LLC Series 2024-RCF4 Class A1, 4% 7/25/2054 (d) | 618872 | 612016 |
| PRPM LLC Series 2024-RCF6 Class A1, 4% 10/25/2064 (b)(d) | 415024 | 409213 |
| PRPM LLC Series 2024-RPL1 Class A1, 4.2% 12/25/2064 (b)(d) | 6294147 | 6220990 |
| PRPM LLC Series 2024-RPL2 Class A1, 3.5% 5/25/2054 (b)(d) | 3304777 | 3232897 |
| Prpm LLC Series 2025-RCF5 Class A1, 4.839% 10/25/2055 (d) | 5046366 | 5030607 |
| Towd Point Mortgage Trust Series 2022-1 Class A1, 3.75% 7/25/2062 (d) | 1105550 | 1068983 |
| Verus Securitization Trust Series 2025-4 Class A1, 5.448% 5/25/2070 (d) | 3868265 | 3904624 |
| TOTAL UNITED STATES |  | 479751723 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $471,235,058) |  | <br> **479751723** |

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| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 4.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 4.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 4.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| GRAND CAYMAN (UK OVERSEAS TER) - 0.0%  |  |  |
| Prima Capital CRE Securitization Ltd/Llc Series 2019-RK1 Class BT, 4.45% 4/15/2038 (d) | 733000 | 695838 |
| UNITED STATES - 4.0%  |  |  |
| ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 5.7016% 6/15/2040 (b)(c)(d) | 15080000 | 15136487 |
| Ares Tr 2 Series 2025-IND3 Class E, CME Term SOFR 1 month Index + 3.55%, 7.509% 4/15/2042 (b)(c)(d) | 571000 | 571000 |
| Ares Trust Series 2024-IND2 Class F, CME Term SOFR 1 month Index + 4.039%, 7.998% 10/15/2034 (b)(c)(d) | 421000 | 421491 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (d) | 371265 | 353244 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class BNM, 3.465% 11/5/2032 (d) | 111000 | 103670 |
| Bank of America Merrill Lynch Commercial Mortgage Trust Series 2016-UB10 Class B, 3.79% 7/15/2049  | 270000 | 266316 |
| Bank of America Merrill Lynch Commercial Mortgage Trust Series 2016-UB10 Class C, 4.8187% 7/15/2049 (b) | 1200000 | 1159630 |
| BANK Series 2017-BNK5 Class A5, 3.39% 6/15/2060  | 1700000 | 1680758 |
| BANK Series 2017-BNK5 Class ASB, 3.179% 6/15/2060  | 789155 | 783801 |
| BANK Series 2017-BNK6 Class ASB, 3.289% 7/15/2060  | 158875 | 158184 |
| BANK Series 2018-BN10 Class ASB, 3.641% 2/15/2061  | 368127 | 365771 |
| BANK Series 2018-BN10 Class C, 4.163% 2/15/2061 (b) | 1340000 | 1226612 |
| BANK Series 2018-BN14 Class ASB, 4.185% 9/15/2060  | 164834 | 164674 |
| BANK Series 2019-BN19 Class ASB, 3.071% 8/15/2061  | 994662 | 975901 |
| BANK Series 2019-BN20 Class ASB, 2.933% 9/15/2062  | 76845 | 75075 |
| BANK Series 2019-BN21 Class A5, 2.851% 10/17/2052  | 112000 | 105985 |
| BANK Series 2019-BN23 Class ASB, 2.846% 12/15/2052  | 244673 | 238571 |
| BANK Series 2020-BN30 Class MCDE, 2.9182% 12/15/2053 (b) | 5208000 | 3907329 |
| BANK Series 2021-BN33 Class B, 2.893% 5/15/2064  | 500000 | 432897 |
| BANK Series 2021-BN33 Class XA, 1.0404% 5/15/2064 (b)(l) | 9566300 | 365697 |
| BANK Series 2022-BNK39 Class C, 3.2686% 2/15/2055 (b) | 466000 | 406216 |
| BANK Series 2022-BNK44 Class A5, 5.9349% 11/15/2055 (b) | 7185000 | 7657585 |
| BANK Series 2023-BNK45 Class B, 6.148% 2/15/2056 (b) | 305000 | 317804 |
| BANK5 Series 2024-5YR11 Class C, 6.3221% 11/15/2057 (b) | 275000 | 280257 |
| BANK5 Series 2024-5YR12 Class C, 6.3023% 12/15/2057 (b) | 355000 | 366285 |
| BANK5 Series 2025-5YR14 Class XA, 1.2011% 4/15/2058 (b)(l) | 31485072 | 1218211 |
| BANK5 Series 2025-5YR14 Class XB, 0.2715% 4/15/2058 (b)(l) | 78532000 | 1047248 |
| BBCMS Mortgage Trust Series 2020-C7 Class B, 3.152% 4/15/2053  | 1775000 | 1566010 |
| BBCMS Mortgage Trust Series 2020-C7 Class C, 3.5867% 4/15/2053 (b) | 304000 | 260338 |
| BBCMS Mortgage Trust Series 2022-C16 Class B, 4.6% 6/15/2055  | 300000 | 280053 |
| BBCMS Mortgage Trust Series 2022-C17 Class B, 4.889% 9/15/2055 (b) | 250000 | 242471 |
| BBCMS Mortgage Trust Series 2023-C22 Class C, 7.1308% 11/15/2056 (b) | 489000 | 500822 |
| BBCMS Mortgage Trust Series 2024-C24 Class B, 5.718% 2/15/2057  | 140000 | 141128 |
| BBCMS Mortgage Trust Series 2024-C26 Class C, 6% 5/15/2057  | 250000 | 253076 |
| BBCMS Mortgage Trust Series 2024-C26 Class D, 4.5% 5/15/2057 (d) | 690000 | 558160 |
| BBCMS Mortgage Trust Series 2024-C30 Class C, 5.98% 11/15/2057  | 810000 | 814472 |
| BBCMS Mortgage Trust Series 2025-5C33 Class C, 5.981% 3/15/2058  | 264000 | 267744 |
| BBCMS Mortgage Trust Series 2025-5C33 Class D, 6.6265% 3/15/2058 (b)(d) | 509000 | 493053 |
| BBCMS Mortgage Trust Series 2025-5C37 Class C, 6.002% 9/15/2058 (b) | 1511000 | 1537693 |
| BBCMS Mortgage Trust Series 2025-5C38 Class XB, 0.8919% 11/15/2058 (b)(d)(i)(l) | 25300000 | 1058954 |
| BBCMS Mortgage Trust Series 2025-C32 Class C, 6.125% 2/15/2062 (b) | 879000 | 892110 |
| BBCMS Mortgage Trust Series 2025-C32 Class D, 4.5% 2/15/2062 (d) | 184000 | 145380 |
| BBCMS Mortgage Trust Series 2025-C35 Class C, 6.1137% 7/15/2058 (b) | 490000 | 499115 |
| Bbcms Mtg Tr Series 2025-5C34 Class C, 6.8066% 5/15/2058 (b) | 1892000 | 1991059 |
| Benchmark Mortgage Trust Series 2018-B4 Class A5, 4.121% 7/15/2051  | 127000 | 126402 |
| Benchmark Mortgage Trust Series 2019-B10 Class ASB, 3.615% 3/15/2062  | 336083 | 333600 |
| Benchmark Mortgage Trust Series 2019-B9 Class AAB, 3.9325% 3/15/2052  | 617223 | 614719 |
| Benchmark Mortgage Trust Series 2020-B21 Class AS, 2.2543% 12/17/2053  | 540000 | 473573 |
| Benchmark Mortgage Trust Series 2020-IG3 Class 825C, 3.0763% 9/15/2048 (b)(d) | 575000 | 542833 |
| Benchmark Mortgage Trust Series 2020-IG3 Class 825D, 3.0763% 9/15/2048 (b)(d) | 631000 | 589910 |
| Benchmark Mortgage Trust Series 2021-B27 Class XA, 1.3487% 7/15/2054 (b)(l) | 4048008 | 192457 |
| Benchmark Mortgage Trust Series 2021-B29 Class B, 2.4534% 9/15/2054  | 575000 | 481020 |
| Benchmark Mortgage Trust Series 2022-B33 Class C, 3.6137% 3/15/2055 (b) | 1000000 | 803190 |
| Benchmark Mortgage Trust Series 2022-B35 Class B, 4.4427% 5/15/2055 (b) | 500000 | 437904 |
| Benchmark Mortgage Trust Series 2023-V4 Class B, 7.4602% 11/15/2056 (b) | 250000 | 265228 |
| Benchmark Mortgage Trust Series 2024-V11 Class C, 6.295% 11/15/2057  | 1159000 | 1181537 |
| Benchmark Mortgage Trust Series 2024-V5 Class B, 6.0594% 1/10/2057 (b) | 640000 | 655900 |
| Benchmark Mortgage Trust Series 2025-B41 Class C, 6.1365% 7/15/2068  | 280000 | 287211 |
| Benchmark Mortgage Trust Series 2025-V16 Class XB, 0.4883% 8/15/2058 (b)(l) | 48068000 | 738051 |
| Benchmark Mortgage Trust Series 2025-V16 Class XD, 1.9742% 8/15/2058 (b)(d)(l) | 10228000 | 735129 |
| BFLD Commercial Mortgage Trust Series 2024-UNIV Class E, CME Term SOFR 1 month Index + 3.6395%, 7.5985% 11/15/2041 (b)(c)(d) | 1486000 | 1486518 |
| BFLD Trust Series 2024-WRHS Class E, CME Term SOFR 1 month Index + 3.6889%, 7.6479% 7/15/2039 (b)(c)(d) | 1149476 | 1147382 |
| BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.3011% 3/15/2041 (b)(c)(d) | 7718711 | 7718711 |
| BLP Commercial Mortgage Trust Series 2024-IND2 Class D, CME Term SOFR 1 month Index + 2.5904%, 6.5493% 3/15/2041 (b)(c)(d) | 474414 | 474413 |
| Bmo 2025-C12 Mortgage Trust Series 2025-C12 Class C, 6.6107% 6/15/2058 (b) | 1175000 | 1220550 |
| BMO Mortgage Trust Series 2022-C3 Class ASB, 5.3252% 9/15/2054 (b) | 2800000 | 2906526 |
| BMO Mortgage Trust Series 2023-C4 Class C, 5.8625% 2/15/2056 (b) | 710989 | 722309 |
| BMO Mortgage Trust Series 2023-C7 Class B, 6.6738% 12/15/2056 (b) | 455000 | 488317 |
| BMO Mortgage Trust Series 2024-5C3 Class B, 6.5567% 2/15/2057 (b) | 200000 | 206936 |
| BMO Mortgage Trust Series 2024-C10 Class C, 5.979% 11/15/2057 (b) | 212000 | 214317 |
| BMO Mortgage Trust Series 2025-5C10 Class C, 6.485% 5/15/2058 (b) | 586000 | 602898 |
| BMO Mortgage Trust Series 2025-5C11 Class XB, 0.5838% 7/15/2058 (b)(l) | 37800000 | 989566 |
| BMO Mortgage Trust Series 2025-5C12 Class XB, 0.9681% 10/15/2058 (b)(l) | 26292000 | 925097 |
| BMO Mortgage Trust Series 2025-5C9 Class XA, 0.7072% 4/15/2058 (b)(l) | 17594677 | 489683 |
| BMO Mortgage Trust Series 2025-C13 Class C, 6.1337% 10/15/2058 (b) | 997000 | 993275 |
| BMP Series 2024-MF23 Class A, CME Term SOFR 1 month Index + 1.3719%, 5.3309% 6/15/2041 (b)(c)(d) | 4493000 | 4492998 |
| BMP Series 2024-MF23 Class B, CME Term SOFR 1 month Index + 1.6416%, 5.6005% 6/15/2041 (b)(c)(d) | 2218000 | 2217999 |
| BMP Series 2024-MF23 Class C, CME Term SOFR 1 month Index + 1.8413%, 5.8002% 6/15/2041 (b)(c)(d) | 1569000 | 1569489 |
| BMP Series 2024-MF23 Class E, CME Term SOFR 1 month Index + 3.3891%, 7.348% 6/15/2041 (b)(c)(d) | 1244000 | 1242446 |
| Bpr Coml Mtg Trust Series 2025-STAR Class C, 6.0608% 11/5/2042 (b)(d) | 1070000 | 1078560 |
| BPR Commercial Mortgage Trust Series 2024-PARK Class A, 5.218% 11/5/2039 (b)(d) | 20712000 | 21181380 |
| BPR Commercial Mortgage Trust Series 2024-PARK Class B, 5.7976% 11/5/2039 (b)(d) | 8900000 | 9161764 |
| BPR Commercial Mortgage Trust Series 2024-PARK Class C, 6.1833% 11/5/2039 (b)(d) | 633000 | 656587 |
| BPR Commercial Mortgage Trust Series 2024-PARK Class D, 7.001% 11/5/2039 (b)(d) | 1414000 | 1476542 |
| BPR Trust Series 2023-BRK2 Class C, 8.335% 10/5/2038 (b)(d) | 1460000 | 1520152 |
| BPR Trust Series 2024-PMDW Class B, 5.85% 11/5/2041 (b)(d) | 268000 | 276040 |
| BPR Trust Series 2024-PMDW Class E, 5.85% 11/5/2041 (b)(d) | 156000 | 150815 |
| Bres Coml Mtg Trust Series 2025-ATCAP Class E, CME Term SOFR 1 month Index + 3.6408%, 7.5997% 11/15/2042 (b)(c)(d) | 615000 | 612928 |
| Bres Coml Mtg Trust Series 2025-ATCAP Class F, CME Term SOFR 1 month Index + 5.1885%, 9.1475% 11/15/2042 (b)(c)(d) | 1429000 | 1424221 |
| Bway Trust Series 2025-1535 Class B, 7.4615% 5/5/2042 (b)(d) | 693000 | 727947 |
| BX Commercial Mortgage Trust 2020-VIVA Series 2020-VIVA Class D, 3.5488% 3/11/2044 (b)(d) | 3550000 | 3315754 |
| BX Commercial Mortgage Trust 2020-VIVA Series 2020-VIVA Class E, 3.5488% 3/11/2044 (b)(d) | 1146000 | 1038319 |
| BX Commercial Mortgage Trust 2021-SOAR Series 2022-IND Class A, CME Term SOFR 1 month Index + 1.491%, 5.45% 4/15/2037 (b)(c)(d) | 2196681 | 2197364 |
| BX Commercial Mortgage Trust 2022-LP2 Series 2022-LP2 Class F, CME Term SOFR 1 month Index + 3.2578%, 7.2168% 2/15/2039 (b)(c)(d) | 945000 | 943821 |
| BX Commercial Mortgage Trust 2022-LP2 Series 2022-LP2 Class G, CME Term SOFR 1 month Index + 4.1058%, 8.0648% 2/15/2039 (b)(c)(d) | 795900 | 795376 |
| BX Commercial Mortgage Trust 2024-KING Series 2024-KING Class E, CME Term SOFR 1 month Index + 3.688%, 7.6469% 5/15/2034 (b)(c)(d) | 2845539 | 2854417 |
| BX Commercial Mortgage Trust 2024-VLT5 Series 2024-VLT5 Class A, 5.5908% 11/13/2046 (b)(d) | 443000 | 449675 |
| BX Commercial Mortgage Trust 2024-VLT5 Series 2024-VLT5 Class B, 5.8015% 11/13/2046 (b)(d) | 110000 | 112201 |
| BX Commercial Mortgage Trust 2024-VLT5 Series 2024-VLT5 Class C, 6.192% 11/13/2046 (b)(d) | 411000 | 420597 |
| BX Commercial Mortgage Trust 2024-VLT5 Series 2024-VLT5 Class E, 7.8715% 11/13/2046 (b)(d) | 2176000 | 2307438 |
| BX Commercial Mortgage Trust 2024-XL5 Series 2024-XL5 Class A, CME Term SOFR 1 month Index + 1.3917%, 5.3506% 3/15/2041 (b)(c)(d) | 26482294 | 26482286 |
| BX Commercial Mortgage Trust 2024-XL5 Series 2024-XL5 Class D, CME Term SOFR 1 month Index + 2.6898%, 6.6488% 3/15/2041 (b)(c)(d) | 612318 | 613081 |
| BX Commercial Mortgage Trust 2024-XL5 Series 2024-XL5 Class E, CME Term SOFR 1 month Index + 3.6884%, 7.6473% 3/15/2041 (b)(c)(d) | 1754491 | 1750747 |
| BX Commercial Mortgage Trust 2025-SPOT Series 2025-SPOT Class A, CME Term SOFR 1 month Index + 1.4434%, 5.4023% 4/15/2040 (b)(c)(d) | 22743117 | 22743110 |
| BX Commercial Mortgage Trust 2025-SPOT Series 2025-SPOT Class D, CME Term SOFR 1 month Index + 2.4919%, 6.4509% 4/15/2040 (b)(c)(d) | 906642 | 908342 |
| BX Commercial Mortgage Trust 2025-SPOT Series 2025-SPOT Class E, CME Term SOFR 1 month Index + 3.6902%, 7.6491% 4/15/2040 (b)(c)(d) | 2354550 | 2366317 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 5.6003% 5/15/2041 (b)(d) | 12726391 | 12734328 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class E, CME Term SOFR 1 month Index + 3.6883%, 7.6473% 5/15/2041 (b)(c)(d) | 732707 | 732223 |
| BX Commercial Mortgage Trust Series 2019-IMC Class A, CME Term SOFR 1 month Index + 1.0463%, 5.0053% 4/15/2034 (b)(c)(d) | 235490 | 234184 |
| BX Commercial Mortgage Trust Series 2019-IMC Class B, CME Term SOFR 1 month Index + 1.3463%, 5.3053% 4/15/2034 (b)(c)(d) | 1917000 | 1898196 |
| BX Commercial Mortgage Trust Series 2019-IMC Class C, CME Term SOFR 1 month Index + 1.6463%, 5.6053% 4/15/2034 (b)(c)(d) | 210000 | 207542 |
| BX Commercial Mortgage Trust Series 2019-IMC Class D, CME Term SOFR 1 month Index + 1.9463%, 5.9053% 4/15/2034 (b)(c)(d) | 220000 | 216341 |
| BX Commercial Mortgage Trust Series 2020-VIV2 Class C, 3.5424% 3/9/2044 (b)(d) | 28186000 | 26472153 |
| BX Commercial Mortgage Trust Series 2021-CIP Class E, CME Term SOFR 1 month Index + 2.9345%, 6.8935% 12/15/2038 (b)(c)(d) | 1234142 | 1231843 |
| BX Commercial Mortgage Trust Series 2021-CIP Class F, CME Term SOFR 1 month Index + 3.3335%, 7.2925% 12/15/2038 (b)(c)(d) | 1433821 | 1431152 |
| BX Commercial Mortgage Trust Series 2021-IRON Class D, CME Term SOFR 1 month Index + 2.0145%, 5.9735% 2/15/2038 (b)(c)(d) | 611462 | 595508 |
| BX Commercial Mortgage Trust Series 2021-IRON Class E, CME Term SOFR 1 month Index + 2.4645%, 6.4235% 2/15/2038 (b)(c)(d) | 580419 | 560396 |
| BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 4.7626% 10/15/2036 (b)(c)(d) | 3274000 | 3267917 |
| BX Commercial Mortgage Trust Series 2021-PAC Class B, CME Term SOFR 1 month Index + 1.0133%, 4.9723% 10/15/2036 (b)(c)(d) | 3496000 | 3485104 |
| BX Commercial Mortgage Trust Series 2021-PAC Class C, CME Term SOFR 1 month Index + 1.2131%, 5.1721% 10/15/2036 (b)(c)(d) | 5034000 | 5012036 |
| BX Commercial Mortgage Trust Series 2021-PAC Class D, CME Term SOFR 1 month Index + 1.4128%, 5.3718% 10/15/2036 (b)(c)(d) | 1147000 | 1141280 |
| BX Commercial Mortgage Trust Series 2021-PAC Class E, CME Term SOFR 1 month Index + 2.062%, 6.021% 10/15/2036 (b)(c)(d) | 3283000 | 3270721 |
| BX Commercial Mortgage Trust Series 2021-PAC Class G, CME Term SOFR 1 month Index + 3.0606%, 7.0196% 10/15/2036 (b)(c)(d) | 667732 | 666067 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 4.9719% 2/15/2039 (b)(c)(d) | 1200151 | 1197906 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class B, CME Term SOFR 1 month Index + 1.3123%, 5.2713% 2/15/2039 (b)(c)(d) | 3727500 | 3722851 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class C, CME Term SOFR 1 month Index + 1.5617%, 5.5207% 2/15/2039 (b)(c)(d) | 2060800 | 2058229 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class D, CME Term SOFR 1 month Index + 1.9608%, 5.9198% 2/15/2039 (b)(c)(d) | 592200 | 591461 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class A, CME Term SOFR 1 month Index + 1.7614%, 5.7204% 12/9/2040 (b)(c)(d) | 11915103 | 11915099 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class B, CME Term SOFR 1 month Index + 2.1908%, 6.1498% 12/9/2040 (b)(c)(d) | 3221324 | 3221322 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class C, CME Term SOFR 1 month Index + 2.6402%, 6.5991% 12/9/2040 (b)(c)(d) | 307884 | 308076 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class D, CME Term SOFR 1 month Index + 3.5888%, 7.5478% 12/9/2040 (b)(c)(d) | 1790022 | 1791695 |
| BX Commercial Mortgage Trust Series 2024-AIR2 Class D, CME Term SOFR 1 month Index + 2.7905%, 6.7495% 10/15/2041 (b)(c)(d) | 599488 | 600236 |
| BX Commercial Mortgage Trust Series 2024-AIRC Class D, CME Term SOFR 1 month Index + 3.0892%, 7.0482% 8/15/2041 (b)(c)(d) | 917471 | 918616 |
| BX Commercial Mortgage Trust Series 2024-GPA2 Class E, CME Term SOFR 1 month Index + 3.5395%, 7.4985% 11/15/2041 (b)(c)(d) | 2000000 | 1999465 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.2518% 12/15/2039 (b)(c)(d) | 22470435 | 22321919 |
| BX Commercial Mortgage Trust Series 2024-MF Class D, CME Term SOFR 1 month Index + 2.6898%, 6.6488% 2/15/2039 (b)(c)(d) | 885455 | 886559 |
| BX Commercial Mortgage Trust Series 2024-MF Class E, CME Term SOFR 1 month Index + 3.7383%, 7.6973% 2/15/2039 (b)(c)(d) | 885455 | 886147 |
| BX Commercial Mortgage Trust Series 2024-WPT Class E, CME Term SOFR 1 month Index + 3.5884%, 7.5474% 3/15/2034 (b)(c)(d) | 319950 | 317375 |
| BX Commercial Mortgage Trust Series 2025-SPOT Class B, CME Term SOFR 1 month Index + 1.743%, 5.7019% 4/15/2040 (b)(c)(d) | 8163406 | 8168508 |
| Bx Tr 2025-Tail Series 2025-TAIL Class A, CME Term SOFR 1 month Index + 1.4%, 5.359% 6/15/2035 (b)(c)(d) | 4323000 | 4322999 |
| Bx Tr 2025-Tail Series 2025-TAIL Class D, CME Term SOFR 1 month Index + 2.45%, 6.409% 6/15/2035 (b)(c)(d) | 1344000 | 1343999 |
| Bx Tr 2025-Tail Series 2025-TAIL Class E, CME Term SOFR 1 month Index + 3.3%, 7.259% 6/15/2035 (b)(c)(d) | 1828000 | 1826747 |
| BX Trust 2019-OC11 Series 2019-OC11 Class D, 3.944% 12/9/2041 (b)(d) | 500000 | 476391 |
| BX Trust 2019-OC11 Series 2019-OC11 Class E, 3.944% 12/9/2041 (b)(d) | 5460000 | 5042901 |
| BX Trust 2019-OC11 Series 2019-OC11 Class XA, 0.742% 12/9/2041 (b)(d)(l) | 104100000 | 2713252 |
| BX Trust 2021-VOL Series 2021-VOLT Class F, CME Term SOFR 1 month Index + 2.5145%, 6.4735% 9/15/2036 (b)(c)(d) | 1379611 | 1378756 |
| BX Trust 2021-VOL Series 2021-VOLT Class G, CME Term SOFR 1 month Index + 2.9645%, 6.9235% 9/15/2036 (b)(c)(d) | 2929937 | 2929096 |
| BX Trust 2024 VLT4 Series 2024-VLT4 Class E, CME Term SOFR 1 month Index + 2.8894%, 6.8484% 6/15/2041 (b)(c)(d) | 2600000 | 2585398 |
| BX Trust 2024 VLT4 Series 2024-VLT4 Class F, CME Term SOFR 1 month Index + 3.9379%, 7.8968% 6/15/2041 (b)(c)(d) | 3000000 | 3003564 |
| BX Trust 2024-CNY Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 5.4008% 4/15/2041 (b)(c)(d) | 17296081 | 17296081 |
| BX Trust 2024-CNY Series 2024-CNYN Class B, CME Term SOFR 1 month Index + 1.6915%, 5.6505% 4/15/2041 (b)(c)(d) | 1143841 | 1144197 |
| BX Trust 2024-CNY Series 2024-CNYN Class C, CME Term SOFR 1 month Index + 1.9412%, 5.9001% 4/15/2041 (b)(c)(d) | 949835 | 950426 |
| BX Trust 2024-CNY Series 2024-CNYN Class E, CME Term SOFR 1 month Index + 3.6886%, 7.6476% 4/15/2041 (b)(c)(d) | 1442422 | 1435318 |
| BX Trust 2024-FNX Series 2024-FNX Class D, CME Term SOFR 1 month Index + 2.9402%, 6.8991% 11/15/2041 (b)(c)(d) | 204300 | 204428 |
| BX Trust 2024-FNX Series 2024-FNX Class E, CME Term SOFR 1 month Index + 3.9387%, 7.8977% 11/15/2041 (b)(c)(d) | 979169 | 974480 |
| BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.1028% 3/15/2030 (b)(c)(d) | 36061355 | 35993740 |
| BX Trust 2025-ROIC Series 2025-ROIC Class B, CME Term SOFR 1 month Index + 1.3935%, 5.3524% 3/15/2030 (b)(c)(d) | 4617989 | 4606456 |
| BX Trust 2025-ROIC Series 2025-ROIC Class C, CME Term SOFR 1 month Index + 1.69%, 5.5022% 3/15/2030 (b)(c)(d) | 6505627 | 6489379 |
| BX Trust 2025-ROIC Series 2025-ROIC Class E, CME Term SOFR 1 month Index + 2.9413%, 6.9003% 3/15/2030 (b)(c)(d) | 1690407 | 1679853 |
| BX Trust 2025-VLT6 Series 2025-VLT6 Class E, CME Term SOFR 1 month Index + 3.1907%, 7.1497% 3/15/2042 (b)(c)(d) | 1675000 | 1662452 |
| BX Trust 2025-VLT6 Series 2025-VLT6 Class F, CME Term SOFR 1 month Index + 3.9397%, 7.8986% 3/15/2042 (b)(c)(d) | 1494000 | 1454615 |
| BX Trust Series 2020-VIV3 Class B, 3.5439% 3/9/2044 (b)(d) | 8328000 | 7882828 |
| BX Trust Series 2021-ACNT Class G, CME Term SOFR 1 month Index + 3.4095%, 7.3685% 11/15/2038 (b)(c)(d) | 780162 | 774342 |
| BX Trust Series 2021-BXMF Class A, CME Term SOFR 1 month Index + 0.7504%, 4.7094% 10/15/2026 (b)(c)(d) | 8090486 | 8070439 |
| BX Trust Series 2021-LBA Class AJV, CME Term SOFR 1 month Index + 0.9145%, 4.8735% 2/15/2036 (b)(c)(d) | 1400000 | 1398279 |
| BX Trust Series 2021-LBA Class DJV, CME Term SOFR 1 month Index + 1.7145%, 5.6735% 2/15/2036 (b)(c)(d) | 1250000 | 1246905 |
| BX Trust Series 2021-LBA Class DV, CME Term SOFR 1 month Index + 1.7145%, 5.6735% 2/15/2036 (b)(c)(d) | 988512 | 986064 |
| BX Trust Series 2021-LBA Class EJV, CME Term SOFR 1 month Index + 2.1145%, 6.0735% 2/15/2036 (b)(c)(d) | 1000000 | 998771 |
| BX Trust Series 2021-LBA Class EV, CME Term SOFR 1 month Index + 2.1145%, 6.0735% 2/15/2036 (b)(c)(d) | 723591 | 722702 |
| BX Trust Series 2021-LBA Class FJV, CME Term SOFR 1 month Index + 2.5145%, 6.4735% 2/15/2036 (b)(c)(d) | 100000 | 99877 |
| BX Trust Series 2021-LBA Class FV, CME Term SOFR 1 month Index + 2.5145%, 6.4735% 2/15/2036 (b)(c)(d) | 310788 | 310406 |
| BX Trust Series 2021-MFM1 Class F, CME Term SOFR 1 month Index + 3.1145%, 7.0735% 1/15/2034 (b)(c)(d) | 1695743 | 1694339 |
| BX Trust Series 2021-MFM1 Class G, CME Term SOFR 1 month Index + 4.0145%, 7.9735% 1/15/2034 (b)(c)(d) | 700000 | 698906 |
| BX Trust Series 2021-RISE Class F, CME Term SOFR 1 month Index + 2.7645%, 6.7235% 11/15/2036 (b)(c)(d) | 705850 | 705410 |
| BX Trust Series 2021-RISE Class G, CME Term SOFR 1 month Index + 3.0645%, 7.0235% 11/15/2036 (b)(c)(d) | 770940 | 770459 |
| Bx Trust Series 2021-SDMF Class F, CME Term SOFR 1 month Index + 2.0515%, 6.0105% 9/15/2034 (b)(c)(d) | 1441147 | 1430410 |
| BX Trust Series 2021-XL2 Class G, CME Term SOFR 1 month Index + 2.9573%, 6.9163% 10/15/2038 (b)(c)(d) | 380100 | 378916 |
| BX Trust Series 2022-IND Class B, CME Term SOFR 1 month Index + 1.94%, 5.899% 4/15/2037 (b)(c)(d) | 842800 | 843325 |
| BX Trust Series 2022-IND Class C, CME Term SOFR 1 month Index + 2.29%, 6.249% 4/15/2037 (b)(c)(d) | 190399 | 190577 |
| BX Trust Series 2022-IND Class D, CME Term SOFR 1 month Index + 2.839%, 6.798% 4/15/2037 (b)(c)(d) | 159599 | 159797 |
| BX Trust Series 2022-IND Class E, CME Term SOFR 1 month Index + 3.987%, 7.946% 4/15/2037 (b)(c)(d) | 960400 | 962195 |
| BX Trust Series 2022-LBA6 Class E, CME Term SOFR 1 month Index + 2.7%, 6.659% 1/15/2039 (b)(c)(d) | 2500000 | 2495326 |
| BX Trust Series 2022-LBA6 Class F, CME Term SOFR 1 month Index + 3.35%, 7.309% 1/15/2039 (b)(c)(d) | 647360 | 646149 |
| BX Trust Series 2022-VAMF Class E, CME Term SOFR 1 month Index + 2.7%, 6.659% 1/15/2039 (b)(c)(d) | 1000000 | 996438 |
| BX Trust Series 2022-VAMF Class F, CME Term SOFR 1 month Index + 3.299%, 7.258% 1/15/2039 (b)(c)(d) | 1400000 | 1391105 |
| BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 5.401% 2/15/2039 (b)(c)(d) | 18653507 | 18659336 |
| BX Trust Series 2024-XL4 Class B, CME Term SOFR 1 month Index + 1.7915%, 5.7505% 2/15/2039 (b)(c)(d) | 4288451 | 4293798 |
| BX Trust Series 2024-XL4 Class D, CME Term SOFR 1 month Index + 3.1396%, 7.0986% 2/15/2039 (b)(c)(d) | 245929 | 246389 |
| BX Trust Series 2024-XL4 Class E, CME Term SOFR 1 month Index + 4.1881%, 8.147% 2/15/2039 (b)(c)(d) | 3440226 | 3444690 |
| BX Trust Series 2024-XL5 Class B, CME Term SOFR 1 month Index + 1.6912%, 5.6502% 3/15/2041 (b)(c)(d) | 1842918 | 1843492 |
| BX Trust Series 2024-XL5 Class C, CME Term SOFR 1 month Index + 1.9409%, 5.8998% 3/15/2041 (b)(c)(d) | 2447165 | 2448690 |
| BX Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 5.109% 2/15/2035 (b)(c)(d) | 18332000 | 18296253 |
| BX Trust Series 2025-DIME Class E, 6.959% 2/15/2035 (b)(d) | 1455000 | 1454091 |
| Bx Trust Series 2025-LUNR Class E, CME Term SOFR 1 month Index + 3.95%, 7.909% 6/15/2040 (b)(c)(d) | 191739 | 192553 |
| BX Trust Series 2025-OMG Class F, CME Term SOFR 1 month Index + 3.6%, 7.559% 10/15/2042 (b)(c)(d) | 705000 | 705282 |
| BX Trust Series 2025-VLT7 Class D, CME Term SOFR 1 month Index + 3.25%, 7.209% 7/15/2044 (b)(c)(d) | 910000 | 911990 |
| BX Trust Series 2025-VOLT Class D, CME Term SOFR 1 month Index + 2.75%, 7% 12/15/2044 (b)(c)(d) | 880000 | 881102 |
| Cent Trust Series 2025-CITY Class A, 4.92% 7/10/2040 (b)(d) | 9562000 | 9730564 |
| Cent Trust Series 2025-CITY Class X, 0.2082% 7/10/2040 (d) | 111200000 | 776621 |
| CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (d) | 1956237 | 1596795 |
| CFCRE Commercial Mortgage Trust Series 2017-C8 Class A3, 3.3048% 6/15/2050  | 4491895 | 4436140 |
| Cip Commercial Mortgage Trust Series 2025-SBAY Class E, CME Term SOFR 1 month Index + 3.75%, 7.85% 10/15/2037 (b)(c)(d) | 615000 | 615738 |
| Citigroup Commercial Mortgage Trust Series 2016-C1 Class A4, 3.209% 5/10/2049  | 700000 | 696114 |
| Citigroup Commercial Mortgage Trust Series 2016-P4 Class B, 3.377% 7/10/2049  | 1000000 | 948352 |
| Citigroup Commercial Mortgage Trust Series 2020-420K Class D, 3.4222% 11/10/2042 (b)(d) | 625000 | 560765 |
| Citigroup Commercial Mortgage Trust Series 2020-420K Class E, 3.3118% 11/10/2042 (b)(d) | 1025000 | 891732 |
| Citigroup Commercial Mortgage Trust Series 2020-GC46 Class AAB, 2.614% 2/15/2053  | 940433 | 914409 |
| Citigroup Commercial Mortgage Trust Series 2023-PRM3 Class C, 6.5717% 7/10/2028 (b)(d) | 1012000 | 1040333 |
| Citigroup Commercial Mortgage Trust Series 2023-SMRT Class D, 5.8524% 10/12/2040 (b)(d) | 1343000 | 1346176 |
| Citigroup Commercial Mortgage Trust Series 2023-SMRT Class E, 6.0475% 10/12/2040 (b)(d) | 1404000 | 1386518 |
| COMM Mortgage Trust Series 2014-CR20 Class C, 4.4144% 11/10/2047 (b) | 322568 | 311288 |
| COMM Mortgage Trust Series 2015-DC1 Class B, 4.035% 2/10/2048 (b) | 2150000 | 2058410 |
| COMM Mortgage Trust Series 2015-DC1 Class C, 4.2893% 2/10/2048 (b) | 1150000 | 1020510 |
| COMM Mortgage Trust Series 2015-LC19 Class C, 4.064% 2/10/2048 (b) | 489621 | 465480 |
| COMM Mortgage Trust Series 2017-CD4 Class A4, 3.514% 5/10/2050  | 1904000 | 1883590 |
| COMM Mortgage Trust Series 2017-CD4 Class ASB, 3.317% 5/10/2050  | 554140 | 551432 |
| COMM Mortgage Trust Series 2017-CD4 Class B, 3.947% 5/10/2050 (b) | 121000 | 115282 |
| COMM Mortgage Trust Series 2017-COR2 Class C, 4.7398% 9/10/2050 (b) | 278000 | 266757 |
| COMM Mortgage Trust Series 2025-180W Class F, 7.3635% 8/10/2042 (b)(d) | 350000 | 341281 |
| Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052  | 215000 | 215513 |
| Cone Trust Series 2024-DFW1 Class E, CME Term SOFR 1 month Index + 3.8885%, 7.8474% 8/15/2041 (b)(c)(d) | 2274000 | 2269745 |
| CPT Mortgage Trust Series 2019-CPT Class E, 2.9968% 11/13/2039 (b)(d) | 100000 | 83388 |
| CSAIL Commercial Mortgage Trust Series 2017-C8 Class C, 4.2552% 6/15/2050 (b) | 801000 | 714893 |
| CSAIL Commercial Mortgage Trust Series 2017-CX10 Class ASB, 3.3269% 11/15/2050  | 400422 | 398159 |
| CSAIL Commercial Mortgage Trust Series 2018-CX12 Class A3, 3.9585% 8/15/2051  | 1203531 | 1198094 |
| CSMC Trust Series 2017-PFHP Class D, CME Term SOFR 1 month Index + 2.297%, 6.256% 12/15/2030 (b)(c)(d) | 809000 | 746716 |
| CSMC Trust Series 2019-UVIL Class A, 3.1595% 12/15/2041 (d) | 150000 | 141825 |
| CSMC Trust Series 2019-UVIL Class E, 3.2833% 12/15/2041 (b)(d) | 1310000 | 1146985 |
| DBJPM Mortgage Trust Series 2016-C1 Class ASB, 3.038% 5/10/2049  | 231004 | 230716 |
| DBJPM Mortgage Trust Series 2017-C6 Class ASB, 3.121% 6/10/2050  | 1083855 | 1075954 |
| DBJPM Mortgage Trust Series 2020-C9 Class A5, 1.926% 8/15/2053  | 2025000 | 1813567 |
| DBJPM Mortgage Trust Series 2020-C9 Class AM, 2.34% 8/15/2053  | 400000 | 353547 |
| DBJPM Mortgage Trust Series 2020-C9 Class B, 2.567% 8/15/2053  | 749000 | 637951 |
| DBUBS Mortgage Trust Series 2011-LC3A Class D, 5.3509% 8/10/2044 (b)(d) | 1443958 | 1393001 |
| DK Trust Series 2024-SPBX Class E, CME Term SOFR 1 month Index + 4%, 7.959% 3/15/2034 (b)(c)(d) | 2250000 | 2253606 |
| DTP Commercial Mortgage Trust Series 2023-STE2 Class A, 5.8433% 1/15/2041 (b)(d) | 1071000 | 1102149 |
| DTP Commercial Mortgage Trust Series 2023-STE2 Class B, 5.7892% 1/15/2041 (b)(d) | 120000 | 121789 |
| DTP Commercial Mortgage Trust Series 2023-STE2 Class C, 6.4734% 1/15/2041 (b)(d) | 500000 | 510194 |
| DTP Commercial Mortgage Trust Series 2023-STE2 Class D, 6.7308% 1/15/2041 (b)(d) | 1825000 | 1839844 |
| DTP Commercial Mortgage Trust Series 2023-STE2 Class E, 5.7759% 1/15/2041 (b)(d) | 150000 | 145136 |
| ELP Series 2025-ELP Class A, 4.6039% 11/13/2042 (d) | 8502000 | 8539598 |
| ELP Series 2025-ELP Class D, 5.4314% 11/13/2042 (b)(d) | 390000 | 392184 |
| ELP Series 2025-ELP Class E, 6.45% 11/13/2042 (b)(d) | 460000 | 462505 |
| EQT Trust Series 2024-EXTR Class B, 5.6546% 7/5/2041 (b)(d) | 391000 | 399918 |
| EQT Trust Series 2024-EXTR Class C, 6.0464% 7/5/2041 (b)(d) | 330000 | 338007 |
| EQT Trust Series 2024-EXTR Class D, 6.6819% 7/5/2041 (b)(d) | 100000 | 102392 |
| Extended Stay America Trust Series 2025-ESH Class A, CME Term SOFR 1 month Index + 1.3%, 5.259% 10/15/2042 (b)(c)(d) | 24610000 | 24648401 |
| Extended Stay America Trust Series 2025-ESH Class B, CME Term SOFR 1 month Index + 1.6%, 5.559% 10/15/2042 (b)(c)(d) | 4380000 | 4388202 |
| Extended Stay America Trust Series 2025-ESH Class C, CME Term SOFR 1 month Index + 1.85%, 5.809% 10/15/2042 (b)(c)(d) | 2135000 | 2141717 |
| Extended Stay America Trust Series 2025-ESH Class E, CME Term SOFR 1 month Index + 3.35%, 7.309% 10/15/2042 (b)(c)(d) | 945000 | 959052 |
| Extended Stay America Trust Series 2025-ESH Class F, CME Term SOFR 1 month Index + 4.1%, 8.059% 10/15/2042 (b)(c)(d) | 945000 | 953250 |
| Fontainebleau Miami Beach Beach Mtg Tr Series 2024-FBLU Class F, CME Term SOFR 1 month Index + 4.25%, 8.209% 12/15/2039 (b)(c)(d) | 653000 | 655037 |
| Fontainebleau Miami Beach Beach Mtg Tr Series 2024-FBLU Class G, CME Term SOFR 1 month Index + 5.65%, 9.609% 12/15/2039 (b)(c)(d) | 1554000 | 1567295 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K072 Class A2, 3.444% 12/25/2027  | 2300000 | 2283180 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K086 Class A2, 3.859% 11/25/2028  | 5526000 | 5537335 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K135 Class A2, 2.154% 10/25/2031  | 1800000 | 1624416 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-K521 Class AS, U.S. 30-Day Avg. SOFR Index + 0.52%, 4.7219% 3/25/2029 (b)(c) | 7481897 | 7468307 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K543 Class A2, 4.329% 6/25/2030 (b) | 2400000 | 2435280 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K546 Class A2, 4.361% 5/25/2030 (b) | 2200000 | 2236578 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K547 Class A2, 4.421% 5/25/2030  | 4500000 | 4578858 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K548 Class A2, 4.32% 9/25/2030 (b) | 2300000 | 2333570 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K551 Class AS, 4.54% 10/25/2030  | 23300000 | 23300001 |
| FS Commercial Mortgage Trust Series 2023-4SZN Class D, 9.0801% 11/10/2039 (b)(d) | 500000 | 513032 |
| GS Mortgage Securities Trust Series 2017-GS6 Class A2, 3.164% 5/10/2050  | 184774 | 181888 |
| GS Mortgage Securities Trust Series 2017-GS8 Class AAB, 3.313% 11/10/2050  | 651074 | 646683 |
| GS Mortgage Securities Trust Series 2018-GS10 Class A5, 4.155% 7/10/2051  | 1650000 | 1630785 |
| GS Mortgage Securities Trust Series 2019-GC38 Class D, 3% 2/10/2052 (d) | 115000 | 96541 |
| GS Mortgage Securities Trust Series 2019-GC42 Class C, 3.6967% 9/10/2052 (b) | 1888000 | 1627084 |
| GS Mortgage Securities Trust Series 2020-GC45 Class SWB, 3.2185% 12/13/2039 (b)(d) | 1055000 | 936934 |
| GS Mortgage Securities Trust Series 2020-GC45 Class SWD, 3.2185% 12/13/2039 (b)(d) | 438000 | 353970 |
| GS Mortgage Securities Trust Series 2023-SHIP Class E, 7.4336% 9/10/2038 (b)(d) | 2750000 | 2759068 |
| GS Mortgage Securities Trust Series 2024-RVR Class B, 5.538% 8/10/2041 (b)(d) | 202000 | 205735 |
| GS Mortgage Securities Trust Series 2024-RVR Class D, 6.6729% 8/10/2041 (b)(d) | 848000 | 862642 |
| GS Mortgage Securities Trust Series 2025-800D Class A, CME Term SOFR 1 month Index + 2.65%, 6.6126% 11/25/2041 (b)(c)(d) | 1260000 | 1262407 |
| GS Mortgage Securities Trust Series 2025-800D Class B, CME Term SOFR 1 month Index + 3.45%, 7.4126% 11/25/2041 (b)(c)(d) | 430000 | 430184 |
| GSAT Trust Series 2025-BMF Class F, CME Term SOFR 1 month Index + 4.15%, 8.109% 7/15/2040 (b)(c)(d) | 1355000 | 1354456 |
| HAVN Trust Series 2025-MOB Class A, CME Term SOFR 1 month Index + 1.7%, 5.659% 10/15/2035 (b)(c)(d) | 2620000 | 2620819 |
| Hilton USA Trust Series 2016-HHV Class B, 4.1935% 11/5/2038 (b)(d) | 3100000 | 3083996 |
| Hilton USA Trust Series 2016-HHV Class E, 4.1935% 11/5/2038 (b)(d) | 1000000 | 986404 |
| Hilton USA Trust Series 2016-HHV Class F, 4.1935% 11/5/2038 (b)(d) | 3000000 | 2932940 |
| Int Commercial Mortgage Trust Series 2025-PLAZA Class A, 4.8788% 11/5/2037 (b)(d) | 7259000 | 7318550 |
| Intown Mortgage Trust Series 2025-STAY Class E, CME Term SOFR 1 month Index + 3.85%, 7.809% 3/15/2042 (b)(c)(d) | 394000 | 394492 |
| Ip 2025-Ip Mtg Tr Series 2025-IP Class F, 7.7123% 6/10/2042 (b)(d) | 1094000 | 1113231 |
| JPMBB Commercial Mortgage Securities Trust Series 2014-C18 Class C, 4.5039% 2/15/2047 (b) | 628000 | 603634 |
| JPMBB Commercial Mortgage Securities Trust Series 2014-C26 Class D, 3.5653% 1/15/2048 (b)(d) | 1180000 | 1032476 |
| JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class A2, 2.8822% 12/15/2049  | 719287 | 712521 |
| JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class ASB, 2.9941% 12/15/2049  | 320493 | 318605 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class AFX, 4.2475% 7/5/2033 (d) | 385000 | 365758 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class CFX, 4.9498% 7/5/2033 (d) | 50000 | 34005 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class DFX, 5.3503% 7/5/2033 (d)(i) | 76000 | 41595 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-OSB Class C, 3.749% 6/5/2039 (b)(d) | 630000 | 582154 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-OSB Class E, 3.7828% 6/5/2039 (b)(d) | 629818 | 562259 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2021-MHC Class E, CME Term SOFR 1 month Index + 2.8145%, 6.7735% 4/15/2038 (b)(c)(d) | 1485000 | 1484999 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2021-MHC Class F, CME Term SOFR 1 month Index + 3.3145%, 7.2735% 4/15/2038 (b)(c)(d) | 1178000 | 1177999 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2024-OMNI Class D, 5.7972% 10/5/2039 (b)(d) | 846000 | 846016 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2024-OMNI Class E, 5.7972% 10/5/2039 (b)(d) | 675000 | 665517 |
| KNDR Trust Series 2021-KIND Class B, CME Term SOFR 1 month Index + 1.4645%, 5.43% 8/15/2038 (b)(c)(d) | 173575 | 172180 |
| KNDR Trust Series 2021-KIND Class C, CME Term SOFR 1 month Index + 1.8645%, 5.83% 8/15/2038 (b)(c)(d) | 322353 | 318766 |
| KNDR Trust Series 2021-KIND Class D, CME Term SOFR 1 month Index + 2.4145%, 6.38% 8/15/2038 (b)(c)(d) | 1689129 | 1666157 |
| KRE COML Mortgage Trust Series 2025-AIP4 Class E, CME Term SOFR 1 month Index + 3%, 6.959% 3/15/2042 (b)(c)(d) | 619000 | 615946 |
| LBA Trust Series 2024-7IND Class D, CME Term SOFR 1 month Index + 2.641%, 6.6% 10/15/2041 (b)(c)(d) | 720281 | 721180 |
| LBA Trust Series 2024-BOLT Class E, CME Term SOFR 1 month Index + 3.6881%, 7.6471% 6/15/2039 (b)(c)(d) | 1000000 | 1002496 |
| LBA Trust Series 2024-BOLT Class F, CME Term SOFR 1 month Index + 4.437%, 8.396% 6/15/2039 (b)(c)(d) | 355000 | 354920 |
| Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 5.2542% 5/15/2039 (b)(c)(d) | 7860000 | 7576526 |
| Life Financial Services Trust Series 2022-BMR2 Class B, CME Term SOFR 1 month Index + 1.7939%, 5.7529% 5/15/2039 (b)(c)(d) | 1986000 | 1783760 |
| Life Financial Services Trust Series 2022-BMR2 Class C, CME Term SOFR 1 month Index + 2.0931%, 6.0521% 5/15/2039 (b)(c)(d) | 1113000 | 996893 |
| Life Financial Services Trust Series 2022-BMR2 Class D, CME Term SOFR 1 month Index + 2.5419%, 6.5009% 5/15/2039 (b)(c)(d)(i) | 1354000 | 1044665 |
| LIFE Mortgage Trust Series 2021-BMR Class C, CME Term SOFR 1 month Index + 1.2145%, 5.1735% 3/15/2038 (b)(c)(d) | 24564 | 24444 |
| LIFE Mortgage Trust Series 2021-BMR Class D, CME Term SOFR 1 month Index + 1.5145%, 5.4735% 3/15/2038 (b)(c)(d) | 224000 | 222204 |
| LIFE Mortgage Trust Series 2021-BMR Class E, CME Term SOFR 1 month Index + 1.8645%, 5.8235% 3/15/2038 (b)(c)(d) | 195300 | 193366 |
| LV Trust Series 2024-SHOW Class C, 6.0739% 10/10/2041 (b)(d) | 318000 | 322364 |
| MCR Mortgage Trust Series 2024-TWA Class F, 10.382% 6/12/2039 (d) | 300000 | 307001 |
| MHC Commercial Mortgage Trust Series 2021-MHC Class A, CME Term SOFR 1 month Index + 0.9154%, 4.8744% 4/15/2038 (b)(c)(d) | 382518 | 382399 |
| MHC Commercial Mortgage Trust Series 2021-MHC Class F, CME Term SOFR 1 month Index + 2.7154%, 6.6744% 4/15/2038 (b)(c)(d) | 2314400 | 2317281 |
| MHC Commercial Mortgage Trust Series 2021-MHC Class G, CME Term SOFR 1 month Index + 3.3154%, 7.2744% 4/15/2038 (b)(c)(d) | 2600000 | 2603237 |
| MHC Trust Series 2021-MHC2 Class F, CME Term SOFR 1 month Index + 2.5145%, 6.4735% 5/15/2038 (b)(c)(d) | 2181600 | 2181598 |
| MHP Commercial Mortgage Trust Series 2021-STOR Class F, CME Term SOFR 1 month Index + 2.3145%, 6.2735% 7/15/2038 (b)(c)(d) | 2327000 | 2318312 |
| MHP Commercial Mortgage Trust Series 2021-STOR Class G, CME Term SOFR 1 month Index + 2.8645%, 6.8235% 7/15/2038 (b)(c)(d) | 2473000 | 2462997 |
| MHP Commercial Mortgage Trust Series 2022-MHIL Class E, CME Term SOFR 1 month Index + 2.6106%, 6.5696% 1/15/2039 (b)(c)(d) | 2952000 | 2948333 |
| MHP Commercial Mortgage Trust Series 2022-MHIL Class F, CME Term SOFR 1 month Index + 3.2592%, 7.2182% 1/15/2039 (b)(c)(d) | 1748000 | 1745828 |
| MHP Commercial Mortgage Trust Series 2022-MHIL Class G, CME Term SOFR 1 month Index + 3.9575%, 7.9165% 1/15/2027 (b)(c)(d) | 913600 | 913543 |
| MHP Series 2025-MHIL2 Class A, CME Term SOFR 1 month Index + 1.5%, 5.459% 9/15/2040 (b)(c)(d) | 5800000 | 5789910 |
| MHP Series 2025-MHIL2 Class D, CME Term SOFR 1 month Index + 2.65%, 6.609% 9/15/2040 (b)(c)(d) | 907000 | 904698 |
| MHP Series 2025-MHIL2 Class E, CME Term SOFR 1 month Index + 3.5%, 7.459% 9/15/2040 (b)(c)(d) | 1080000 | 1076864 |
| Morgan Stanley Bank Amer Trust Series 2025-C35 Class C, 6.349% 8/15/2058  | 450000 | 469075 |
| Morgan Stanley Capital I Trust Series 2015-MS1 Class B, 4.1503% 5/15/2048 (b) | 831929 | 800732 |
| Morgan Stanley Capital I Trust Series 2015-MS1 Class C, 4.1503% 5/15/2048 (b) | 716000 | 650486 |
| Morgan Stanley Capital I Trust Series 2016-UB11 Class A4, 2.782% 8/15/2049  | 2090000 | 2065896 |
| Morgan Stanley Capital I Trust Series 2017-H1 Class A4, 3.259% 6/15/2050  | 1500000 | 1482923 |
| Morgan Stanley Capital I Trust Series 2017-H1 Class AS, 3.773% 6/15/2050  | 1200000 | 1180498 |
| Morgan Stanley Capital I Trust Series 2017-H1 Class B, 4.075% 6/15/2050  | 250000 | 243416 |
| Morgan Stanley Capital I Trust Series 2017-H1 Class C, 4.281% 6/15/2050  | 1017356 | 959322 |
| Morgan Stanley Capital I Trust Series 2017-H1 Class D, 2.546% 6/15/2050 (d) | 307836 | 260211 |
| Morgan Stanley Capital I Trust Series 2017-HR2 Class D, 2.73% 12/15/2050  | 1284000 | 1159262 |
| Morgan Stanley Capital I Trust Series 2018-H4 Class A4, 4.31% 12/15/2051  | 185000 | 184007 |
| Morgan Stanley Capital I Trust Series 2019-L2 Class A3, 3.806% 3/15/2052  | 1437751 | 1406998 |
| Morgan Stanley Capital I Trust Series 2020-HR8 Class B, 2.704% 7/15/2053  | 270000 | 234477 |
| Morgan Stanley Capital I Trust Series 2024-BPR2 Class A, 7.291% 5/5/2029 (d) | 1523805 | 1609810 |
| Morgan Stanley Capital I Trust Series 2024-BPR2 Class X, 0.8635% 5/5/2029 (b)(d)(l) | 15672253 | 422431 |
| Morgan Stanley Capital I Trust Series 2024-NSTB Class B, 3.9% 9/24/2057 (b)(d) | 349000 | 336075 |
| Morgan Stanley Capital I Trust Series 2024-NSTB Class C, 4.1459% 9/24/2057 (b)(d) | 376000 | 360618 |
| Msbam Series 2025-5C2 Class C, 5.743% 11/15/2058 (b) | 1000000 | 999978 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class B, 6.8763% 12/15/2056 (b) | 64000 | 69040 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class C, 7.0183% 12/15/2056 (b) | 716000 | 763162 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class D, 4% 12/15/2056 (d) | 100000 | 80290 |
| NCMF Trust Series 2025-MFS Class F, 8.437% 6/10/2033 (b)(d) | 906000 | 924184 |
| NXPT Commercial Mortgage Trust Series 2024-STOR Class E, 6.7033% 11/5/2041 (b)(d) | 2338000 | 2368307 |
| OPEN Trust Series 2023-AIR Class B, CME Term SOFR 1 month Index + 3.838%, 7.797% 11/15/2040 (b)(c)(d) | 1281604 | 1282400 |
| OPEN Trust Series 2023-AIR Class C, CME Term SOFR 1 month Index + 5.2359%, 9.1949% 11/15/2040 (b)(c)(d) | 400000 | 400248 |
| OPEN Trust Series 2023-AIR Class D, CME Term SOFR 1 month Index + 6.6838%, 10.6427% 11/15/2040 (b)(c)(d) | 280000 | 280174 |
| OPEN Trust Series 2023-AIR Class E, CME Term SOFR 1 month Index + 9.4295%, 13.3885% 11/15/2040 (b)(c)(d) | 800000 | 799197 |
| Prima Capital CRE Securitization Ltd Series 2019-7A Class D, 4.25% 12/25/2050 (d) | 750000 | 713819 |
| Prima Capital CRE Securitization Ltd Series 2020-8A Class C, 3% 12/26/2070 (d) | 1786000 | 1525780 |
| PRM Trust Series 2025-PRM6 Class E, 6.5831% 7/5/2033 (b)(d) | 422000 | 422429 |
| PRM Trust Series 2025-PRM6 Class F, 7.0585% 7/5/2033 (b)(d) | 950000 | 948189 |
| PRM5 Trust Series 2025-PRM5 Class D, 5.812% 3/10/2033 (b)(d) | 391000 | 390720 |
| PRM5 Trust Series 2025-PRM5 Class E, 6.8678% 3/10/2033 (b)(d) | 1431000 | 1436530 |
| ROCK Trust Series 2024-CNTR Class E, 8.8191% 11/13/2041 (d) | 1772000 | 1870515 |
| SCG Trust Series 2025-FLWR Class A, CME Term SOFR 1 month Index + 1.25%, 5.209% 8/15/2042 (b)(c)(d) | 3200000 | 3201997 |
| SCG Trust Series 2025-FLWR Class E, CME Term SOFR 1 month Index + 2.75%, 6.709% 8/15/2042 (b)(c)(d) | 1680000 | 1679472 |
| SCG Trust Series 2025-SNIP Class D, 6.559% 9/15/2042 (b)(d) | 1343000 | 1347197 |
| SCG Trust Series 2025-SNIP Class E, 7.359% 9/15/2042 (b)(d) | 1679000 | 1688072 |
| SELF Commercial Mortgage Trust Series 2024-STRG Class E, CME Term SOFR 1 month Index + 4.1885%, 8.1475% 11/15/2034 (b)(c)(d) | 536000 | 536669 |
| SELF Commercial Mortgage Trust Series 2024-STRG Class F, CME Term SOFR 1 month Index + 5.187%, 9.146% 11/15/2034 (b)(c)(d) | 447000 | 445989 |
| SHR Trust Series 2024-LXRY Class D, CME Term SOFR 1 month Index + 3.6%, 7.559% 10/15/2041 (b)(c)(d) | 912000 | 912570 |
| SHR Trust Series 2024-LXRY Class E, CME Term SOFR 1 month Index + 4.45%, 8.409% 10/15/2041 (b)(c)(d) | 237000 | 238740 |
| SMRT Trust Series 2022-MINI Class E, CME Term SOFR 1 month Index + 2.7%, 6.659% 1/15/2039 (b)(c)(d) | 2100000 | 2085628 |
| SPGN Mortgage Trust Series 2022-TFLM Class B, CME Term SOFR 1 month Index + 2%, 5.959% 2/15/2039 (b)(c)(d) | 501000 | 500908 |
| SPGN Mortgage Trust Series 2022-TFLM Class C, CME Term SOFR 1 month Index + 2.65%, 6.609% 2/15/2039 (b)(c)(d) | 261000 | 261524 |
| SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 4.8042% 11/15/2038 (b)(c)(d) | 19248896 | 19230911 |
| SREIT Trust Series 2021-MFP Class B, CME Term SOFR 1 month Index + 1.1943%, 5.1532% 11/15/2038 (b)(c)(d) | 8114114 | 8106532 |
| SREIT Trust Series 2021-MFP Class C, CME Term SOFR 1 month Index + 1.4435%, 5.4024% 11/15/2038 (b)(c)(d) | 569573 | 569041 |
| SREIT Trust Series 2021-MFP Class D, CME Term SOFR 1 month Index + 1.6927%, 5.6516% 11/15/2038 (b)(c)(d) | 3020669 | 3017845 |
| SREIT Trust Series 2021-MFP Class G, CME Term SOFR 1 month Index + 3.0883%, 7.0472% 11/15/2038 (b)(c)(d) | 2558467 | 2555347 |
| SREIT Trust Series 2021-PALM Class G, CME Term SOFR 1 month Index + 3.7306%, 7.6896% 10/15/2034 (b)(c)(d) | 1146000 | 1144994 |
| STWD Trust Series 2021-LIH Class E, CME Term SOFR 1 month Index + 3.0175%, 6.976% 11/15/2036 (b)(c)(d) | 645000 | 644197 |
| STWD Trust Series 2021-LIH Class F, CME Term SOFR 1 month Index + 3.6655%, 7.624% 11/15/2036 (b)(c)(d) | 1523000 | 1520158 |
| STWD Trust Series 2021-LIH Class G, CME Term SOFR 1 month Index + 4.3145%, 8.273% 11/15/2036 (b)(c)(d) | 252000 | 250510 |
| SWCH Commercial Mortgage Trust Series 2025-DATA Class D, CME Term SOFR 1 month Index + 2.6412%, 6.6002% 2/15/2042 (b)(c)(d) | 915000 | 907851 |
| SWCH Commercial Mortgage Trust Series 2025-DATA Class F, CME Term SOFR 1 month Index + 4.2389%, 8.1979% 2/15/2042 (b)(c)(d) | 3095000 | 3044843 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.2019% 12/15/2039 (b)(c)(d) | 38011000 | 38010977 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class B, CME Term SOFR 1 month Index + 1.5924%, 5.5514% 12/15/2039 (b)(c)(d) | 2999000 | 2998997 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class C, CME Term SOFR 1 month Index + 1.9919%, 5.9508% 12/15/2039 (b)(c)(d) | 5588000 | 5594974 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class D, CME Term SOFR 1 month Index + 2.7408%, 6.6998% 12/15/2039 (b)(c)(d) | 1410000 | 1411760 |
| UBS Commercial Mortgage Trust Series 2017-C1 Class A3, 3.196% 6/15/2050  | 1327828 | 1312762 |
| UBS Commercial Mortgage Trust Series 2017-C4 Class ASB, 3.366% 10/15/2050  | 1189466 | 1181836 |
| VASA Trust Series 2021-VASA Class B, CME Term SOFR 1 month Index + 1.3645%, 5.3235% 7/15/2039 (b)(c)(d) | 500000 | 484173 |
| VDCM Commercial Mortgage Trust Series 2025-AZ Class C, 5.8383% 7/13/2044 (b)(d) | 655000 | 668410 |
| VDCM Commercial Mortgage Trust Series 2025-AZ Class D, 6.2261% 7/13/2044 (b)(d) | 455000 | 465123 |
| VDCM Commercial Mortgage Trust Series 2025-AZ Class E, 7.6756% 7/13/2044 (b)(d) | 325000 | 329012 |
| VLS Commercial Mortgage Trust Series 2020-LAB Class A, 2.13% 10/10/2042 (d) | 1569000 | 1350039 |
| VLS Commercial Mortgage Trust Series 2020-LAB Class B, 2.453% 10/10/2042 (d) | 80000 | 65729 |
| VTR Commercial Mortgage Trust Series 2025-STEM Class C, 6.0567% 10/13/2039 (b)(d) | 240000 | 241804 |
| VTR Commercial Mortgage Trust Series 2025-STEM Class D, 6.7089% 10/13/2039 (b)(d) | 695000 | 700149 |
| Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 Class B, 2.967% 8/15/2049  | 775000 | 671544 |
| Wells Fargo Commercial Mortgage Trust Series 2016-C35 Class A4FL, CME Term SOFR 1 month Index + 1.1645%, 5.127% 7/15/2048 (b)(c)(d) | 4000000 | 4001414 |
| Wells Fargo Commercial Mortgage Trust Series 2016-C37 Class A4, 3.525% 12/15/2049  | 2479752 | 2459786 |
| Wells Fargo Commercial Mortgage Trust Series 2016-LC24 Class ASB, 2.825% 10/15/2049  | 8071 | 8055 |
| Wells Fargo Commercial Mortgage Trust Series 2016-LC25 Class A3, 3.374% 12/15/2059  | 1982036 | 1965916 |
| Wells Fargo Commercial Mortgage Trust Series 2016-LC25 Class ASB, 3.486% 12/15/2059  | 243826 | 243323 |
| Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 Class C, 4.342% 11/15/2049 (b) | 1279000 | 1233490 |
| Wells Fargo Commercial Mortgage Trust Series 2017-C38 Class ASB, 3.261% 7/15/2050  | 333997 | 332484 |
| Wells Fargo Commercial Mortgage Trust Series 2017-C42 Class ASB, 3.488% 12/15/2050  | 490237 | 487779 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C49 Class C, 4.866% 3/15/2052 (b) | 100000 | 97353 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C50 Class A5, 3.729% 5/15/2052  | 5000000 | 4884185 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C50 Class ASB, 3.635% 5/15/2052  | 141493 | 140114 |
| Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class ASB, 2.651% 2/15/2053  | 701146 | 682899 |
| Wells Fargo Commercial Mortgage Trust Series 2021-C60 Class D, 2.5% 8/15/2054 (d) | 250000 | 192083 |
| Wells Fargo Commercial Mortgage Trust Series 2021-FCMT Class A, CME Term SOFR 1 month Index + 1.3145%, 5.2735% 5/15/2031 (b)(c)(d) | 1021000 | 1018999 |
| Wells Fargo Commercial Mortgage Trust Series 2021-SAVE Class D, CME Term SOFR 1 month Index + 2.7145%, 6.6735% 2/15/2040 (b)(c)(d) | 600000 | 599173 |
| Wells Fargo Commercial Mortgage Trust Series 2024-1CHI Class E, 7.5743% 7/15/2035 (b)(d) | 846000 | 856886 |
| Wells Fargo Commercial Mortgage Trust Series 2024-5C2 Class C, 6.3331% 11/15/2057 (b) | 969000 | 997890 |
| Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A11, CME Term SOFR 1 month Index + 1.9907%, 6.0229% 8/15/2041 (b)(c)(d) | 956492 | 952601 |
| Wells Fargo Commercial Mortgage Trust Series 2024-MGP Class A12, CME Term SOFR 1 month Index + 1.6912%, 5.7233% 8/15/2041 (b)(c)(d) | 1478593 | 1478643 |
| Wells Fargo Commercial Mortgage Trust Series 2025-C65 Class C, 6.014% 10/15/2058 (b) | 705000 | 708746 |
| Wells Fargo Commerical Mortgage Trust Series 2025-VTT Class A, 5.1004% 3/15/2038 (b)(d) | 8813000 | 8859446 |
| WFCM Series 2022-C62 Class B, 4.3447% 4/15/2055 (b) | 886000 | 803311 |
| WFCM Series 2025-B33RP Class E, CME Term SOFR 1 month Index + 3.5%, 7.459% 8/15/2042 (b)(c)(d) | 1680000 | 1678614 |
| WHARF Series 2025-DC Class E, 7.9816% 7/15/2040 (b)(d) | 521000 | 535529 |
| TOTAL UNITED STATES |  | 914328417 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $908,608,217) |  | <br> **915024255** |

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|  | Shares | Value ($)<br>|
| FRANCE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Altice France Holding SA (i) | 146008 | 2210936 |
| Altice France Holding SA rights (d)(i)(m) | 2358 | 27170 |
| TOTAL FRANCE |  | 2238106 |
| UNITED STATES - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| Main Street Sports Group (i) | 236 | 904 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Mesquite Energy Inc (i)(m) | 3883 | 795669 |
| New Fortress Energy Inc  | 17410 | 21240 |
|  |  | 816909 |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| First Republic Bank/CA (m)(n) | 3000 | 7 |
| Financial Services - 0.0% |  |  |
| Carnelian Point Holdings LP warrants 6/30/2027 (i)(m) | 350 | 1022 |
| TOTAL FINANCIALS |  | 1029 |
| Health Care - 0.0% |  |  |
| Health Care Providers & Services - 0.0% |  |  |
| Cano Health LLC (i)(m) | 35749 | 424698 |
| Cano Health LLC warrants 6/28/2029 (i)(m) | 1756 | 5426 |
|  |  | 430124 |
| Industrials - 0.0% |  |  |
| Professional Services - 0.0% |  |  |
| Fusion Parent, LLC Class A (i) | 8817 | 370931 |
| TOTAL UNITED STATES |  | 1619897 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $4,208,324) |  | <br> **3858003** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Corporate Bonds - 0.1%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.1%** | &nbsp;&nbsp;**Convertible Corporate Bonds - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CAMEROON - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Golar LNG Ltd 2.75% 12/15/2030 (d) | 1168000 | 1123524 |
| UNITED STATES - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Media - 0.1% |  |  |
| EchoStar Corp 3.875% 11/30/2030 pay-in-kind (b) | 4208325 | 9927759 |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Redfin Corp 0.5% 4/1/2027  | 4352000 | 4060416 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| MKS Inc 1.25% 6/1/2030  | 931000 | 1171841 |
| ON Semiconductor Corp 0% 5/1/2027 (o) | 1108000 | 1274010 |
| Wolfspeed Inc 2.5% 6/15/2031  | 459000 | 777718 |
| Wolfspeed Inc 2.5% 6/15/2031 (d) | 112000 | 189770 |
|  |  | 3413339 |
| Software - 0.0% |  |  |
| Riot Platforms Inc 0.75% 1/15/2030 (d) | 1652000 | 2193036 |
| Terawulf Inc 0% 5/1/2032 (d)(o) | 900000 | 914250 |
|  |  | 3107286 |
| TOTAL INFORMATION TECHNOLOGY |  | 6520625 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| PG&E Corp 4.25% 12/1/2027  | 1766000 | 1811033 |
| TOTAL UNITED STATES |  | 22319833 |
| <br> **TOTAL CONVERTIBLE CORPORATE BONDS**<br> (Cost $16,723,300) |  | <br> **23443357** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Acrisure Holdings Inc Series A-2 (i)<br>(Cost $1,881,298)<br>| 78127 | **2090679** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.1%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ANGOLA - 0.0%  |  |  |  |
| Angola Republic 8.25% 5/9/2028 (d) |  | 1235000 | 1229211 |
| Angola Republic 8.75% 4/14/2032 (d) |  | 500000 | 477500 |
| Angola Republic 9.244% 1/15/2031 (d) |  | 300000 | 296250 |
| Angola Republic 9.375% 5/8/2048 (d) |  | 838000 | 729060 |
| Angola Republic 9.875% 10/15/2035 (d) |  | 320000 | 312000 |
| TOTAL ANGOLA |  |  | 3044021 |
| ARGENTINA - 0.2%  |  |  |  |
| Argentine Republic 0.75% 7/9/2030 (f) |  | 9468471 | 7830426 |
| Argentine Republic 1% 7/9/2029  |  | 1384661 | 1207424 |
| Argentine Republic 3.5% 7/9/2041 (f) |  | 1807000 | 1204366 |
| Argentine Republic 4.125% 7/9/2035 (f) |  | 9172239 | 6522608 |
| Argentine Republic 5% 1/9/2038 (f) |  | 3292000 | 2455832 |
| TOTAL ARGENTINA |  |  | 19220656 |
| ARMENIA - 0.0%  |  |  |  |
| Republic of Armenia 3.6% 2/2/2031 (d) |  | 824000 | 747780 |
| Republic of Armenia 6.75% 3/12/2035 (d) |  | 930000 | 963248 |
| TOTAL ARMENIA |  |  | 1711028 |
| BAHAMAS (NASSAU) - 0.0%  |  |  |  |
| Bahamas Government International Bond 8.25% 6/24/2036 (d) |  | 809000 | 876552 |
| BAHRAIN - 0.0%  |  |  |  |
| Bahrain Kingdom 5.625% 5/18/2034 (d) |  | 515000 | 493916 |
| Bahrain Kingdom 5.875% 2/6/2034 (d) |  | 425000 | 424316 |
| Bahrain Kingdom 6.625% 10/6/2037 (d) |  | 320000 | 321008 |
| Bahrain Kingdom 7.5% 2/12/2036 (d) |  | 400000 | 433500 |
| TOTAL BAHRAIN |  |  | 1672740 |
| BENIN - 0.0%  |  |  |  |
| Republic of Benin 7.96% 2/13/2038 (d) |  | 1122000 | 1140075 |
| Republic of Benin 8.375% 1/23/2041 (d) |  | 200000 | 207000 |
| TOTAL BENIN |  |  | 1347075 |
| BERMUDA - 0.0%  |  |  |  |
| Bermuda 2.375% 8/20/2030 (d) |  | 1060000 | 964600 |
| Bermuda 3.375% 8/20/2050 (d) |  | 71000 | 49984 |
| Bermuda 3.717% 1/25/2027 (d) |  | 737000 | 731933 |
| Bermuda 4.75% 2/15/2029 (d) |  | 846000 | 851550 |
| Bermuda 5% 7/15/2032 (d) |  | 328000 | 333535 |
| TOTAL BERMUDA |  |  | 2931602 |
| BRAZIL - 0.0%  |  |  |  |
| Brazil Notas do Tesouro Nacional Serie B 3.875% 6/12/2030  |  | 1134000 | 1085238 |
| Brazil Notas do Tesouro Nacional Serie B 5.625% 2/21/2047  |  | 1160000 | 992380 |
| Brazil Notas do Tesouro Nacional Serie B 6% 10/20/2033  |  | 863000 | 878534 |
| Brazil Notas do Tesouro Nacional Serie B 6.625% 3/15/2035  |  | 545000 | 563530 |
| Brazil Notas do Tesouro Nacional Serie B 7.125% 1/20/2037  |  | 1000000 | 1103000 |
| Brazil Notas do Tesouro Nacional Serie B 8.25% 1/20/2034  |  | 1363000 | 1593347 |
| TOTAL BRAZIL |  |  | 6216029 |
| CANADA - 0.0%  |  |  |  |
| Canadian Government 1.5% 12/1/2031  | CAD | 435000 | 288098 |
| Canadian Government 2% 6/1/2032  | CAD | 380000 | 257277 |
| Canadian Government 2.75% 6/1/2033  | CAD | 3000000 | 2110972 |
| Canadian Government 3% 6/1/2034  | CAD | 465000 | 331058 |
| TOTAL CANADA |  |  | 2987405 |
| CHILE - 0.0%  |  |  |  |
| Chilean Republic 2.45% 1/31/2031  |  | 2529000 | 2310242 |
| Chilean Republic 2.75% 1/31/2027  |  | 474000 | 466416 |
| Chilean Republic 3.1% 1/22/2061  |  | 1385000 | 887785 |
| Chilean Republic 3.5% 1/31/2034  |  | 453000 | 417893 |
| Chilean Republic 4% 1/31/2052  |  | 475000 | 383562 |
| Chilean Republic 4.34% 3/7/2042  |  | 439000 | 396197 |
| Chilean Republic 5.33% 1/5/2054  |  | 762000 | 753618 |
| TOTAL CHILE |  |  | 5615713 |
| COLOMBIA - 0.1%  |  |  |  |
| Colombian Republic 3% 1/30/2030  |  | 1569000 | 1414454 |
| Colombian Republic 3.125% 4/15/2031  |  | 808000 | 701142 |
| Colombian Republic 3.25% 4/22/2032  |  | 652000 | 552896 |
| Colombian Republic 5% 6/15/2045  |  | 2658000 | 1974894 |
| Colombian Republic 5.2% 5/15/2049  |  | 773000 | 573953 |
| Colombian Republic 6.125% 1/18/2041  |  | 100000 | 89099 |
| Colombian Republic 7.375% 4/25/2030  |  | 520000 | 550420 |
| Colombian Republic 7.375% 9/18/2037  |  | 370000 | 379990 |
| Colombian Republic 7.5% 2/2/2034  |  | 593000 | 623836 |
| Colombian Republic 8% 11/14/2035  |  | 1696000 | 1828288 |
| Colombian Republic 8% 4/20/2033  |  | 718000 | 781184 |
| Colombian Republic 8.5% 4/25/2035  |  | 499000 | 560502 |
| Colombian Republic 8.75% 11/14/2053  |  | 1020000 | 1140360 |
| TOTAL COLOMBIA |  |  | 11171018 |
| COSTA RICA - 0.0%  |  |  |  |
| Costa Rica Government International Bond 5.625% 4/30/2043 (d) |  | 650000 | 614900 |
| Costa Rica Government International Bond 6.125% 2/19/2031 (d) |  | 290000 | 302760 |
| Costa Rica Government International Bond 6.55% 4/3/2034 (d) |  | 289000 | 310892 |
| Costa Rica Government International Bond 7.3% 11/13/2054 (d) |  | 417000 | 462557 |
| TOTAL COSTA RICA |  |  | 1691109 |
| COTE D'IVOIRE - 0.0%  |  |  |  |
| Ivory Coast Government Bond 6.125% 6/15/2033 (d) |  | 500000 | 482874 |
| Ivory Coast Government Bond 6.375% 3/3/2028 (d) |  | 1169000 | 1182087 |
| Ivory Coast Government Bond 8.075% 4/1/2036 (d) |  | 575000 | 596971 |
| Ivory Coast Government Bond 8.25% 1/30/2037 (d) |  | 465000 | 485289 |
| TOTAL COTE D'IVOIRE |  |  | 2747221 |
| DOMINICAN REPUBLIC - 0.2%  |  |  |  |
| Dominican Republic Bond 4.5% 1/30/2030 (d) |  | 1116000 | 1084892 |
| Dominican Republic Bond 4.875% 9/23/2032 (d) |  | 2065000 | 1968652 |
| Dominican Republic Bond 5.3% 1/21/2041 (d) |  | 350000 | 313906 |
| Dominican Republic Bond 5.95% 1/25/2027 (d) |  | 3200000 | 3231037 |
| Dominican Republic Bond 6% 7/19/2028 (d) |  | 2781000 | 2847744 |
| Dominican Republic Bond 6.5% 2/15/2048 (d) |  | 55000 | 54684 |
| Dominican Republic Bond 6.6% 6/1/2036 (d) |  | 352000 | 368544 |
| Dominican Republic Bond 6.85% 1/27/2045 (d) |  | 533000 | 549523 |
| Dominican Republic Bond 7.05% 2/3/2031 (d) |  | 612000 | 655146 |
| Dominican Republic Bond 7.15% 2/24/2055 (d) |  | 614000 | 655061 |
| Dominican Republic Bond 7.45% 4/30/2044 (d) |  | 342000 | 375260 |
| TOTAL DOMINICAN REPUBLIC |  |  | 12104449 |
| ECUADOR - 0.0%  |  |  |  |
| Ecuador Government International Bond 6.9% 7/31/2030 (d)(f) |  | 1640806 | 1595684 |
| Ecuador Government International Bond 6.9% 7/31/2035 (d)(f) |  | 1933000 | 1650782 |
| TOTAL ECUADOR |  |  | 3246466 |
| EGYPT - 0.0%  |  |  |  |
| Arab Republic of Egypt 7.5% 1/31/2027 (d) |  | 1124000 | 1151752 |
| Arab Republic of Egypt 7.5% 2/16/2061 (d) |  | 1590000 | 1316425 |
| Arab Republic of Egypt 7.6003% 3/1/2029 (d) |  | 1135000 | 1191069 |
| Arab Republic of Egypt 7.625% 5/29/2032 (d) |  | 515000 | 526844 |
| Arab Republic of Egypt 7.903% 2/21/2048 (d) |  | 969000 | 852119 |
| Arab Republic of Egypt 8.5% 1/31/2047 (d) |  | 686000 | 640553 |
| Arab Republic of Egypt 8.7002% 3/1/2049 (d) |  | 588000 | 556765 |
| Egyptian Financial Co for Sovereign Taskeek/The 7.95% 10/7/2032 (d) |  | 310000 | 320574 |
| TOTAL EGYPT |  |  | 6556101 |
| EL SALVADOR - 0.0%  |  |  |  |
| El Salvador Republic 0.25% 4/17/2030 (d) |  | 265000 | 6095 |
| El Salvador Republic 7.1246% 1/20/2050 (d) |  | 475000 | 426788 |
| El Salvador Republic 7.65% 6/15/2035 (d) |  | 380000 | 390731 |
| El Salvador Republic 9.25% 4/17/2030 (d) |  | 900000 | 967050 |
| El Salvador Republic 9.65% 11/21/2054 (d) |  | 317000 | 357631 |
| TOTAL EL SALVADOR |  |  | 2148295 |
| GABON - 0.0%  |  |  |  |
| Gabonese Republic 6.625% 2/6/2031 (d) |  | 674000 | 507185 |
| Gabonese Republic 7% 11/24/2031 (d) |  | 308000 | 230307 |
| TOTAL GABON |  |  | 737492 |
| GEORGIA - 0.0%  |  |  |  |
| Georgia Republic 2.75% 4/22/2026 (d) |  | 735000 | 723516 |
| GHANA - 0.0%  |  |  |  |
| Ghana Republic 0% 1/3/2030 (d)(o) |  | 86774 | 75493 |
| Ghana Republic 0% 7/3/2026 (d)(o) |  | 64400 | 62790 |
| Ghana Republic 5% 7/3/2029 (d)(f) |  | 557250 | 544712 |
| Ghana Republic 5% 7/3/2035 (d)(f) |  | 500500 | 442631 |
| TOTAL GHANA |  |  | 1125626 |
| GUATEMALA - 0.0%  |  |  |  |
| Guatemala Government Bond 4.875% 2/13/2028 (d) |  | 172000 | 171678 |
| Guatemala Government Bond 4.9% 6/1/2030 (d) |  | 355000 | 352071 |
| Guatemala Government Bond 5.375% 4/24/2032 (d) |  | 55000 | 55193 |
| Guatemala Government Bond 6.125% 6/1/2050 (d) |  | 598000 | 580299 |
| Guatemala Government Bond 6.25% 8/15/2036 (d) |  | 820000 | 853005 |
| Guatemala Government Bond 6.6% 6/13/2036 (d) |  | 476000 | 508963 |
| Guatemala Government Bond 6.875% 8/15/2055 (d) |  | 550000 | 584928 |
| TOTAL GUATEMALA |  |  | 3106137 |
| HUNGARY - 0.0%  |  |  |  |
| Hungary Government 2.125% 9/22/2031 (d) |  | 1300000 | 1117194 |
| Hungary Government 3.125% 9/21/2051 (d) |  | 710000 | 439845 |
| Hungary Government 5.25% 6/16/2029 (d) |  | 913000 | 928425 |
| Hungary Government 5.5% 6/16/2034 (d) |  | 832000 | 841635 |
| Hungary Government 6.125% 5/22/2028 (d) |  | 378000 | 391980 |
| Hungary Government 6.25% 9/22/2032 (d) |  | 228000 | 243390 |
| Hungary Government 6.75% 9/25/2052 (d) |  | 98000 | 105545 |
| TOTAL HUNGARY |  |  | 4068014 |
| INDONESIA - 0.1%  |  |  |  |
| Indonesia Government 3.5% 2/14/2050  |  | 1145000 | 846584 |
| Indonesia Government 3.85% 10/15/2030  |  | 637000 | 626052 |
| Indonesia Government 4.1% 4/24/2028  |  | 1068000 | 1070336 |
| Indonesia Government 4.2% 10/15/2050  |  | 8500000 | 7055001 |
| Indonesia Government 4.35% 1/11/2048  |  | 565000 | 490561 |
| Indonesia Government 5.125% 1/15/2045 (d) |  | 1937000 | 1923073 |
| Indonesia Government 5.25% 1/17/2042 (d) |  | 614000 | 619756 |
| Indonesia Government 5.95% 1/8/2046 (d) |  | 458000 | 491348 |
| Indonesia Government 6.75% 1/15/2044 (d) |  | 400000 | 464800 |
| Indonesia Government 7.75% 1/17/2038 (d) |  | 1395000 | 1738519 |
| Indonesia Government 8.5% 10/12/2035 (d) |  | 1945000 | 2489600 |
| TOTAL INDONESIA |  |  | 17815630 |
| ISRAEL - 0.0%  |  |  |  |
| Israel Government 3.375% 1/15/2050  |  | 1559000 | 1064802 |
| Israel Government 5.75% 3/12/2054  |  | 536000 | 522819 |
| TOTAL ISRAEL |  |  | 1587621 |
| JAMAICA - 0.0%  |  |  |  |
| Jamaican Government 7.875% 7/28/2045  |  | 373000 | 447664 |
| JAPAN - 0.0%  |  |  |  |
| Japan Government 0.1% 9/20/2028  | JPY | 441000000 | 2749048 |
| Japan Government Treasury Bills 0% 3/2/2026 (o) | JPY | 300000000 | 1918136 |
| TOTAL JAPAN |  |  | 4667184 |
| JORDAN - 0.0%  |  |  |  |
| Jordan Government 7.375% 10/10/2047 (d) |  | 242000 | 241577 |
| Jordan Government 7.5% 1/13/2029 (d) |  | 850000 | 892458 |
| Jordan Government 7.75% 1/15/2028 (d) |  | 165000 | 171909 |
| TOTAL JORDAN |  |  | 1305944 |
| KENYA - 0.0%  |  |  |  |
| Republic of Kenya Government Bond 6.3% 1/23/2034 (d) |  | 305000 | 265634 |
| Republic of Kenya Government Bond 8.8% 10/9/2038 (d) |  | 295000 | 285321 |
| Republic of Kenya Government Bond 9.5% 3/5/2036 (d) |  | 200000 | 202400 |
| Republic of Kenya Government Bond 9.75% 2/16/2031 (d) |  | 653000 | 696261 |
| TOTAL KENYA |  |  | 1449616 |
| LEBANON - 0.0%  |  |  |  |
| Lebanon Republic 6.375% (k)(p) |  | 270000 | 59265 |
| Lebanon Republic 8.25% (k)(p) |  | 2600000 | 570700 |
| TOTAL LEBANON |  |  | 629965 |
| MEXICO - 0.2%  |  |  |  |
| United Mexican States 2.659% 5/24/2031  |  | 506000 | 451352 |
| United Mexican States 3.25% 4/16/2030  |  | 2250000 | 2128500 |
| United Mexican States 3.5% 2/12/2034  |  | 1537000 | 1333348 |
| United Mexican States 3.75% 1/11/2028  |  | 1138000 | 1126620 |
| United Mexican States 3.75% 4/19/2071  |  | 2050000 | 1231025 |
| United Mexican States 3.771% 5/24/2061  |  | 380000 | 237689 |
| United Mexican States 4.5% 4/22/2029  |  | 440000 | 441760 |
| United Mexican States 4.875% 5/19/2033  |  | 398000 | 384268 |
| United Mexican States 5.375% 3/22/2033  |  | 675000 | 673313 |
| United Mexican States 5.75% 10/12/2110  |  | 465000 | 398970 |
| United Mexican States 6% 5/7/2036  |  | 890000 | 909747 |
| United Mexican States 6.05% 1/11/2040  |  | 1101000 | 1102652 |
| United Mexican States 6.338% 5/4/2053  |  | 846000 | 820028 |
| United Mexican States 6.35% 2/9/2035  |  | 538000 | 566837 |
| United Mexican States 6.875% 5/13/2037  |  | 420000 | 452550 |
| United Mexican States 7.375% 5/13/2055  |  | 656000 | 718976 |
| TOTAL MEXICO |  |  | 12977635 |
| MONGOLIA - 0.0%  |  |  |  |
| Mongolia Government 6.625% 2/25/2030 (d) |  | 537000 | 551768 |
| Mongolia Government 7.875% 6/5/2029 (d) |  | 236000 | 251045 |
| TOTAL MONGOLIA |  |  | 802813 |
| MONTENEGRO - 0.0%  |  |  |  |
| Republic of Montenegro 7.25% 3/12/2031 (d) |  | 1758000 | 1884453 |
| MOROCCO - 0.0%  |  |  |  |
| Moroccan Kingdom 6.5% 9/8/2033 (d) |  | 801000 | 868284 |
| MULTI-NATIONAL - 0.0%  |  |  |  |
| European Union 3.375% 12/12/2035 (p) | EUR | 3434000 | 4085103 |
| European Union 3.75% 10/12/2045 (p) | EUR | 2115000 | 2444991 |
| TOTAL MULTI-NATIONAL |  |  | 6530094 |
| NIGERIA - 0.0%  |  |  |  |
| Republic of Nigeria 6.125% 9/28/2028 (d) |  | 2148000 | 2127712 |
| Republic of Nigeria 6.5% 11/28/2027 (d) |  | 530000 | 533313 |
| Republic of Nigeria 7.143% 2/23/2030 (d) |  | 736000 | 744427 |
| Republic of Nigeria 7.696% 2/23/2038 (d) |  | 535000 | 523631 |
| Republic of Nigeria 7.875% 2/16/2032 (d) |  | 850000 | 870188 |
| Republic of Nigeria 9.1297% 1/13/2046 (d) |  | 235000 | 249217 |
| TOTAL NIGERIA |  |  | 5048488 |
| OMAN - 0.0%  |  |  |  |
| Oman Sultanate 5.625% 1/17/2028 (d) |  | 1246000 | 1273412 |
| Oman Sultanate 6% 8/1/2029 (d) |  | 696000 | 727953 |
| Oman Sultanate 6.25% 1/25/2031 (d) |  | 775000 | 830351 |
| Oman Sultanate 6.5% 3/8/2047 (d) |  | 900000 | 979088 |
| Oman Sultanate 6.75% 1/17/2048 (d) |  | 718000 | 797432 |
| Oman Sultanate 7% 1/25/2051 (d) |  | 229000 | 262848 |
| TOTAL OMAN |  |  | 4871084 |
| PAKISTAN - 0.0%  |  |  |  |
| Islamic Republic of Pakistan 6% 4/8/2026 (d) |  | 1038000 | 1032810 |
| Islamic Republic of Pakistan 6.875% 12/5/2027 (d) |  | 466000 | 466374 |
| Islamic Republic of Pakistan 7.375% 4/8/2031 (d) |  | 1349000 | 1324718 |
| TOTAL PAKISTAN |  |  | 2823902 |
| PANAMA - 0.0%  |  |  |  |
| Panamanian Republic 2.252% 9/29/2032  |  | 630000 | 515340 |
| Panamanian Republic 3.298% 1/19/2033  |  | 707000 | 614030 |
| Panamanian Republic 3.87% 7/23/2060  |  | 935000 | 615230 |
| Panamanian Republic 4.5% 4/16/2050  |  | 1393000 | 1059028 |
| Panamanian Republic 6.4% 2/14/2035  |  | 546000 | 569374 |
| Panamanian Republic 7.875% 3/1/2057  |  | 400000 | 463238 |
| Panamanian Republic 8% 3/1/2038  |  | 482000 | 554727 |
| TOTAL PANAMA |  |  | 4390967 |
| PARAGUAY - 0.0%  |  |  |  |
| Republic of Paraguay 2.739% 1/29/2033 (d) |  | 1050000 | 926100 |
| Republic of Paraguay 4.95% 4/28/2031 (d) |  | 740000 | 745920 |
| Republic of Paraguay 5.4% 3/30/2050 (d) |  | 191000 | 176484 |
| Republic of Paraguay 6% 2/9/2036 (d) |  | 377000 | 399386 |
| Republic of Paraguay 6.65% 3/4/2055 (d) |  | 320000 | 343299 |
| TOTAL PARAGUAY |  |  | 2591189 |
| PERU - 0.0%  |  |  |  |
| Peruvian Republic 2.783% 1/23/2031  |  | 1160000 | 1076480 |
| Peruvian Republic 3% 1/15/2034  |  | 500000 | 436250 |
| Peruvian Republic 3.3% 3/11/2041  |  | 986000 | 770066 |
| TOTAL PERU |  |  | 2282796 |
| PHILIPPINES - 0.0%  |  |  |  |
| Philippine Republic 2.65% 12/10/2045  |  | 800000 | 538000 |
| Philippine Republic 2.95% 5/5/2045  |  | 350000 | 249200 |
| Philippine Republic 3.556% 9/29/2032  |  | 200000 | 189500 |
| Philippine Republic 5% 7/17/2033  |  | 765000 | 785081 |
| Philippine Republic 5.5% 1/17/2048  |  | 500000 | 506875 |
| Philippine Republic 5.6% 5/14/2049  |  | 570000 | 582113 |
| Philippine Republic 5.609% 4/13/2033  |  | 50000 | 53250 |
| Philippine Republic 5.95% 10/13/2047  |  | 632000 | 674265 |
| TOTAL PHILIPPINES |  |  | 3578284 |
| POLAND - 0.0%  |  |  |  |
| Bank Gospodarstwa Krajowego 5.375% 5/22/2033 (d) |  | 750000 | 778365 |
| Bank Gospodarstwa Krajowego 6.25% 10/31/2028 (d) |  | 400000 | 424960 |
| Bank Gospodarstwa Krajowego 6.25% 7/9/2054 (d) |  | 774000 | 817631 |
| Republic of Poland 5.5% 3/18/2054  |  | 528000 | 514404 |
| Republic of Poland 5.5% 4/4/2053  |  | 426000 | 413207 |
| Republic of Poland 5.75% 11/16/2032  |  | 840000 | 903924 |
| TOTAL POLAND |  |  | 3852491 |
| QATAR - 0.0%  |  |  |  |
| State of Qatar 4.4% 4/16/2050 (d) |  | 850000 | 769182 |
| State of Qatar 4.625% 6/2/2046 (d) |  | 1935000 | 1824773 |
| State of Qatar 4.817% 3/14/2049 (d) |  | 1624000 | 1567241 |
| State of Qatar 5.103% 4/23/2048 (d) |  | 1536000 | 1541737 |
| State of Qatar 9.75% 6/15/2030 (d) |  | 511000 | 634601 |
| TOTAL QATAR |  |  | 6337534 |
| ROMANIA - 0.0%  |  |  |  |
| Romanian Republic 2.124% 7/16/2031 (p) | EUR | 200000 | 203482 |
| Romanian Republic 3% 2/27/2027 (d) |  | 538000 | 527778 |
| Romanian Republic 3.625% 3/27/2032 (d) |  | 614000 | 557395 |
| Romanian Republic 4% 2/14/2051 (d) |  | 600000 | 410778 |
| Romanian Republic 5.75% 9/16/2030 (d) |  | 970000 | 994294 |
| Romanian Republic 5.875% 7/11/2032 (p) | EUR | 850000 | 1034685 |
| Romanian Republic 6% 5/25/2034 (d) |  | 490000 | 493459 |
| Romanian Republic 6.375% 9/18/2033 (p) | EUR | 600000 | 746894 |
| Romanian Republic 6.625% 2/17/2028 (d) |  | 568000 | 591169 |
| Romanian Republic 7.125% 1/17/2033 (d) |  | 504000 | 545898 |
| Romanian Republic 7.5% 2/10/2037 (d) |  | 1031000 | 1130719 |
| TOTAL ROMANIA |  |  | 7236551 |
| RWANDA - 0.0%  |  |  |  |
| Rwanda Republic 5.5% 8/9/2031 (d) |  | 832000 | 761022 |
| SAUDI ARABIA - 0.1%  |  |  |  |
| Kingdom of Saudi Arabia 2.25% 2/2/2033 (d) |  | 1521000 | 1309490 |
| Kingdom of Saudi Arabia 3.25% 10/22/2030 (d) |  | 2500000 | 2389275 |
| Kingdom of Saudi Arabia 3.45% 2/2/2061 (d) |  | 1653000 | 1094088 |
| Kingdom of Saudi Arabia 3.75% 1/21/2055 (d) |  | 915000 | 667492 |
| Kingdom of Saudi Arabia 4.5% 10/26/2046 (d) |  | 1465000 | 1276484 |
| Kingdom of Saudi Arabia 4.5% 4/22/2060 (d) |  | 1701000 | 1405009 |
| Kingdom of Saudi Arabia 4.625% 10/4/2047 (d) |  | 990000 | 872368 |
| TOTAL SAUDI ARABIA |  |  | 9014206 |
| SENEGAL - 0.0%  |  |  |  |
| Republic of Senegal 6.25% 5/23/2033 (d) |  | 691000 | 421510 |
| Republic of Senegal 6.75% 3/13/2048 (d) |  | 326000 | 182866 |
| TOTAL SENEGAL |  |  | 604376 |
| SERBIA - 0.0%  |  |  |  |
| Republic of Serbia 2.125% 12/1/2030 (d) |  | 1069000 | 932703 |
| Republic of Serbia 6% 6/12/2034 (d) |  | 348000 | 361572 |
| Republic of Serbia 6.5% 9/26/2033 (d) |  | 805000 | 868621 |
| TOTAL SERBIA |  |  | 2162896 |
| SOUTH AFRICA - 0.0%  |  |  |  |
| South African Republic 4.85% 9/27/2027  |  | 664000 | 672725 |
| South African Republic 4.85% 9/30/2029  |  | 650000 | 648889 |
| South African Republic 5% 10/12/2046  |  | 641000 | 503262 |
| South African Republic 5.65% 9/27/2047  |  | 460000 | 389502 |
| South African Republic 5.75% 9/30/2049  |  | 1014000 | 856323 |
| South African Republic 5.875% 4/20/2032  |  | 673000 | 692133 |
| South African Republic 7.1% 11/19/2036 (d) |  | 874000 | 941080 |
| TOTAL SOUTH AFRICA |  |  | 4703914 |
| SRI LANKA - 0.0%  |  |  |  |
| Democratic Socialist Republic of Sri Lanka 3.1% 1/15/2030 (d)(f) |  | 515767 | 485466 |
| Democratic Socialist Republic of Sri Lanka 3.35% 3/15/2033 (d)(f) |  | 1602457 | 1389330 |
| Democratic Socialist Republic of Sri Lanka 3.6% 2/15/2038 (d)(f) |  | 385802 | 353395 |
| Democratic Socialist Republic of Sri Lanka 3.6% 5/15/2036 (d)(f) |  | 311819 | 283443 |
| Democratic Socialist Republic of Sri Lanka 3.6% 6/15/2035 (d)(f) |  | 149830 | 113702 |
| Democratic Socialist Republic of Sri Lanka 4% 4/15/2028 (d) |  | 304511 | 291417 |
| TOTAL SRI LANKA |  |  | 2916753 |
| TURKEY - 0.2%  |  |  |  |
| Turkish Republic 4.25% 4/14/2026  |  | 1219000 | 1219000 |
| Turkish Republic 4.75% 1/26/2026  |  | 403000 | 403202 |
| Turkish Republic 4.875% 10/9/2026  |  | 2150000 | 2158600 |
| Turkish Republic 4.875% 4/16/2043  |  | 1735000 | 1335516 |
| Turkish Republic 5.125% 2/17/2028  |  | 835000 | 840745 |
| Turkish Republic 5.75% 5/11/2047  |  | 1598000 | 1314003 |
| Turkish Republic 5.875% 6/26/2031  |  | 750000 | 750705 |
| Turkish Republic 6% 1/14/2041  |  | 1177000 | 1059006 |
| Turkish Republic 6% 3/25/2027  |  | 194000 | 197782 |
| Turkish Republic 6.625% 2/17/2045  |  | 452000 | 420568 |
| Turkish Republic 6.8% 11/4/2036  |  | 1000000 | 1005035 |
| Turkish Republic 7.125% 7/17/2032  |  | 714000 | 753491 |
| Turkish Republic 7.25% 5/29/2032  |  | 472000 | 501042 |
| Turkish Republic 7.625% 5/15/2034  |  | 535000 | 574708 |
| Turkish Republic 9.125% 7/13/2030  |  | 555000 | 633813 |
| Turkish Republic 9.375% 1/19/2033  |  | 1394000 | 1636556 |
| Turkish Republic 9.375% 3/14/2029  |  | 1959000 | 2201426 |
| Turkish Republic 9.875% 1/15/2028  |  | 1383000 | 1520609 |
| TOTAL TURKEY |  |  | 18525807 |
| UKRAINE - 0.0%  |  |  |  |
| Ukraine Government 0% 2/1/2030 (d)(f) |  | 260986 | 144717 |
| Ukraine Government 0% 2/1/2034 (d)(f) |  | 581380 | 265691 |
| Ukraine Government 0% 2/1/2035 (d)(f) |  | 813912 | 458232 |
| Ukraine Government 0% 2/1/2036 (d)(f) |  | 756758 | 424541 |
| Ukraine Government 0% 8/1/2041 (b)(d) |  | 100000 | 93000 |
| Ukraine Government 4.5% 2/1/2029 (d)(f) |  | 1135735 | 814322 |
| Ukraine Government 4.5% 2/1/2034 (d)(f) |  | 1875101 | 1096934 |
| Ukraine Government 4.5% 2/1/2035 (d)(f) |  | 626727 | 360995 |
| Ukraine Government 4.5% 2/1/2036 (d)(f) |  | 155212 | 88083 |
| TOTAL UKRAINE |  |  | 3746515 |
| UNITED ARAB EMIRATES - 0.0%  |  |  |  |
| Emirate of Abu Dhabi 3% 9/15/2051 (d) |  | 1669000 | 1165538 |
| Emirate of Abu Dhabi 3.125% 9/30/2049 (d) |  | 2544000 | 1856484 |
| Emirate of Abu Dhabi 3.875% 4/16/2050 (d) |  | 1169000 | 964279 |
| Emirate of Abu Dhabi 5.5% 4/30/2054 (d) |  | 913000 | 951839 |
| Emirate of Dubai 3.9% 9/9/2050 (p) |  | 1820000 | 1403675 |
| Emirate of Dubai 5.25% 1/30/2043 (p) |  | 200000 | 203500 |
| TOTAL UNITED ARAB EMIRATES |  |  | 6545315 |
| URUGUAY - 0.0%  |  |  |  |
| Uruguay Republic 5.1% 6/18/2050  |  | 1171000 | 1120647 |
| Uruguay Republic 5.75% 10/28/2034  |  | 671000 | 717970 |
| TOTAL URUGUAY |  |  | 1838617 |
| UZBEKISTAN - 0.0%  |  |  |  |
| Republic of Uzbekistan 3.7% 11/25/2030 (d) |  | 300000 | 276353 |
| Republic of Uzbekistan 3.9% 10/19/2031 (d) |  | 281000 | 257676 |
| TOTAL UZBEKISTAN |  |  | 534029 |
| VENEZUELA - 0.0%  |  |  |  |
| Venezuela Republic 11.95% (k)(p) |  | 1000000 | 309000 |
| Venezuela Republic 9.25% (k) |  | 5020000 | 1613118 |
| TOTAL VENEZUELA |  |  | 1922118 |
| ZAMBIA - 0.0%  |  |  |  |
| Republic of Zambia 0.5% 12/31/2053 (d) |  | 1217000 | 836310 |
| Republic of Zambia 5.75% 6/30/2033 (d)(f) |  | 65757 | 63151 |
| TOTAL ZAMBIA |  |  | 899461 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $228,684,577) |  |  | <br> **243203483** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 25.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 25.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 25.3%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 25.3%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ARGENTINA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Tecpetrol SA 7.625% 1/22/2033 (d) |  | 390000 | 392071 |
| Tecpetrol SA 7.625% 11/3/2030 (d) |  | 485000 | 481799 |
| YPF SA 8.25% 1/17/2034 (d) |  | 485000 | 487425 |
| TOTAL ARGENTINA |  |  | 1361295 |
| AUSTRALIA - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Australia & New Zealand Banking Group Ltd 5.1454% 8/18/2036 (b)(p) | GBP | 1100000 | 1455182 |
| Commonwealth Bank of Australia 2.688% 3/11/2031 (d) |  | 1138000 | 1036891 |
| Commonwealth Bank of Australia 3.61% 9/12/2034 (b)(d) |  | 297000 | 287098 |
| Commonwealth Bank of Australia 3.788% 8/26/2037 (b)(p) | EUR | 700000 | 814582 |
| Westpac Banking Corp 4.11% 7/24/2034 (b) |  | 405000 | 399094 |
|  |  |  | 3992847 |
| Financial Services - 0.0% |  |  |  |
| Cimic Finance Ltd 1.5% 5/28/2029 (p) | EUR | 745000 | 805514 |
| Insurance - 0.0% |  |  |  |
| QBE Insurance Group Ltd 2.5% 9/13/2038 (b)(p) | GBP | 415000 | 517932 |
| TOTAL FINANCIALS |  |  | 5316293 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Mineral Resources Ltd 7% 4/1/2031 (d) |  | 639000 | 664161 |
| Mineral Resources Ltd 8% 11/1/2027 (d) |  | 1842000 | 1883067 |
| Mineral Resources Ltd 8.5% 5/1/2030 (d) |  | 1638000 | 1702342 |
| Mineral Resources Ltd 9.25% 10/1/2028 (d) |  | 800000 | 839996 |
|  |  |  | 5089566 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| AusNet Services Holdings Pty Ltd 6.134% 5/31/2033  | AUD | 1100000 | 751920 |
| TOTAL AUSTRALIA |  |  | 11157779 |
| AUSTRIA - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Containers & Packaging - 0.0% |  |  |  |
| Mondi Finance PLC 3.375% 5/23/2031 (p) | EUR | 360000 | 416124 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Supernova Invest GmbH 5% 6/24/2030 (p) | EUR | 200000 | 237782 |
| TOTAL AUSTRIA |  |  | 653906 |
| AZERBAIJAN - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Southern Gas Corridor CJSC 6.875% 3/24/2026 (d) |  | 1455000 | 1465272 |
| State Oil Co of the Azerbaijan Republic 6.95% 3/18/2030 (p) |  | 450000 | 484173 |
| TOTAL AZERBAIJAN |  |  | 1949445 |
| BAHRAIN - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Bapco Energies BSC Closed 7.5% 10/25/2027 (d) |  | 1124000 | 1166319 |
| Bapco Energies BSC Closed 8.375% 11/7/2028 (d) |  | 375000 | 404471 |
| TOTAL BAHRAIN |  |  | 1570790 |
| BAILIWICK OF JERSEY - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobiles - 0.0% |  |  |  |
| Aston Martin Capital Holdings Ltd 10% 3/31/2029 (d) |  | 1765000 | 1560986 |
| BELGIUM - 0.0%  |  |  |  |
| Consumer Staples - 0.0% |  |  |  |
| Food Products - 0.0% |  |  |  |
| Barry Callebaut Services NV 4.25% 8/19/2031 (p) | EUR | 1100000 | 1312550 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Fluxys SA 4% 11/28/2030 (p) | EUR | 1100000 | 1306074 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Shurgard Luxembourg Sarl 4% 5/27/2035 (p) | EUR | 700000 | 812595 |
| TOTAL BELGIUM |  |  | 3431219 |
| BRAZIL - 0.1%  |  |  |  |
| Consumer Staples - 0.0% |  |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| Minerva Luxembourg SA 4.375% 3/18/2031 (d) |  | 100000 | 92038 |
| Minerva Luxembourg SA 8.875% 9/13/2033 (d) |  | 970000 | 1061832 |
| NBM US Holdings Inc 6.625% 8/6/2029 (d) |  | 916000 | 925847 |
|  |  |  | 2079717 |
| Food Products - 0.0% |  |  |  |
| Marb Bondco PLC 3.95% 1/29/2031 (d) |  | 1465000 | 1314251 |
| TOTAL CONSUMER STAPLES |  |  | 3393968 |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Guara Norte Sarl 5.198% 6/15/2034 (d) |  | 1039496 | 1008551 |
| Yinson Boronia Production BV 8.947% 7/31/2042 (d) |  | 1175346 | 1276561 |
|  |  |  | 2285112 |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| MC Brazil Downstream Trading SARL 7.25% 6/30/2031 (d) |  | 1624644 | 1355928 |
| PRIO Luxembourg Holding Sarl 6.75% 10/15/2030 (d) |  | 785000 | 766191 |
|  |  |  | 2122119 |
| TOTAL ENERGY |  |  | 4407231 |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Cosan Luxembourg SA 7.25% 6/27/2031 (d) |  | 948000 | 979403 |
| Industrials - 0.0% |  |  |  |
| Commercial Services & Supplies - 0.0% |  |  |  |
| Ambipar Lux Sarl 9.875% 2/6/2031 (d)(k) |  | 4255000 | 952312 |
| Marine Transportation - 0.0% |  |  |  |
| Yinson Bergenia Production BV 8.498% 1/31/2045 (d) |  | 350000 | 366274 |
| Passenger Airlines - 0.0% |  |  |  |
| Azul Secured Finance LLP 11.5% (k) |  | 399916 | 31433 |
| Azul Secured Finance LLP 11.93% (k) |  | 820292 | 369132 |
|  |  |  | 400565 |
| TOTAL INDUSTRIALS |  |  | 1719151 |
| Materials - 0.1% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Braskem Netherlands Finance BV 5.875% 1/31/2050 (d) |  | 558000 | 189720 |
| Braskem Netherlands Finance BV 7.25% 2/13/2033 (d) |  | 1358000 | 483679 |
| Braskem Netherlands Finance BV 8% 10/15/2034 (d) |  | 321000 | 115084 |
| Braskem Netherlands Finance BV 8.5% 1/12/2031 (d) |  | 759000 | 277339 |
|  |  |  | 1065822 |
| Metals & Mining - 0.1% |  |  |  |
| CSN Inova Ventures 6.75% 1/28/2028 (d) |  | 712000 | 633680 |
| CSN Resources SA 5.875% 4/8/2032 (d) |  | 861000 | 651347 |
| CSN Resources SA 8.875% 12/5/2030 (d) |  | 241000 | 215454 |
| ERO Copper Corp 6.5% 2/15/2030 (d) |  | 2520000 | 2523150 |
| Nexa Resources SA 6.6% 4/8/2037 (d) |  | 430000 | 446229 |
| Nexa Resources SA 6.75% 4/9/2034 (d) |  | 525000 | 557592 |
| Samarco Mineracao SA 9% 6/30/2031 pay-in-kind (b)(d) |  | 4817827 | 4823802 |
| Usiminas International Sarl 7.5% 1/27/2032 (d) |  | 995000 | 1022860 |
| Vale Overseas Ltd 6% 2/25/2056 (b)(d) |  | 575000 | 571838 |
| Vale Overseas Ltd 6.4% 6/28/2054  |  | 958000 | 981988 |
|  |  |  | 12427940 |
| Paper & Forest Products - 0.0% |  |  |  |
| LD Celulose International GmbH 7.95% 1/26/2032 (d) |  | 540000 | 563403 |
| Suzano Austria GmbH 3.75% 1/15/2031  |  | 570000 | 535509 |
| Suzano Austria GmbH 5% 1/15/2030  |  | 1312000 | 1314773 |
| Suzano Netherlands BV 5.5% 1/15/2036  |  | 895000 | 889406 |
|  |  |  | 3303091 |
| TOTAL MATERIALS |  |  | 16796853 |
| Utilities - 0.0% |  |  |  |
| Water Utilities - 0.0% |  |  |  |
| Aegea Finance Sarl 9% 1/20/2031 (d) |  | 486000 | 508093 |
| TOTAL BRAZIL |  |  | 27804699 |
| CAMEROON - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Golar LNG Ltd 7.5% 10/2/2030 (d) |  | 2210000 | 2148540 |
| Golar LNG Ltd 7.75% 9/19/2029 (d)(p) |  | 1600000 | 1599584 |
| TOTAL CAMEROON |  |  | 3748124 |
| CANADA - 0.3%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| TELUS Corp 6.625% 10/15/2055 (b) |  | 1205000 | 1234931 |
| TELUS Corp 7% 10/15/2055 (b) |  | 527000 | 550124 |
|  |  |  | 1785055 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Rogers Communications Inc 7% 4/15/2055 (b) |  | 816000 | 848154 |
| Rogers Communications Inc 7.125% 4/15/2055 (b) |  | 508000 | 537746 |
|  |  |  | 1385900 |
| TOTAL COMMUNICATION SERVICES |  |  | 3170955 |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| 1011778 BC ULC / New Red Finance Inc 4% 10/15/2030 (d) |  | 948000 | 903337 |
| 1011778 BC ULC / New Red Finance Inc 4.375% 1/15/2028 (d) |  | 1453000 | 1440108 |
| 1011778 BC ULC / New Red Finance Inc 5.625% 9/15/2029 (d) |  | 1520000 | 1548904 |
| 1011778 BC ULC / New Red Finance Inc 6.125% 6/15/2029 (d) |  | 1145000 | 1180510 |
|  |  |  | 5072859 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |  |
| Gildan Activewear Inc 4.7% 10/7/2030 (d) |  | 1677000 | 1672729 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 6745588 |
| Consumer Staples - 0.0% |  |  |  |
| Household Products - 0.0% |  |  |  |
| Kronos Acquisition Holdings Inc 8.25% 6/30/2031 (d) |  | 1809000 | 1205766 |
| Energy - 0.2% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |  |
| Baytex Energy Corp 7.375% 3/15/2032 (d) |  | 1158000 | 1176420 |
| Canadian Natural Resources Ltd 3.85% 6/1/2027  |  | 2800000 | 2788189 |
| Canadian Natural Resources Ltd 5.85% 2/1/2035  |  | 1457000 | 1527059 |
| Canadian Natural Resources Ltd 6.25% 3/15/2038  |  | 900000 | 966618 |
| Cenovus Energy Inc 2.65% 1/15/2032  |  | 2834000 | 2525991 |
| Cenovus Energy Inc 3.75% 2/15/2052  |  | 210000 | 149208 |
| Cenovus Energy Inc 4.65% 3/20/2031  |  | 4040000 | 4052220 |
| Cenovus Energy Inc 5.25% 6/15/2037  |  | 2135000 | 2088525 |
| Cenovus Energy Inc 5.4% 3/20/2036  |  | 2986000 | 3015170 |
| Cenovus Energy Inc 5.4% 6/15/2047  |  | 168000 | 155586 |
| Cenovus Energy Inc 6.75% 11/15/2039  |  | 357000 | 397915 |
| South Bow Canadian Infrastructure Holdings Ltd 7.5% 3/1/2055 (b) |  | 1200000 | 1272742 |
| South Bow Canadian Infrastructure Holdings Ltd 7.625% 3/1/2055 (b) |  | 191000 | 197921 |
|  |  |  | 20313564 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Bank of Nova Scotia/The 3.375% 3/5/2033 (b)(p) | EUR | 2400000 | 2798535 |
| Bank of Nova Scotia/The 4.338% 9/15/2031 (b) |  | 300000 | 299596 |
| Royal Bank of Canada 3.125% 9/27/2031 (b)(p) | EUR | 1100000 | 1280915 |
| Toronto Dominion Bank 3.357% 9/22/2032 (p) | EUR | 1000000 | 1157132 |
|  |  |  | 5536178 |
| Insurance - 0.0% |  |  |  |
| Sagicor Financial Co Ltd 5.3% 5/13/2028 (d) |  | 834000 | 828800 |
| TOTAL FINANCIALS |  |  | 6364978 |
| Industrials - 0.0% |  |  |  |
| Aerospace & Defense - 0.0% |  |  |  |
| Bombardier Inc 6.75% 6/15/2033 (d) |  | 900000 | 949133 |
| Bombardier Inc 7% 6/1/2032 (d) |  | 567000 | 597408 |
| Bombardier Inc 7.25% 7/1/2031 (d) |  | 1382000 | 1472069 |
| Bombardier Inc 8.75% 11/15/2030 (d) |  | 1000000 | 1079594 |
|  |  |  | 4098204 |
| Commercial Services & Supplies - 0.0% |  |  |  |
| Wrangler Holdco Corp 6.625% 4/1/2032 (d) |  | 1934000 | 2029812 |
| Machinery - 0.0% |  |  |  |
| New Flyer Holdings Inc 9.25% 7/1/2030 (d) |  | 545000 | 583705 |
| TOTAL INDUSTRIALS |  |  | 6711721 |
| Information Technology - 0.0% |  |  |  |
| Software - 0.0% |  |  |  |
| Open Text Corp 3.875% 12/1/2029 (d) |  | 1474000 | 1397834 |
| Open Text Corp 3.875% 2/15/2028 (d) |  | 1191000 | 1161564 |
| Open Text Holdings Inc 4.125% 12/1/2031 (d)(n) |  | 1625000 | 1510584 |
| Open Text Holdings Inc 4.125% 2/15/2030 (d) |  | 1059000 | 1009621 |
|  |  |  | 5079603 |
| Materials - 0.1% |  |  |  |
| Chemicals - 0.1% |  |  |  |
| Methanex Corp 5.125% 10/15/2027  |  | 2945000 | 2953291 |
| Methanex Corp 5.25% 12/15/2029  |  | 628000 | 628617 |
| Methanex Corp 5.65% 12/1/2044  |  | 1957000 | 1716536 |
|  |  |  | 5298444 |
| Metals & Mining - 0.0% |  |  |  |
| Capstone Copper Corp 6.75% 3/31/2033 (d) |  | 1296000 | 1344382 |
| Champion Iron Canada Inc 7.875% 7/15/2032 (d) |  | 420000 | 442315 |
| Hudbay Minerals Inc 4.5% 4/1/2026 (d) |  | 1101000 | 1102057 |
|  |  |  | 2888754 |
| TOTAL MATERIALS |  |  | 8187198 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Emera US Finance LP 3.55% 6/15/2026  |  | 57000 | 56747 |
| TOTAL CANADA |  |  | 57836120 |
| CHILE - 0.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| VTR Finance NV 6.375% 7/15/2028 (d) |  | 3252000 | 3193074 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| VTR Comunicaciones SpA 4.375% 4/15/2029 (d) |  | 150000 | 140483 |
| VTR Comunicaciones SpA 5.125% 1/15/2028 (d) |  | 949000 | 920350 |
|  |  |  | 1060833 |
| TOTAL COMMUNICATION SERVICES |  |  | 4253907 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Empresa Nacional del Petroleo 5.95% 7/30/2034 (d) |  | 369000 | 384913 |
| Empresa Nacional del Petroleo 6.15% 5/10/2033 (d) |  | 569000 | 600472 |
|  |  |  | 985385 |
| Industrials - 0.0% |  |  |  |
| Construction & Engineering - 0.0% |  |  |  |
| ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C 7.875% 2/3/2030 (d) |  | 1088000 | 1118560 |
| Materials - 0.1% |  |  |  |
| Metals & Mining - 0.1% |  |  |  |
| Antofagasta PLC 2.375% 10/14/2030 (d) |  | 1120000 | 1014440 |
| Antofagasta PLC 5.625% 9/9/2035 (d) |  | 750000 | 767250 |
| Antofagasta PLC 5.625% 5/13/2032 (d) |  | 400000 | 411508 |
| Corp Nacional del Cobre de Chile 3% 9/30/2029 (d) |  | 354000 | 335450 |
| Corp Nacional del Cobre de Chile 3.15% 1/14/2030 (d) |  | 641000 | 606963 |
| Corp Nacional del Cobre de Chile 3.7% 1/30/2050 (d) |  | 1599000 | 1137768 |
| Corp Nacional del Cobre de Chile 4.5% 8/1/2047 (d) |  | 110000 | 90092 |
| Corp Nacional del Cobre de Chile 5.125% 2/2/2033 (d) |  | 574000 | 575791 |
| Corp Nacional del Cobre de Chile 5.95% 1/8/2034 (d) |  | 800000 | 838688 |
| Corp Nacional del Cobre de Chile 6.3% 9/8/2053 (d) |  | 825000 | 845848 |
| Corp Nacional del Cobre de Chile 6.33% 1/13/2035 (d) |  | 470000 | 501232 |
| Corp Nacional del Cobre de Chile 6.44% 1/26/2036 (d) |  | 433000 | 469125 |
|  |  |  | 7594155 |
| Paper & Forest Products - 0.0% |  |  |  |
| Celulosa Arauco y Constitucion SA 6.18% 5/5/2032 (d) |  | 415000 | 428749 |
| Inversiones CMPC SA 3% 4/6/2031 (d) |  | 717000 | 634731 |
| Inversiones CMPC SA 6.125% 2/26/2034 (d) |  | 275000 | 282068 |
| Inversiones CMPC SA 6.7% 12/9/2057 (b)(d) |  | 280000 | 279440 |
|  |  |  | 1624988 |
| TOTAL MATERIALS |  |  | 9219143 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Chile Electricity Lux Mpc II Sarl 5.58% 10/20/2035 (d) |  | 425215 | 436919 |
| Chile Electricity Lux MPC Sarl 6.01% 1/20/2033 (d) |  | 447500 | 469036 |
|  |  |  | 905955 |
| TOTAL CHILE |  |  | 16482950 |
| CHINA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Interactive Media & Services - 0.0% |  |  |  |
| Tencent Holdings Ltd 1.81% 1/26/2026 (d) |  | 350000 | 348634 |
| Tencent Holdings Ltd 2.39% 6/3/2030 (d) |  | 850000 | 794640 |
| Tencent Holdings Ltd 3.975% 4/11/2029 (d) |  | 356000 | 356328 |
|  |  |  | 1499602 |
| Consumer Discretionary - 0.0% |  |  |  |
| Broadline Retail - 0.0% |  |  |  |
| JD.com Inc 3.375% 1/14/2030  |  | 612000 | 595696 |
| Prosus NV 3.061% 7/13/2031 (d) |  | 738000 | 668702 |
| Prosus NV 3.68% 1/21/2030 (d) |  | 1014000 | 973440 |
| Prosus NV 4.027% 8/3/2050 (d) |  | 1020000 | 719100 |
| Prosus NV 4.193% 1/19/2032 (d) |  | 600000 | 576750 |
|  |  |  | 3533688 |
| Utilities - 0.0% |  |  |  |
| Gas Utilities - 0.0% |  |  |  |
| ENN Energy Holdings Ltd 4.625% 5/17/2027 (d) |  | 903000 | 905754 |
| TOTAL CHINA |  |  | 5939044 |
| COLOMBIA - 0.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Colombia Telecomunicaciones SA ESP 4.95% 7/17/2030 (d) |  | 1475000 | 1337840 |
| Energy - 0.1% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Oleoducto Central SA 4% 7/14/2027 (d) |  | 730000 | 717451 |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Canacol Energy Ltd 5.75% 11/24/2028 (d) |  | 6484000 | 1183330 |
| Ecopetrol SA 4.625% 11/2/2031  |  | 610000 | 542900 |
| Ecopetrol SA 8.375% 1/19/2036  |  | 460000 | 470925 |
| Ecopetrol SA 8.875% 1/13/2033  |  | 2534000 | 2708340 |
| Geopark Ltd 5.5% 1/17/2027 (d) |  | 994000 | 945543 |
| Geopark Ltd 8.75% 1/31/2030 (d) |  | 684000 | 649984 |
| Gran Tierra Energy Inc 9.5% 10/15/2029 (d)(n) |  | 2638000 | 1948823 |
|  |  |  | 8449845 |
| TOTAL ENERGY |  |  | 9167296 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Bancolombia SA 8.625% 12/24/2034 (b) |  | 513000 | 548012 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Aris Mining Corp 8% 10/31/2029 (d) |  | 980000 | 1023002 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA 5.375% 12/30/2030 (d) |  | 3901000 | 3623054 |
| EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU 8.499% 6/30/2032 (d) |  | 405000 | 418571 |
| Termocandelaria Power SA 7.75% 9/17/2031 (d) |  | 713000 | 734041 |
|  |  |  | 4775666 |
| TOTAL COLOMBIA |  |  | 16851816 |
| CONGO DEMOCRATIC REPUBLIC OF - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Ivanhoe Mines Ltd 7.875% 1/23/2030 (d) |  | 698000 | 716268 |
| COSTA RICA - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Liberty Costa Rica Senior Secured Finance 10.875% 1/15/2031 (d) |  | 650000 | 683153 |
| COTE D'IVOIRE - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Endeavour Mining PLC 7% 5/28/2030 (d) |  | 735000 | 757822 |
| CZECH REPUBLIC - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Aerospace & Defense - 0.0% |  |  |  |
| Czechoslovak Group AS 6.5% 1/10/2031 (d) |  | 690000 | 710355 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| CPI Property Group SA 6% 1/27/2032 (p) | EUR | 1100000 | 1295531 |
| TOTAL CZECH REPUBLIC |  |  | 2005886 |
| DENMARK - 0.0%  |  |  |  |
| Consumer Staples - 0.0% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Carlsberg Breweries A/S 3.25% 2/28/2032 (p) | EUR | 725000 | 839792 |
| Tobacco - 0.0% |  |  |  |
| Scandinavian Tobacco Group A/S 4.875% 9/12/2029 (p) | EUR | 325000 | 391906 |
| TOTAL CONSUMER STAPLES |  |  | 1231698 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Danske Bank A/S 3.875% 1/9/2032 (b)(p) | EUR | 2200000 | 2638634 |
| Jyske Bank A/S 5.125% 5/1/2035 (b)(p) | EUR | 526000 | 645784 |
|  |  |  | 3284418 |
| Health Care - 0.0% |  |  |  |
| Biotechnology - 0.0% |  |  |  |
| GENMAB A/S/GENMAB FINANCE LLC 6.25% 12/15/2032 (d)(e) |  | 1115000 | 1146478 |
| GENMAB A/S/GENMAB FINANCE LLC 7.25% 12/15/2033 (d)(e) |  | 1115000 | 1167725 |
|  |  |  | 2314203 |
| TOTAL DENMARK |  |  | 6830319 |
| DOMINICAN REPUBLIC - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Aeropuertos Dominicanos Siglo XXI SA 7% 6/30/2034 (d) |  | 475000 | 498023 |
| FINLAND - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Leisure Products - 0.0% |  |  |  |
| Amer Sports Co 6.75% 2/16/2031 (d) |  | 2068000 | 2155894 |
| Materials - 0.0% |  |  |  |
| Paper & Forest Products - 0.0% |  |  |  |
| Ahlstrom Holding 3 Oy 4.875% 2/4/2028 (d) |  | 451000 | 438460 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Citycon Treasury BV 5% 3/11/2030 (p) | EUR | 300000 | 334454 |
| Citycon Treasury BV 5.375% 7/8/2031 (p) | EUR | 300000 | 334570 |
|  |  |  | 669024 |
| TOTAL FINLAND |  |  | 3263378 |
| FRANCE - 0.4%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |  |
| Altice France SA 6.5% 10/15/2031 (d) |  | 1212907 | 1159180 |
| Altice France SA 6.5% 4/15/2032 (d) |  | 5093696 | 4955806 |
| Altice France SA 6.875% 10/15/2030 (d) |  | 3715732 | 3661251 |
| Altice France SA 6.875% 7/15/2032 (d) |  | 1328422 | 1294832 |
|  |  |  | 11071069 |
| Media - 0.0% |  |  |  |
| Publicis Groupe SA 3.375% 6/12/2032 (p) | EUR | 700000 | 808818 |
| TOTAL COMMUNICATION SERVICES |  |  | 11879887 |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Forvia SE 6.75% 9/15/2033 (d) |  | 1090000 | 1109644 |
| Automobiles - 0.0% |  |  |  |
| RCI Banque SA 4.75% 3/24/2037 (b)(p) | EUR | 300000 | 351089 |
| RCI Banque SA 5.5% 10/9/2034 (b)(p) | EUR | 500000 | 607277 |
|  |  |  | 958366 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 2068010 |
| Consumer Staples - 0.0% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Pernod Ricard SA 3.75% 2/4/2037 (p) | EUR | 800000 | 915860 |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Vallourec SACA 7.5% 4/15/2032 (d) |  | 3317000 | 3531494 |
| Viridien 10% 10/15/2030 (d) |  | 1112000 | 1172242 |
|  |  |  | 4703736 |
| Financials - 0.3% |  |  |  |
| Banks - 0.3% |  |  |  |
| BNP Paribas SA 2.159% 9/15/2029 (b)(d) |  | 2300000 | 2170476 |
| BNP Paribas SA 3.945% 2/18/2037 (b)(p) | EUR | 2000000 | 2325724 |
| BNP Paribas SA 5.786% 1/13/2033 (b)(d) |  | 19953000 | 21046990 |
| BPCE SA 5.716% 1/18/2030 (b)(d) |  | 500000 | 518916 |
| BPCE SA 7.003% 10/19/2034 (b)(d) |  | 425000 | 477725 |
| Societe Generale SA 1.488% 12/14/2026 (b)(d) |  | 11855000 | 11839155 |
| Societe Generale SA 5.5% 4/13/2029 (b)(d) |  | 14814000 | 15172055 |
| Societe Generale SA 6.691% 1/10/2034 (b)(d) |  | 1180000 | 1291728 |
|  |  |  | 54842769 |
| Financial Services - 0.0% |  |  |  |
| Iliad Holding SAS 7% 4/15/2032 (d) |  | 1300000 | 1340084 |
| Iliad Holding SAS 8.5% 4/15/2031 (d) |  | 1512000 | 1624060 |
|  |  |  | 2964144 |
| TOTAL FINANCIALS |  |  | 57806913 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Electricite de France SA 4.75% 10/12/2034 (p) | EUR | 800000 | 998797 |
| Electricite de France SA 5.5% 1/25/2035 (p) | GBP | 200000 | 262008 |
| RTE Reseau de Transport d'Electricite SADIR 3.875% 11/24/2037 (p) | EUR | 500000 | 581827 |
|  |  |  | 1842632 |
| Multi-Utilities - 0.0% |  |  |  |
| Engie SA 3.875% 3/6/2036 (p) | EUR | 600000 | 701104 |
| Engie SA 4.25% 9/6/2034 (p) | EUR | 1300000 | 1575734 |
| Veolia Environnement SA 3.324% 6/17/2032 (p) | EUR | 1700000 | 1970971 |
|  |  |  | 4247809 |
| TOTAL UTILITIES |  |  | 6090441 |
| TOTAL FRANCE |  |  | 83464847 |
| GEORGIA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Silk Road Group Holding LLC 7.5% 9/15/2030 (d) |  | 570000 | 573209 |
| Industrials - 0.0% |  |  |  |
| Ground Transportation - 0.0% |  |  |  |
| Georgian Railway JSC 4% 6/17/2028 (d) |  | 356000 | 333010 |
| TOTAL GEORGIA |  |  | 906219 |
| GERMANY - 0.4%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Robert Bosch GmbH 4.375% 6/2/2043 (p) | EUR | 600000 | 692785 |
| ZF Europe Finance BV 4.75% 1/31/2029 (p) | EUR | 1100000 | 1260006 |
| ZF Europe Finance BV 7% 6/12/2030 (p) | EUR | 300000 | 362833 |
| ZF North America Capital Inc 6.75% 4/23/2030 (d) |  | 997000 | 968535 |
| ZF North America Capital Inc 6.875% 4/14/2028 (d) |  | 565000 | 576653 |
| ZF North America Capital Inc 6.875% 4/23/2032 (d) |  | 1984000 | 1884918 |
| ZF North America Capital Inc 7.5% 3/24/2031 (d) |  | 350000 | 346304 |
|  |  |  | 6092034 |
| Consumer Staples - 0.0% |  |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| METRO AG 4% 3/5/2030 (p) | EUR | 500000 | 603268 |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Vier Gas Transport GmbH 3.625% 9/8/2033 (p) | EUR | 900000 | 1042038 |
| Financials - 0.3% |  |  |  |
| Banks - 0.0% |  |  |  |
| Commerzbank AG 3.625% 1/14/2032 (b)(p) | EUR | 600000 | 707860 |
| DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main 3.706% 10/15/2035 (b)(p) | EUR | 400000 | 463560 |
| Volkswagen Bank GmbH 3.5% 6/19/2031 (p) | EUR | 500000 | 582462 |
|  |  |  | 1753882 |
| Capital Markets - 0.3% |  |  |  |
| Deutsche Bank AG 6.125% 12/12/2030 (b)(p) | GBP | 1200000 | 1665861 |
| Deutsche Bank AG/New York NY 3.729% 1/14/2032 (b) |  | 3100000 | 2941806 |
| Deutsche Bank AG/New York NY 4.999% 9/11/2030 (b) |  | 32720000 | 33280018 |
| Deutsche Bank AG/New York NY 5.882% 7/8/2031 (b) |  | 5000000 | 5194842 |
| Deutsche Bank AG/New York NY 6.72% 1/18/2029 (b) |  | 4927000 | 5165342 |
| Deutsche Bank AG/New York NY 6.819% 11/20/2029 (b) |  | 6013000 | 6425643 |
|  |  |  | 54673512 |
| TOTAL FINANCIALS |  |  | 56427394 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| Bayer US Finance LLC 6.375% 11/21/2030 (d) |  | 1295000 | 1384981 |
| Bayer US Finance LLC 6.5% 11/21/2033 (d) |  | 2295000 | 2485057 |
|  |  |  | 3870038 |
| Industrials - 0.0% |  |  |  |
| Air Freight & Logistics - 0.0% |  |  |  |
| Deutsche Post AG 3.75% 11/25/2037 (p) | EUR | 690000 | 803168 |
| Machinery - 0.0% |  |  |  |
| TK Elevator US Newco Inc 5.25% 7/15/2027 (d) |  | 2865000 | 2869798 |
| TOTAL INDUSTRIALS |  |  | 3672966 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Sirius Real Estate Ltd 4% 1/22/2032 (p) | EUR | 600000 | 696047 |
| Vonovia SE 3.5% 11/12/2032 (p) | EUR | 900000 | 1038392 |
|  |  |  | 1734439 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| Amprion GmbH 3.125% 8/27/2030 (p) | EUR | 500000 | 583478 |
| Amprion GmbH 3.625% 5/21/2031 (p) | EUR | 300000 | 356003 |
| Amprion GmbH 3.875% 6/5/2036 (p) | EUR | 700000 | 817368 |
| EnBW Energie Baden-Wuerttemberg AG 1.375% 8/31/2081 (b)(p) | EUR | 1600000 | 1764376 |
| EnBW International Finance BV 3.75% 11/20/2035 (p) | EUR | 1600000 | 1871279 |
| EnBW International Finance BV 5.7923% 2/26/2036 (p) | AUD | 960000 | 622667 |
|  |  |  | 6015171 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| RWE Finance US LLC 5.125% 9/18/2035 (d) |  | 1940000 | 1929938 |
| RWE Finance US LLC 5.875% 4/16/2034 (d) |  | 1209000 | 1275668 |
|  |  |  | 3205606 |
| TOTAL UTILITIES |  |  | 9220777 |
| TOTAL GERMANY |  |  | 82662954 |
| GHANA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Kosmos Energy Ltd 7.125% 4/4/2026 (d) |  | 1338000 | 1317930 |
| Kosmos Energy Ltd 7.5% 3/1/2028 (d) |  | 778000 | 536820 |
| Kosmos Energy Ltd 7.75% 5/1/2027 (d) |  | 669000 | 585375 |
| Kosmos Energy Ltd 8.75% 10/1/2031 (d) |  | 2468000 | 1431440 |
| Tullow Oil PLC 10.25% 5/15/2026 (d) |  | 2858000 | 2063990 |
| TOTAL GHANA |  |  | 5935555 |
| GRAND CAYMAN (UK OVERSEAS TER) - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Global Aircraft Leasing Co Ltd 8.75% 9/1/2027 (d) |  | 3126000 | 3233015 |
| GREECE - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Marine Transportation - 0.0% |  |  |  |
| Danaos Corp 6.875% 10/15/2032 (d) |  | 1115000 | 1134817 |
| GUATEMALA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| CT Trust 5.125% 2/3/2032 (d) |  | 1150000 | 1091787 |
| Millicom International Cellular SA 4.5% 4/27/2031 (d) |  | 2711000 | 2515131 |
| Millicom International Cellular SA 5.125% 1/15/2028 (d) |  | 324000 | 322380 |
| Millicom International Cellular SA 6.25% 3/25/2029 (d) |  | 630000 | 630945 |
| Millicom International Cellular SA 7.375% 4/2/2032 (d) |  | 683000 | 708462 |
|  |  |  | 5268705 |
| Consumer Staples - 0.0% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Cntl Amr Bottling Corp 5.25% 4/27/2029 (d) |  | 1251000 | 1224529 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Energuate Trust 2 0 6.35% 9/15/2035 (d) |  | 650000 | 647168 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Investment Energy Resources Ltd 6.25% 4/26/2029 (d) |  | 1000000 | 995000 |
| TOTAL UTILITIES |  |  | 1642168 |
| TOTAL GUATEMALA |  |  | 8135402 |
| HONG KONG - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Insurance - 0.0% |  |  |  |
| AIA Group Ltd 3.2% 9/16/2040 (d) |  | 625000 | 498535 |
| Prudential Funding Asia PLC 2.95% 11/3/2033 (b)(p) |  | 975000 | 933045 |
| TOTAL HONG KONG |  |  | 1431580 |
| HUNGARY - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Magyar Export-Import Bank Zrt 6.125% 12/4/2027 (d) |  | 400000 | 412250 |
| OTP Bank Nyrt 8.75% 5/15/2033 (b)(p) |  | 400000 | 425624 |
|  |  |  | 837874 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| MVM Energetika Zrt 6.5% 3/13/2031 (p) |  | 215000 | 227470 |
| TOTAL HUNGARY |  |  | 1065344 |
| INDIA - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Consumer Finance - 0.0% |  |  |  |
| Shriram Finance Ltd 6.625% 4/22/2027 (d) |  | 925000 | 939453 |
| Health Care - 0.0% |  |  |  |
| Biotechnology - 0.0% |  |  |  |
| Biocon Biologics Global PLC 6.67% 10/9/2029 (d) |  | 420000 | 413309 |
| TOTAL INDIA |  |  | 1352762 |
| INDONESIA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Medco Laurel Tree Pte Ltd 6.95% 11/12/2028 (d) |  | 1006000 | 1010863 |
| Medco Maple Tree Pte Ltd 8.96% 4/27/2029 (d) |  | 945000 | 985163 |
| Pertamina Persero PT 4.175% 1/21/2050 (d) |  | 774000 | 609912 |
|  |  |  | 2605938 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Freeport Indonesia PT 4.763% 4/14/2027 (d) |  | 425000 | 425930 |
| Freeport Indonesia PT 5.315% 4/14/2032 (d) |  | 1012000 | 1026217 |
| Freeport Indonesia PT 6.2% 4/14/2052 (d) |  | 425000 | 435493 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT 5.45% 5/15/2030 (d) |  | 1645000 | 1695892 |
|  |  |  | 3583532 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Pertamina Geothermal Energy PT 5.15% 4/27/2028 (d) |  | 361000 | 366528 |
| TOTAL INDONESIA |  |  | 6555998 |
| IRELAND - 0.7%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| Flutter Treasury DAC 5.875% 6/4/2031 (d) |  | 1054000 | 1064551 |
| Financials - 0.4% |  |  |  |
| Consumer Finance - 0.4% |  |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  |  | 484000 | 476715 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  |  | 10717000 | 10374974 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032  |  | 34205000 | 31685298 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 4/3/2026  |  | 276000 | 276106 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.1% 1/19/2029  |  | 11617000 | 11898716 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.75% 6/6/2028  |  | 14420000 | 14949975 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  |  | 1392000 | 1431799 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.5% 1/31/2056 (b) |  | 1073000 | 1103016 |
|  |  |  | 72196599 |
| Financial Services - 0.0% |  |  |  |
| GGAM Finance Ltd 5.875% 3/15/2030 (d) |  | 1339000 | 1354037 |
| GGAM Finance Ltd 6.875% 4/15/2029 (d) |  | 603000 | 625691 |
| GGAM Finance Ltd 8% 2/15/2027 (d) |  | 138000 | 141158 |
| GGAM Finance Ltd 8% 6/15/2028 (d) |  | 2469000 | 2615562 |
|  |  |  | 4736448 |
| TOTAL FINANCIALS |  |  | 76933047 |
| Industrials - 0.3% |  |  |  |
| Transportation Infrastructure - 0.3% |  |  |  |
| Avolon Holdings Funding Ltd 4.25% 4/15/2026 (d) |  | 30498000 | 30472241 |
| Avolon Holdings Funding Ltd 4.375% 5/1/2026 (d) |  | 1716000 | 1714778 |
| Avolon Holdings Funding Ltd 5.15% 1/15/2030 (d) |  | 1971000 | 2006379 |
| Avolon Holdings Funding Ltd 5.375% 5/30/2030 (d) |  | 6790000 | 6980765 |
| Avolon Holdings Funding Ltd 5.75% 11/15/2029 (d) |  | 4222000 | 4389738 |
| Avolon Holdings Funding Ltd 6.375% 5/4/2028 (d) |  | 10485000 | 10933132 |
|  |  |  | 56497033 |
| Materials - 0.0% |  |  |  |
| Containers & Packaging - 0.0% |  |  |  |
| Smurfit Kappa Treasury ULC 3.489% 11/24/2031  | EUR | 190000 | 221891 |
| TOTAL IRELAND |  |  | 134716522 |
| ISRAEL - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Energean Israel Finance Ltd 5.375% 3/30/2028 (d)(p) |  | 1123000 | 1104408 |
| Energean Israel Finance Ltd 5.875% 3/30/2031 (d)(p) |  | 325000 | 313984 |
| Energean Israel Finance Ltd 8.5% 9/30/2033 (d)(p) |  | 100000 | 106658 |
| Leviathan Bond Ltd 6.5% 6/30/2027 (d)(p) |  | 1005000 | 1010025 |
| Leviathan Bond Ltd 6.75% 6/30/2030 (d)(p) |  | 335000 | 339530 |
|  |  |  | 2874605 |
| Health Care - 0.0% |  |  |  |
| Pharmaceuticals - 0.0% |  |  |  |
| Teva Pharmaceutical Finance Netherlands III BV 3.15% 10/1/2026  |  | 1173000 | 1157464 |
| Teva Pharmaceutical Finance Netherlands III BV 4.75% 5/9/2027  |  | 118000 | 117910 |
| Teva Pharmaceutical Finance Netherlands III BV 6% 12/1/2032  |  | 1421000 | 1491715 |
| Teva Pharmaceutical Finance Netherlands III BV 7.875% 9/15/2029  |  | 811000 | 887654 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  |  | 847000 | 878990 |
|  |  |  | 4533733 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Israel Electric Corp Ltd 3.75% 2/22/2032 (d)(p) |  | 400000 | 375125 |
| TOTAL ISRAEL |  |  | 7783463 |
| ITALY - 0.1%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| Intesa Sanpaolo SpA 4.198% 6/1/2032 (b)(d) |  | 3523000 | 3359382 |
| Intesa Sanpaolo SpA 5.71% 1/15/2026 (d) |  | 4470000 | 4475363 |
| Intesa Sanpaolo SpA 6.625% 6/20/2033 (d) |  | 4137000 | 4577902 |
|  |  |  | 12412647 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Enel Finance International NV 4.375% 9/30/2030 (d) |  | 387000 | 386472 |
| Enel Finance International NV 5.5% 6/26/2034 (d) |  | 700000 | 731475 |
| Enel Finance International NV 7.5% 10/14/2032 (d) |  | 245000 | 283289 |
| Enel SpA 3.375% (b)(p)(q) | EUR | 345000 | 401081 |
|  |  |  | 1802317 |
| Gas Utilities - 0.0% |  |  |  |
| Snam SpA 5.75% 5/28/2035 (d) |  | 749000 | 782900 |
| TOTAL UTILITIES |  |  | 2585217 |
| TOTAL ITALY |  |  | 14997864 |
| JAMAICA - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| Kingston Airport Revenue Finance Ltd 6.75% 12/15/2036 (d) |  | 425000 | 433500 |
| Montego Bay Airport Revenue Finance Ltd 6.6% 6/15/2035 (d) |  | 285000 | 285624 |
| TOTAL JAMAICA |  |  | 719124 |
| JAPAN - 0.1%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |  |
| NTT Finance Corp 3.678% 7/16/2033 (p) | EUR | 450000 | 530347 |
| NTT Finance Corp 4.567% 7/16/2027 (d) |  | 2256000 | 2273010 |
| NTT Finance Corp 4.62% 7/16/2028 (d) |  | 2282000 | 2313838 |
| NTT Finance Corp 4.876% 7/16/2030 (d) |  | 7959000 | 8131048 |
|  |  |  | 13248243 |
| Consumer Staples - 0.0% |  |  |  |
| Tobacco - 0.0% |  |  |  |
| Japan Tobacco Inc 5.856% 6/15/2035 (d) |  | 740000 | 794656 |
| TOTAL JAPAN |  |  | 14042899 |
| KAZAKHSTAN - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| KazMunayGas National Co JSC 3.5% 4/14/2033 (d) |  | 885000 | 799270 |
| KazMunayGas National Co JSC 5.375% 4/24/2030 (d) |  | 593000 | 605311 |
| KazMunayGas National Co JSC 5.75% 4/19/2047 (d) |  | 121000 | 114888 |
| Tengizchevroil Finance Co International Ltd 3.25% 8/15/2030 (d) |  | 649000 | 598905 |
| TOTAL KAZAKHSTAN |  |  | 2118374 |
| KOREA (SOUTH) - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| POSCO 5.75% 1/17/2028 (d) |  | 840000 | 865778 |
| POSCO 5.875% 1/17/2033 (d) |  | 200000 | 213846 |
| TOTAL KOREA (SOUTH) |  |  | 1079624 |
| KUWAIT - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| MEGlobal BV 2.625% 4/28/2028 (d) |  | 596000 | 570116 |
| LUXEMBOURG - 0.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Media - 0.0% |  |  |  |
| Altice Financing SA 5.75% 8/15/2029 (d) |  | 4591000 | 3064493 |
| Altice Financing SA 9.625% 7/15/2027 (d) |  | 685000 | 546746 |
|  |  |  | 3611239 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Altice France Lux 3 / Altice Holdings 1 10% 1/15/2033 (d) |  | 603900 | 575281 |
| TOTAL COMMUNICATION SERVICES |  |  | 4186520 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Breakwater Energy Holdings Sarl 9.25% 11/15/2030 (d) |  | 1060000 | 1097906 |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Titanium 2l Bondco Sarl 6.25% 1/14/2031 pay-in-kind  | EUR | 643200 | 171650 |
| Industrials - 0.0% |  |  |  |
| Electrical Equipment - 0.0% |  |  |  |
| Albion Financing 1 SARL / Aggreko Holdings Inc 7% 5/21/2030 (d) |  | 1100000 | 1143399 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Herens Holdco Sarl 4.75% 5/15/2028 (d) |  | 2474000 | 2152332 |
| Real Estate - 0.1% |  |  |  |
| Diversified REITs - 0.0% |  |  |  |
| Stoneweg Ereit Lux Finco Sarl 4.125% 2/22/2033 (p) | EUR | 1300000 | 1489931 |
| Industrial REITs - 0.0% |  |  |  |
| Prologis International Funding II SA 4.375% 7/1/2036 (p) | EUR | 300000 | 360736 |
| Real Estate Management & Development - 0.1% |  |  |  |
| AXA Logistics Europe Master SCA 3.375% 5/13/2031 (p) | EUR | 400000 | 464341 |
| Blackstone Property Partners Europe Holdings Sarl 1.75% 3/12/2029 (p) | EUR | 1745000 | 1935504 |
| CBRE Europe Logistics Partners SCA SICAV-SIF 3.5% 9/22/2032 (p) | EUR | 800000 | 916013 |
| CBRE Open-Ended Funds SCA SICAV-SIF 4.75% 3/27/2034 (p) | EUR | 630000 | 769176 |
| Logicor Financing Sarl 1.625% 1/17/2030 (p) | EUR | 420000 | 456087 |
| Logicor Financing Sarl 2% 1/17/2034 (p) | EUR | 1365000 | 1359267 |
| Logicor Financing Sarl 4.25% 7/18/2029 (p) | EUR | 100000 | 120214 |
| P3 Group Sarl 3.75% 4/2/2033 (p) | EUR | 400000 | 458886 |
| P3 Group Sarl 4% 4/19/2032 (p) | EUR | 600000 | 705803 |
|  |  |  | 7185291 |
| TOTAL REAL ESTATE |  |  | 9035958 |
| TOTAL LUXEMBOURG |  |  | 17787765 |
| MALAYSIA - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| GENM Capital Labuan Ltd 3.882% 4/19/2031 (d) |  | 1035000 | 930812 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Petronas Capital Ltd 3.404% 4/28/2061 (d) |  | 1157000 | 805226 |
| Petronas Capital Ltd 3.5% 4/21/2030 (d) |  | 643000 | 627626 |
|  |  |  | 1432852 |
| Industrials - 0.0% |  |  |  |
| Marine Transportation - 0.0% |  |  |  |
| MISC Capital Two Labuan Ltd 3.75% 4/6/2027 (d) |  | 1275000 | 1265106 |
| TOTAL MALAYSIA |  |  | 3628770 |
| MAURITIUS - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Axian Telecom Holding & Management PLC 7.25% 7/11/2030 (d) |  | 1559000 | 1575073 |
| MEXICO - 1.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Metalsa Sapi De Cv 3.75% 5/4/2031 (d) |  | 660000 | 565329 |
| Consumer Staples - 0.0% |  |  |  |
| Food Products - 0.0% |  |  |  |
| Gruma SAB de CV 5.761% 12/9/2054 (d) |  | 872000 | 877450 |
| Energy - 0.9% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.9% |  |  |  |
| FEL Energy VI SARL 5.75% 12/1/2040 (d) |  | 614517 | 607088 |
| Petroleos Mexicanos 10% 2/7/2033  |  | 4400000 | 5078040 |
| Petroleos Mexicanos 5.35% 2/12/2028  |  | 758000 | 755726 |
| Petroleos Mexicanos 5.95% 1/28/2031  |  | 71475000 | 68906189 |
| Petroleos Mexicanos 6.35% 2/12/2048  |  | 13841000 | 10816049 |
| Petroleos Mexicanos 6.5% 6/2/2041  |  | 237000 | 205329 |
| Petroleos Mexicanos 6.625% 6/15/2035  |  | 3475000 | 3278663 |
| Petroleos Mexicanos 6.7% 2/16/2032  |  | 30067000 | 29791887 |
| Petroleos Mexicanos 6.75% 9/21/2047  |  | 14163000 | 11529107 |
| Petroleos Mexicanos 6.95% 1/28/2060  |  | 11590000 | 9362518 |
| Petroleos Mexicanos 7.69% 1/23/2050  |  | 49352000 | 44007178 |
| Petroleos Mexicanos 8.75% 6/2/2029  |  | 800000 | 856000 |
|  |  |  | 185193774 |
| Financials - 0.1% |  |  |  |
| Banks - 0.0% |  |  |  |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.25% 9/10/2029 (d) |  | 867000 | 888805 |
| Capital Markets - 0.1% |  |  |  |
| Eagle Funding Luxco Sarl 5.5% 8/17/2030 (d) |  | 2025000 | 2054140 |
| TOTAL FINANCIALS |  |  | 2942945 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Braskem Idesa SAPI 7.45% 11/15/2029 (d)(k) |  | 769000 | 461977 |
| Orbia Advance Corp SAB de CV 2.875% 5/11/2031 (d) |  | 706000 | 574423 |
| Orbia Advance Corp SAB de CV 6.8% 5/13/2030 (d) |  | 1340000 | 1328275 |
|  |  |  | 2364675 |
| Metals & Mining - 0.0% |  |  |  |
| Fresnillo PLC 4.25% 10/2/2050 (d) |  | 700000 | 552797 |
| TOTAL MATERIALS |  |  | 2917472 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Corp Inmobiliaria Vesta SAB de CV 5.5% 1/30/2033 (d) |  | 720000 | 723643 |
| Utilities - 0.0% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy 7.875% 2/15/2039 (d) |  | 852639 | 925113 |
| Saavi Energia Sarl 8.875% 2/10/2035 (d) |  | 1327000 | 1420726 |
|  |  |  | 2345839 |
| TOTAL MEXICO |  |  | 195566452 |
| MOROCCO - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| OCP SA 3.75% 6/23/2031 (d) |  | 1365000 | 1272436 |
| OCP SA 5.125% 6/23/2051 (d) |  | 275000 | 227245 |
| OCP SA 6.1% 4/30/2030 (d) |  | 505000 | 526305 |
| OCP SA 6.75% 5/2/2034 (d) |  | 457000 | 492244 |
| OCP SA 6.875% 4/25/2044 (d) |  | 625000 | 649913 |
| OCP SA 7.5% 5/2/2054 (d) |  | 400000 | 442452 |
| TOTAL MOROCCO |  |  | 3610595 |
| NETHERLANDS - 0.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Koninklijke KPN NV 3.875% 2/16/2036 (p) | EUR | 400000 | 467684 |
| Media - 0.0% |  |  |  |
| Ziggo BV 4.875% 1/15/2030 (d) |  | 762000 | 721941 |
| TOTAL COMMUNICATION SERVICES |  |  | 1189625 |
| Consumer Staples - 0.0% |  |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |  |
| REWE International Finance BV 4.875% 9/13/2030 (p) | EUR | 1000000 | 1240899 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Cooperatieve Rabobank UA 1.125% 5/7/2031 (p) | EUR | 900000 | 944252 |
| Cooperatieve Rabobank UA 5.71% 1/21/2033 (b)(d) |  | 1430000 | 1516352 |
| ING Groep NV 3% 8/17/2031 (b)(p) | EUR | 1400000 | 1616603 |
|  |  |  | 4077207 |
| Information Technology - 0.1% |  |  |  |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.85% 8/19/2032  |  | 5946000 | 5998889 |
| NXP BV / NXP Funding LLC / NXP USA Inc 5.25% 8/19/2035  |  | 15771000 | 16038595 |
|  |  |  | 22037484 |
| TOTAL NETHERLANDS |  |  | 28545215 |
| NIGERIA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| IHS Holding Ltd 5.625% 11/29/2026 (d) |  | 1129000 | 1120758 |
| IHS Holding Ltd 6.25% 11/29/2028 (d) |  | 595000 | 591281 |
| IHS Holding Ltd 7.875% 5/29/2030 (d) |  | 1631000 | 1659543 |
| IHS Holding Ltd 8.25% 11/29/2031 (d) |  | 1098000 | 1138626 |
|  |  |  | 4510208 |
| Information Technology - 0.0% |  |  |  |
| Communications Equipment - 0.0% |  |  |  |
| IHS Netherlands Holdco BV 8% 9/18/2027 (d) |  | 532793 | 533459 |
| TOTAL NIGERIA |  |  | 5043667 |
| NORWAY - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| TGS ASA 8.5% 1/15/2030 (d) |  | 1253000 | 1299199 |
| PANAMA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Sable International Finance Ltd 7.125% 10/15/2032 (d) |  | 2709000 | 2731999 |
| Media - 0.0% |  |  |  |
| Telecomunicaciones Digitales SA 4.5% 1/30/2030 (d) |  | 1435000 | 1362303 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| C&W Senior Finance Ltd 9% 1/15/2033 (d) |  | 3920000 | 4073222 |
| TOTAL COMMUNICATION SERVICES |  |  | 8167524 |
| Industrials - 0.0% |  |  |  |
| Air Freight & Logistics - 0.0% |  |  |  |
| Aeropuerto Internacional de Tocumen SA 5.125% 8/11/2061 (d) |  | 348000 | 277721 |
| TOTAL PANAMA |  |  | 8445245 |
| PARAGUAY - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Telefonica Celular del Paraguay SA 5.875% 4/15/2027 (d) |  | 200000 | 199109 |
| PERU - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Broadline Retail - 0.0% |  |  |  |
| InRetail Shopping Malls 5.65% 10/16/2032 (d) |  | 640000 | 641402 |
| Consumer Staples - 0.0% |  |  |  |
| Food Products - 0.0% |  |  |  |
| Camposol SA 6% 2/3/2027 (d) |  | 558000 | 549105 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Banco de Credito del Peru S.A. 5.8% 3/10/2035 (b)(d) |  | 908000 | 916635 |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Cia de Minas Buenaventura SAA 6.8% 2/4/2032 (d) |  | 935000 | 966884 |
| Volcan Cia Minera SAA 8.5% 10/28/2032 (d) |  | 2477000 | 2512173 |
|  |  |  | 3479057 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Kallpa Generacion SA 5.5% 9/11/2035 (d) |  | 465000 | 467325 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| Niagara Energy SAC 5.746% 10/3/2034 (d) |  | 875000 | 894618 |
| TOTAL UTILITIES |  |  | 1361943 |
| TOTAL PERU |  |  | 6948142 |
| POLAND - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| ORLEN SA 6% 1/30/2035 (d) |  | 1161000 | 1230628 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| GTC Aurora Luxembourg SA 2.25% 6/23/2026 (p) | EUR | 1225000 | 1400833 |
| GTC Finance DAC 6.5% 10/15/2030 (p) | EUR | 1200000 | 1260140 |
|  |  |  | 2660973 |
| TOTAL POLAND |  |  | 3891601 |
| PORTUGAL - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Insurance - 0.0% |  |  |  |
| Fidelidade - Co De Seguros SA/Portugal 4.25% 9/4/2031 (b)(p) | EUR | 300000 | 350677 |
| QATAR - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Ooredoo International Finance Ltd 2.625% 4/8/2031 (d) |  | 575000 | 529963 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| QatarEnergy 1.375% 9/12/2026 (d) |  | 1396000 | 1363473 |
| QatarEnergy 2.25% 7/12/2031 (d) |  | 2600000 | 2344187 |
| QatarEnergy 3.125% 7/12/2041 (d) |  | 1920000 | 1484582 |
| QatarEnergy 3.3% 7/12/2051 (d) |  | 2489000 | 1768335 |
|  |  |  | 6960577 |
| TOTAL QATAR |  |  | 7490540 |
| SAUDI ARABIA - 0.1%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| EIG Pearl Holdings Sarl 3.545% 8/31/2036 (d) |  | 2478296 | 2288930 |
| Saudi Arabian Oil Co 2.25% 11/24/2030 (d) |  | 2745000 | 2479984 |
| Saudi Arabian Oil Co 3.25% 11/24/2050 (d) |  | 1060000 | 718765 |
| Saudi Arabian Oil Co 3.5% 11/24/2070 (d) |  | 1059000 | 685522 |
| Saudi Arabian Oil Co 3.5% 4/16/2029 (d) |  | 1982000 | 1934392 |
| Saudi Arabian Oil Co 4.25% 4/16/2039 (d) |  | 2588000 | 2350836 |
| Saudi Arabian Oil Co 4.375% 4/16/2049 (d) |  | 295000 | 247872 |
| Saudi Arabian Oil Co 5.875% 7/17/2064 (d) |  | 400000 | 394752 |
| Saudi Arabian Oil Co 6.375% 6/2/2055 (p) |  | 1295000 | 1379538 |
|  |  |  | 12480591 |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Gaci First Investment Co 5% 10/13/2027 (p) |  | 1250000 | 1264950 |
| Gaci First Investment Co 5.25% 10/13/2032 (p) |  | 600000 | 621312 |
|  |  |  | 1886262 |
| Industrials - 0.0% |  |  |  |
| Construction & Engineering - 0.0% |  |  |  |
| Greensaif Pipelines Bidco Sarl 5.8528% 2/23/2036 (d) |  | 935000 | 974878 |
| Greensaif Pipelines Bidco Sarl 6.1027% 8/23/2042 (d) |  | 725000 | 756269 |
| Greensaif Pipelines Bidco Sarl 6.129% 2/23/2038 (d) |  | 1934000 | 2054759 |
| Greensaif Pipelines Bidco Sarl 6.51% 2/23/2042 (d) |  | 605000 | 658210 |
|  |  |  | 4444116 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Ma'aden Sukuk Ltd 5.25% 2/13/2030 (d) |  | 1105000 | 1131675 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Dar Al-Arkan Sukuk Co Ltd 7.25% 7/2/2030 (p) |  | 640000 | 647705 |
| TOTAL SAUDI ARABIA |  |  | 20590349 |
| SERBIA - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Distributors - 0.0% |  |  |  |
| Telecommunications co Telekom Srbija AD Belgrade 7% 10/28/2029 (d) |  | 710000 | 712688 |
| SOUTH AFRICA - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Liquid Telecommunications Financing Plc 5.5% 9/4/2026 (d) |  | 4686000 | 4285301 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| MTN Mauritius Investments Ltd 6.5% 10/13/2026 (d) |  | 492000 | 497230 |
| TOTAL COMMUNICATION SERVICES |  |  | 4782531 |
| Industrials - 0.0% |  |  |  |
| Ground Transportation - 0.0% |  |  |  |
| Transnet/South Africa 8.25% 2/6/2028 (d) |  | 395000 | 418700 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Sasol Financing USA LLC 4.375% 9/18/2026  |  | 853000 | 847140 |
| Sasol Financing USA LLC 5.5% 3/18/2031  |  | 210000 | 178146 |
| Sasol Financing USA LLC 6.5% 9/27/2028  |  | 610000 | 601003 |
| Sasol Financing USA LLC 8.75% 5/3/2029 (d) |  | 515000 | 523663 |
|  |  |  | 2149952 |
| Metals & Mining - 0.0% |  |  |  |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc 5.854% 5/13/2032 (d) |  | 640000 | 670109 |
| TOTAL MATERIALS |  |  | 2820061 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Eskom Holdings 6.35% 8/10/2028 (d) |  | 1293000 | 1332194 |
| Eskom Holdings 8.45% 8/10/2028 (d) |  | 685000 | 733549 |
|  |  |  | 2065743 |
| TOTAL SOUTH AFRICA |  |  | 10087035 |
| SPAIN - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Banco Bilbao Vizcaya Argentaria SA 6.033% 3/13/2035 (b) |  | 1200000 | 1286039 |
| CaixaBank SA 3.625% 9/19/2032 (b)(p) | EUR | 700000 | 826858 |
| TOTAL SPAIN |  |  | 2112897 |
| SWEDEN - 0.0%  |  |  |  |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Heimstaden Bostad AB 3.875% 11/5/2029 (p) | EUR | 1335000 | 1572737 |
| Samhallsbyggnadsbolaget I Norden Holding AB 2.25% 7/12/2027 (p) | EUR | 1465000 | 1597856 |
| TOTAL SWEDEN |  |  | 3170593 |
| SWITZERLAND - 0.4%  |  |  |  |
| Financials - 0.4% |  |  |  |
| Capital Markets - 0.4% |  |  |  |
| UBS Group AG 1.494% 8/10/2027 (b)(d) |  | 2024000 | 1986232 |
| UBS Group AG 3.869% 1/12/2029 (b)(d) |  | 3711000 | 3688551 |
| UBS Group AG 4.125% 6/9/2033 (b)(p) | EUR | 1970000 | 2380876 |
| UBS Group AG 4.194% 4/1/2031 (b)(d) |  | 40329000 | 40044980 |
| UBS Group AG 4.55% 4/17/2026  |  | 250000 | 250455 |
| UBS Group AG 4.75% 3/17/2032 (b)(p) | EUR | 1900000 | 2368098 |
| UBS Group AG 5.428% 2/8/2030 (b)(d) |  | 19318000 | 20012265 |
| UBS Group AG 5.699% 2/8/2035 (b)(d) |  | 2000000 | 2118228 |
|  |  |  | 72849685 |
| Insurance - 0.0% |  |  |  |
| Argentum Netherlands BV for Swiss Re Ltd 5.625% 8/15/2052 (b)(p) |  | 2430000 | 2451608 |
| Swiss Re Finance Luxembourg SA 5% 4/2/2049 (b)(d) |  | 200000 | 201650 |
| Zurich Finance Ireland Designated Activity Co 3.5% 5/2/2052 (b)(p) |  | 1605000 | 1462093 |
|  |  |  | 4115351 |
| TOTAL FINANCIALS |  |  | 76965036 |
| Industrials - 0.0% |  |  |  |
| Aerospace & Defense - 0.0% |  |  |  |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 6.375% 2/1/2030 (d) |  | 3213000 | 3093903 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 7.875% 5/1/2027 (d) |  | 1478000 | 1487226 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc 9.5% 6/1/2028 (d) |  | 832000 | 861663 |
|  |  |  | 5442792 |
| Materials - 0.0% |  |  |  |
| Chemicals - 0.0% |  |  |  |
| Consolidated Energy Finance SA 12% 2/15/2031 (d) |  | 1535000 | 1043800 |
| Consolidated Energy Finance SA 5.625% 10/15/2028 (d) |  | 820000 | 569080 |
| Consolidated Energy Finance SA 6.5% 5/15/2026 (d) |  | 2941000 | 2789115 |
|  |  |  | 4401995 |
| Containers & Packaging - 0.0% |  |  |  |
| SIG Combibloc PurchaseCo Sarl 3.75% 3/19/2030 (p) | EUR | 275000 | 322960 |
| TOTAL MATERIALS |  |  | 4724955 |
| TOTAL SWITZERLAND |  |  | 87132783 |
| TANZANIA - 0.0%  |  |  |  |
| Information Technology - 0.0% |  |  |  |
| Communications Equipment - 0.0% |  |  |  |
| HTA Group Ltd/Mauritius 7.5% 6/4/2029 (d) |  | 1250000 | 1296100 |
| THAILAND - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| PTT Treasury Center Co Ltd 3.7% 7/16/2070 (d) |  | 1089000 | 766460 |
| TURKEY - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Turkiye Garanti Bankasi AS 8.125% 1/8/2036 (b)(d) |  | 680000 | 701522 |
| Turkiye Ihracat Kredi Bankasi AS 6.375% 10/3/2030 (d) |  | 565000 | 564469 |
| Turkiye Ihracat Kredi Bankasi AS 6.875% 7/3/2028 (d) |  | 718000 | 737745 |
|  |  |  | 2003736 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| TAV Havalimanlari Holding AS 8.5% 12/7/2028 (d) |  | 305000 | 318344 |
| TOTAL TURKEY |  |  | 2322080 |
| UKRAINE - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| NAK Naftogaz Ukraine via Kondor Finance PLC loan participation 7.625% 11/8/2028 pay-in-kind (d) |  | 700536 | 541654 |
| UNITED ARAB EMIRATES - 0.1%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Adnoc Murban Rsc Ltd 5.125% 9/11/2054 (d) |  | 693000 | 664413 |
| Galaxy Pipeline Assets Bidco Ltd 2.16% 3/31/2034 (d) |  | 564246 | 509103 |
| Galaxy Pipeline Assets Bidco Ltd 2.625% 3/31/2036 (d) |  | 2550000 | 2244000 |
|  |  |  | 3417516 |
| Financials - 0.1% |  |  |  |
| Financial Services - 0.1% |  |  |  |
| Abu Dhabi Developmental Holding Co PJSC 5.25% 10/2/2054 (d) |  | 873000 | 862360 |
| Abu Dhabi Developmental Holding Co PJSC 5.5% 5/8/2034 (d) |  | 460000 | 487867 |
| MDGH GMTN RSC Ltd 2.875% 11/7/2029 (d) |  | 1128000 | 1073715 |
| MDGH GMTN RSC Ltd 4.375% 11/22/2033 (d) |  | 402000 | 397148 |
| MDGH GMTN RSC Ltd 5.084% 5/22/2053 (d) |  | 961000 | 927365 |
| MDGH GMTN RSC Ltd Series 1, 5.5% 4/28/2033 (d) |  | 749000 | 794315 |
| Sobha Sukuk Ltd 8.75% 7/17/2028 (p) |  | 370000 | 384001 |
|  |  |  | 4926771 |
| Industrials - 0.0% |  |  |  |
| Transportation Infrastructure - 0.0% |  |  |  |
| DP World Crescent Ltd 3.7495% 1/30/2030 (d) |  | 1265000 | 1229027 |
| DP World Ltd/United Arab Emirates 5.625% 9/25/2048 (d) |  | 787000 | 782081 |
|  |  |  | 2011108 |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Aldar Properties PJSC 6.6227% 4/15/2055 (b)(p) |  | 1155000 | 1213836 |
| Alpha Star Holding IX Ltd 7% 8/26/2028 (p) |  | 635000 | 646620 |
| Alpha Star Holding VIII Ltd 8.375% 4/12/2027 (p) |  | 750000 | 772500 |
|  |  |  | 2632956 |
| Utilities - 0.0% |  |  |  |
| Multi-Utilities - 0.0% |  |  |  |
| Abu Dhabi National Energy Co PJSC 4% 10/3/2049 (d) |  | 950000 | 776587 |
| Abu Dhabi National Energy Co PJSC 4.375% 1/24/2029 (d) |  | 505000 | 508762 |
| Abu Dhabi National Energy Co PJSC 4.696% 4/24/2033 (d) |  | 468000 | 472413 |
| Abu Dhabi National Energy Co PJSC 4.75% 3/9/2037 (d) |  | 932000 | 922392 |
| Abu Dhabi National Energy Co PJSC 4.875% 4/23/2030 (d) |  | 488000 | 501644 |
|  |  |  | 3181798 |
| TOTAL UNITED ARAB EMIRATES |  |  | 16170149 |
| UNITED KINGDOM - 1.1%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| BT Finance PLC 3.375% 11/17/2032 (p) | EUR | 700000 | 807946 |
| Virgin Media Finance PLC 5% 7/15/2030 (d) |  | 933000 | 825727 |
|  |  |  | 1633673 |
| Media - 0.0% |  |  |  |
| Virgin Media Secured Finance PLC 4.5% 8/15/2030 (d) |  | 2036000 | 1898336 |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Vmed O2 UK Financing I PLC 4.25% 1/31/2031 (d) |  | 1467000 | 1340582 |
| Vmed O2 UK Financing I PLC 6.75% 1/15/2033 (d) |  | 555000 | 552705 |
|  |  |  | 1893287 |
| TOTAL COMMUNICATION SERVICES |  |  | 5425296 |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Macquarie Airfinance Holdings Ltd 6.4% 3/26/2029 (d) |  | 1169000 | 1228821 |
| Macquarie Airfinance Holdings Ltd 6.5% 3/26/2031 (d) |  | 1090000 | 1168785 |
|  |  |  | 2397606 |
| Broadline Retail - 0.0% |  |  |  |
| John Lewis PLC 4.25% 12/18/2034 (p) | GBP | 550000 | 614225 |
| Hotels, Restaurants & Leisure - 0.0% |  |  |  |
| IHG Finance LLC 3.375% 9/10/2030 (p) | EUR | 325000 | 378705 |
| Whitbread Group PLC 2.375% 5/31/2027 (p) | GBP | 100000 | 128158 |
|  |  |  | 506863 |
| Household Durables - 0.0% |  |  |  |
| Berkeley Group PLC/The 2.5% 8/11/2031 (p) | GBP | 1755000 | 2004836 |
| Specialty Retail - 0.0% |  |  |  |
| Belron UK Finance PLC 5.75% 10/15/2029 (d) |  | 300000 | 305079 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 5828609 |
| Consumer Staples - 0.4% |  |  |  |
| Tobacco - 0.4% |  |  |  |
| BAT Capital Corp 4.7% 4/2/2027  |  | 2539000 | 2554284 |
| BAT Capital Corp 4.906% 4/2/2030  |  | 47811000 | 48966970 |
| BAT Capital Corp 5.282% 4/2/2050  |  | 1336000 | 1224469 |
| BAT Capital Corp 5.834% 2/20/2031  |  | 5473000 | 5816468 |
| BAT Capital Corp 6.421% 8/2/2033  |  | 7500000 | 8308143 |
| BAT International Finance PLC 4.125% 4/12/2032 (p) | EUR | 2190000 | 2622190 |
| Imperial Brands Finance Netherlands BV 5.25% 2/15/2031 (p) | EUR | 585000 | 736266 |
| Imperial Brands Finance PLC 3.875% 2/12/2034 (p) | EUR | 1450000 | 1663329 |
| Imperial Brands Finance PLC 6.125% 7/27/2027 (d) |  | 3927000 | 4041091 |
| Reynolds American Inc 5.7% 8/15/2035  |  | 551000 | 579984 |
| Reynolds American Inc 5.85% 8/15/2045  |  | 90000 | 89725 |
|  |  |  | 76602919 |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| EG Global Finance PLC 12% 11/30/2028 (d) |  | 4733000 | 5156002 |
| Harbour Energy PLC 5.5% 10/15/2026 (d) |  | 190000 | 188575 |
|  |  |  | 5344577 |
| Financials - 0.6% |  |  |  |
| Banks - 0.6% |  |  |  |
| Barclays PLC 2.279% 11/24/2027 (b) |  | 7150000 | 7016674 |
| Barclays PLC 2.645% 6/24/2031 (b) |  | 10233000 | 9472140 |
| Barclays PLC 3.543% 8/14/2031 (b)(p) | EUR | 2000000 | 2349883 |
| Barclays PLC 5.335% 9/10/2035 (b) |  | 2607000 | 2663395 |
| Barclays PLC 5.69% 3/12/2030 (b) |  | 45815000 | 47725831 |
| Barclays PLC 5.829% 5/9/2027 (b) |  | 3236000 | 3258031 |
| Barclays PLC 6.224% 5/9/2034 (b) |  | 7080000 | 7657735 |
| Barclays PLC 6.49% 9/13/2029 (b) |  | 13180000 | 13951527 |
| Barclays PLC 7.437% 11/2/2033 (b) |  | 3625000 | 4172071 |
| HSBC Holdings PLC 4.856% 5/23/2033 (b)(p) | EUR | 775000 | 972222 |
| HSBC Holdings PLC 5.813% 5/22/2033 (b)(p) | GBP | 725000 | 998768 |
| HSBC Holdings PLC 6.254% 3/9/2034 (b) |  | 500000 | 547963 |
| HSBC Holdings PLC 8.201% 11/16/2034 (b)(p) | GBP | 400000 | 585094 |
| Lloyds Banking Group PLC 4.75% 9/21/2031 (b)(p) | EUR | 2480000 | 3080621 |
| NatWest Group PLC 2.105% 11/28/2031 (b)(p) | GBP | 1185000 | 1537567 |
| NatWest Group PLC 3.073% 5/22/2028 (b) |  | 6305000 | 6214727 |
| NatWest Group PLC 5.847% 3/2/2027 (b) |  | 5706000 | 5727649 |
| NatWest Group PLC 7.416% 6/6/2033 (b)(p) | GBP | 380000 | 531269 |
| Standard Chartered PLC 3.864% 3/17/2033 (b)(p) | EUR | 700000 | 828063 |
| Virgin Money UK PLC 7.625% 8/23/2029 (b)(p) | GBP | 1135000 | 1626781 |
|  |  |  | 120918011 |
| Consumer Finance - 0.0% |  |  |  |
| Motability Operations Group PLC 3.625% 1/22/2033 (p) | EUR | 975000 | 1137043 |
| Financial Services - 0.0% |  |  |  |
| Nationwide Building Society 4% 7/30/2035 (b)(p) | EUR | 400000 | 472077 |
| Insurance - 0.0% |  |  |  |
| Admiral Group PLC 8.5% 1/6/2034 (p) | GBP | 975000 | 1492981 |
| TOTAL FINANCIALS |  |  | 124020112 |
| Industrials - 0.0% |  |  |  |
| Ground Transportation - 0.0% |  |  |  |
| Mobico Group PLC 4.875% 9/26/2031 (p) | EUR | 1590000 | 1390719 |
| Trading Companies & Distributors - 0.0% |  |  |  |
| Travis Perkins PLC 3.75% 2/17/2026 (p) | GBP | 197000 | 256697 |
| Transportation Infrastructure - 0.0% |  |  |  |
| Heathrow Funding Ltd 6% 3/5/2032 (p) | GBP | 1000000 | 1364367 |
| TOTAL INDUSTRIALS |  |  | 3011783 |
| Real Estate - 0.0% |  |  |  |
| Office REITs - 0.0% |  |  |  |
| Great Portland Estates PLC 5.375% 9/25/2031 (p) | GBP | 400000 | 537676 |
| Real Estate Management & Development - 0.0% |  |  |  |
| Titanium Ruth Holdco Ltd 0.95% 6/2/2026 (p) | EUR | 510000 | 586751 |
| TOTAL REAL ESTATE |  |  | 1124427 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| London Power Networks PLC 3.837% 6/11/2037 (p) | EUR | 575000 | 667582 |
| NGG Finance PLC 2.125% 9/5/2082 (b)(p) | EUR | 805000 | 919082 |
| Scottish Hydro Electric Transmission PLC 3.375% 9/4/2032 (p) | EUR | 800000 | 932333 |
|  |  |  | 2518997 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |  |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC 6.375% 2/15/2032 (d) |  | 3390000 | 3390472 |
| ContourGlobal Power Holdings SA 6.75% 2/28/2030 (d) |  | 1331000 | 1369266 |
|  |  |  | 4759738 |
| Water Utilities - 0.1% |  |  |  |
| Anglian Water Osprey Financing PLC 2% 7/31/2028 (p) | GBP | 180000 | 216884 |
| Anglian Water Services Financing PLC 5.875% 6/20/2031 (p) | GBP | 810000 | 1111397 |
| Anglian Water Services Financing PLC 6.25% 9/12/2044 (p) | GBP | 350000 | 447797 |
| Anglian Water Services Financing PLC 6.293% 7/30/2030 (p) | GBP | 625000 | 871993 |
| Northumbrian Water Finance PLC 5.375% 7/22/2032 (p) | GBP | 525000 | 699631 |
| Severn Trent Utilities Finance PLC 3.875% 8/4/2035 (p) | EUR | 1025000 | 1189750 |
| Severn Trent Utilities Finance PLC 4.625% 11/30/2034 (p) | GBP | 385000 | 486086 |
| South West Water Finance PLC 5.25% 9/15/2031 (p) | GBP | 775000 | 1034108 |
| South West Water Finance PLC 5.75% 12/11/2032 (p) | GBP | 175000 | 240383 |
| SW Finance I PLC 6.875% 8/7/2032 (p) | GBP | 1000000 | 1374464 |
| SW Finance I PLC 7.375% 12/12/2041 (p) | GBP | 404000 | 552933 |
| United Utilities Water Finance PLC 3.5% 2/27/2033 (p) | EUR | 625000 | 723166 |
| Wessex Water Services Finance PLC 6.125% 9/19/2034 (p) | GBP | 650000 | 884481 |
| Yorkshire Water Finance PLC 6% 7/22/2033 (p) | GBP | 650000 | 875925 |
|  |  |  | 10708998 |
| TOTAL UTILITIES |  |  | 17987733 |
| TOTAL UNITED KINGDOM |  |  | 239345456 |
| UNITED STATES - 20.1%  |  |  |  |
| Communication Services - 1.6% |  |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |  |
| APLD ComputeCo LLC 9.25% 12/15/2030 (d) |  | 4113000 | 3963903 |
| AT&T Inc 3.8% 12/1/2057  |  | 3772000 | 2679566 |
| AT&T Inc 4.3% 2/15/2030  |  | 565000 | 568157 |
| AT&T Inc 4.5% 3/9/2048  |  | 10000 | 8431 |
| Cablevision Lightpath LLC 3.875% 9/15/2027 (d) |  | 520000 | 512011 |
| Cablevision Lightpath LLC 5.625% 9/15/2028 (d) |  | 821000 | 804824 |
| Cipher Compute LLC 7.125% 11/15/2030 (d) |  | 1388000 | 1410124 |
| Connect Holdings LLC 10.5% 4/3/2031 (d) |  | 735000 | 696696 |
| Frontier Communications Holdings LLC 5% 5/1/2028 (d) |  | 770000 | 772713 |
| Level 3 Financing Inc 3.625% 1/15/2029 (d) |  | 752000 | 677071 |
| Level 3 Financing Inc 3.75% 7/15/2029 (d) |  | 800000 | 706820 |
| Level 3 Financing Inc 3.875% 10/15/2030 (d) |  | 1445000 | 1292943 |
| Level 3 Financing Inc 4% 4/15/2031 (d) |  | 470000 | 413598 |
| Level 3 Financing Inc 4.25% 7/1/2028 (d) |  | 170000 | 160650 |
| Level 3 Financing Inc 4.5% 4/1/2030 (d) |  | 1860000 | 1713525 |
| Level 3 Financing Inc 4.875% 6/15/2029 (d) |  | 625000 | 595313 |
| Level 3 Financing Inc 6.875% 6/30/2033 (d) |  | 2360000 | 2403393 |
| Level 3 Financing Inc 7% 3/31/2034 (d) |  | 1783000 | 1826220 |
| Lumen Technologies Inc 4.125% 4/15/2030 (d) |  | 360000 | 356922 |
| Lumen Technologies Inc 4.5% 1/15/2029 (d) |  | 200000 | 185340 |
| Verizon Communications Inc 2.355% 3/15/2032  |  | 3860000 | 3411611 |
| Verizon Communications Inc 2.55% 3/21/2031  |  | 37592000 | 34394786 |
| Verizon Communications Inc 4.78% 2/15/2035  |  | 1973000 | 1957295 |
| Windstream Services LLC 7.5% 10/15/2033 (d) |  | 3005000 | 3058131 |
| WULF Compute LLC 7.75% 10/15/2030 (d) |  | 3432000 | 3548415 |
|  |  |  | 68118458 |
| Interactive Media & Services - 0.0% |  |  |  |
| Alphabet Inc 3.375% 5/6/2037  | EUR | 220000 | 251644 |
| Alphabet Inc 3.875% 5/6/2045  | EUR | 200000 | 226635 |
| Alphabet Inc 4% 5/6/2054  | EUR | 200000 | 222171 |
| Snap Inc 6.875% 3/1/2033 (d) |  | 981000 | 1010563 |
| Snap Inc 6.875% 3/15/2034 (d) |  | 585000 | 597988 |
|  |  |  | 2309001 |
| Media - 1.0% |  |  |  |
| Advantage Sales & Marketing Inc 6.5% 11/15/2028 (d) |  | 1736000 | 1471260 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 1/15/2034 (d)(n) |  | 1489000 | 1261671 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.25% 2/1/2031 (d) |  | 2243000 | 2066323 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 5/1/2032  |  | 2163000 | 1948578 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.5% 6/1/2033 (d) |  | 1434000 | 1259778 |
| CCO Holdings LLC / CCO Holdings Capital Corp 4.75% 2/1/2032 (d) |  | 870000 | 799387 |
| CCO Holdings LLC / CCO Holdings Capital Corp 5% 2/1/2028 (d) |  | 1000000 | 991649 |
| CCO Holdings LLC / CCO Holdings Capital Corp 5.375% 6/1/2029 (d) |  | 750000 | 742693 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.25% 1/15/2029  |  | 7871000 | 7320013 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.3% 2/1/2032  |  | 6810000 | 5852421 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 4/1/2033  |  | 62443000 | 58867375 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.25% 4/1/2053  |  | 41121000 | 33327076 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  |  | 10702000 | 8976948 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063  |  | 4096000 | 3295712 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.75% 4/1/2048  |  | 3136000 | 2748104 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029  |  | 10972000 | 11440807 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.484% 10/23/2045  |  | 13759000 | 13182886 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034  |  | 17501000 | 18457197 |
| Clear Channel Outdoor Holdings Inc 7.125% 2/15/2031 (d) |  | 1670000 | 1738148 |
| Clear Channel Outdoor Holdings Inc 7.5% 3/15/2033 (d) |  | 1640000 | 1723748 |
| Clear Channel Outdoor Holdings Inc 7.5% 6/1/2029 (d) |  | 1066000 | 1054424 |
| Clear Channel Outdoor Holdings Inc 7.875% 4/1/2030 (d) |  | 1732000 | 1824840 |
| CMG Media Corp 8.875% 6/18/2029 (d) |  | 287000 | 235340 |
| Comcast Corp 3.9% 3/1/2038  |  | 71000 | 62347 |
| Comcast Corp 4.65% 7/15/2042  |  | 407000 | 360421 |
| CSC Holdings LLC 3.375% 2/15/2031 (d) |  | 3780000 | 2099179 |
| CSC Holdings LLC 4.125% 12/1/2030 (d) |  | 2205000 | 1257636 |
| CSC Holdings LLC 4.5% 11/15/2031 (d) |  | 895000 | 506020 |
| CSC Holdings LLC 4.625% 12/1/2030 (d) |  | 1675000 | 598207 |
| CSC Holdings LLC 5.375% 2/1/2028 (d) |  | 1430000 | 1036494 |
| CSC Holdings LLC 5.5% 4/15/2027 (d) |  | 590000 | 509098 |
| Discovery Communications LLC 5% 9/20/2037  |  | 520000 | 442312 |
| Discovery Communications LLC 6.35% 6/1/2040  |  | 643000 | 579697 |
| DISH DBS Corp 5.125% 6/1/2029  |  | 2555000 | 2162469 |
| DISH DBS Corp 5.25% 12/1/2026 (d) |  | 250000 | 244232 |
| DISH DBS Corp 7.375% 7/1/2028  |  | 874000 | 814743 |
| DISH DBS Corp 7.75% 7/1/2026  |  | 2800000 | 2741229 |
| DISH Network Corp 11.75% 11/15/2027 (d) |  | 1240000 | 1294820 |
| Dotdash Meredith Inc 7.625% 6/15/2032 (d) |  | 815000 | 738129 |
| EchoStar Corp 10.75% 11/30/2029  |  | 1494578 | 1647772 |
| EchoStar Corp 6.75% 11/30/2030 pay-in-kind (b) |  | 5305750 | 5510234 |
| EW Scripps Co/The 9.875% 8/15/2030 (d) |  | 1170000 | 1179078 |
| Lamar Media Corp 5.375% 11/1/2033 (d) |  | 1665000 | 1666814 |
| Outfront Media Capital LLC / Outfront Media Capital Corp 7.375% 2/15/2031 (d) |  | 1173000 | 1243094 |
| Time Warner Cable LLC 4.5% 9/15/2042  |  | 929000 | 724675 |
| Time Warner Cable LLC 5.5% 9/1/2041  |  | 316000 | 280078 |
| Time Warner Cable LLC 5.875% 11/15/2040  |  | 2506000 | 2327971 |
| Time Warner Cable LLC 6.55% 5/1/2037  |  | 1022000 | 1044761 |
| Time Warner Cable LLC 6.75% 6/15/2039  |  | 1775000 | 1807418 |
| Time Warner Cable LLC 7.3% 7/1/2038  |  | 430000 | 457755 |
| Univision Communications Inc 7.375% 6/30/2030 (d)(n) |  | 1304000 | 1322823 |
| Univision Communications Inc 8.5% 7/31/2031 (d)(n) |  | 3694000 | 3821425 |
| Univision Communications Inc 9.375% 8/1/2032 (d) |  | 2505000 | 2659213 |
| Warnermedia Holdings Inc 4.279% 3/15/2032  |  | 240000 | 219300 |
| Warnermedia Holdings Inc 5.05% 3/15/2042  |  | 1927000 | 1541349 |
| Warnermedia Holdings Inc 5.141% 3/15/2052  |  | 446000 | 333608 |
|  |  |  | 223820779 |
| Wireless Telecommunication Services - 0.3% |  |  |  |
| T-Mobile USA Inc 2.25% 11/15/2031  |  | 27711000 | 24627688 |
| T-Mobile USA Inc 3.875% 4/15/2030  |  | 39925000 | 39327617 |
| T-Mobile USA Inc 4.5% 4/15/2050  |  | 207000 | 174253 |
| T-Mobile USA Inc 5.05% 7/15/2033  |  | 9448000 | 9700366 |
|  |  |  | 73829924 |
| TOTAL COMMUNICATION SERVICES |  |  | 368078162 |
| Consumer Discretionary - 0.6% |  |  |  |
| Automobile Components - 0.0% |  |  |  |
| Adient Global Holdings Ltd 7.5% 2/15/2033 (d) |  | 1350000 | 1397631 |
| American Axle & Manufacturing Inc 6.375% 10/15/2032 (d) |  | 845000 | 850183 |
| American Axle & Manufacturing Inc 7.75% 10/15/2033 (d) |  | 1605000 | 1620959 |
| Clarios Global LP / Clarios US Finance Co 6.75% 9/15/2032 (d) |  | 1580000 | 1625149 |
| Clarios Global LP / Clarios US Finance Co 6.75% 2/15/2030 (d) |  | 1121000 | 1165257 |
|  |  |  | 6659179 |
| Automobiles - 0.0% |  |  |  |
| American Honda Finance Corp 5.05% 8/20/2031  | GBP | 800000 | 1069001 |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC 10% 1/15/2031 (d) |  | 1083000 | 1037663 |
| Stellantis Finance US Inc 5.75% 3/18/2030 (d) |  | 1235000 | 1268192 |
|  |  |  | 3374856 |
| Broadline Retail - 0.0% |  |  |  |
| GrubHub Holdings Inc 13% 7/31/2030 pay-in-kind (d) |  | 383864 | 325634 |
| Saks Global Enterprises LLC 11% 12/15/2029 (d) |  | 2394322 | 829640 |
| Wayfair LLC 6.75% 11/15/2032 (d) |  | 1125000 | 1147897 |
| Wayfair LLC 7.25% 10/31/2029 (d)(n) |  | 2925000 | 3042722 |
| Wayfair LLC 7.75% 9/15/2030 (d) |  | 3625000 | 3863439 |
|  |  |  | 9209332 |
| Diversified Consumer Services - 0.0% |  |  |  |
| Service Corp International/US 5.75% 10/15/2032  |  | 689000 | 703065 |
| Sotheby's 7.375% 10/15/2027 (d) |  | 3720000 | 3703594 |
| StoneMor Inc 8.5% 5/15/2029 (d) |  | 2780000 | 2714621 |
| TKC Holdings Inc 10.5% 5/15/2029 (d) |  | 1609000 | 1650044 |
| TKC Holdings Inc 6.875% 5/15/2028 (d) |  | 1777000 | 1790235 |
|  |  |  | 10561559 |
| Hotels, Restaurants & Leisure - 0.3% |  |  |  |
| Acushnet Co 5.625% 12/1/2033 (d) |  | 555000 | 559311 |
| Caesars Entertainment Inc 6% 10/15/2032 (d) |  | 595000 | 567648 |
| Caesars Entertainment Inc 6.5% 2/15/2032 (d) |  | 1119000 | 1138193 |
| Caesars Entertainment Inc 7% 2/15/2030 (d) |  | 875000 | 905803 |
| Carnival Corp 5.75% 3/15/2030 (d) |  | 1986000 | 2041145 |
| Carnival Corp 5.75% 8/1/2032 (d) |  | 565000 | 579189 |
| Carnival Corp 5.875% 6/15/2031 (d) |  | 2060000 | 2121081 |
| Carnival Corp 6.125% 2/15/2033 (d) |  | 1047000 | 1078503 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 4.625% 1/15/2029 (d) |  | 500000 | 481577 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 6.75% 1/15/2030 (d) |  | 3799000 | 3543121 |
| Hilton Domestic Operating Co Inc 3.625% 2/15/2032 (d) |  | 2631000 | 2444944 |
| Hilton Domestic Operating Co Inc 5.75% 9/15/2033 (d) |  | 975000 | 999365 |
| Hilton Domestic Operating Co Inc 5.875% 3/15/2033 (d) |  | 614000 | 633123 |
| Hilton Domestic Operating Co Inc 5.875% 4/1/2029 (d) |  | 660000 | 675947 |
| Hilton Domestic Operating Co Inc 6.125% 4/1/2032 (d) |  | 856000 | 887707 |
| Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc 6.625% 1/15/2032 (d) |  | 1177000 | 1198772 |
| Life Time Inc 6% 11/15/2031 (d) |  | 1891000 | 1928410 |
| Light & Wonder International Inc 6.25% 10/1/2033 (d) |  | 1655000 | 1665170 |
| Lindblad Expeditions LLC 7% 9/15/2030 (d) |  | 720000 | 738420 |
| MajorDrive Holdings IV LLC 6.375% 6/1/2029 (d) |  | 1645000 | 1118600 |
| McDonald's Corp 3.5% 5/21/2032 (p) | EUR | 925000 | 1086542 |
| McDonald's Corp 3.5% 7/1/2027  |  | 139000 | 138037 |
| McDonald's Corp 4.2% 4/1/2050  |  | 1792000 | 1475507 |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC 11.875% 4/15/2031 (d) |  | 1117000 | 1168136 |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC 8.25% 4/15/2030 (d) |  | 551000 | 573020 |
| NCL Corp Ltd 5.875% 1/15/2031 (d) |  | 165000 | 162830 |
| NCL Corp Ltd 6.25% 9/15/2033 (d) |  | 1220000 | 1205394 |
| NCL Corp Ltd 6.75% 2/1/2032 (d) |  | 1190000 | 1207731 |
| Royal Caribbean Cruises Ltd 4.25% 7/1/2026 (d) |  | 1171000 | 1170487 |
| Royal Caribbean Cruises Ltd 5.375% 7/15/2027 (d) |  | 618000 | 622770 |
| Royal Caribbean Cruises Ltd 5.625% 9/30/2031 (d) |  | 1196000 | 1222384 |
| Royal Caribbean Cruises Ltd 6% 2/1/2033 (d) |  | 1075000 | 1106838 |
| Royal Caribbean Cruises Ltd 6.25% 3/15/2032 (d) |  | 1931000 | 1998100 |
| Viking Cruises Ltd 5.875% 10/15/2033 (d) |  | 2760000 | 2804746 |
| Viking Cruises Ltd 9.125% 7/15/2031 (d) |  | 1087000 | 1166080 |
| Yum! Brands Inc 4.625% 1/31/2032  |  | 1766000 | 1738875 |
| Yum! Brands Inc 5.375% 4/1/2032 (n) |  | 827000 | 839267 |
|  |  |  | 44992773 |
| Household Durables - 0.1% |  |  |  |
| Ashton Woods USA LLC / Ashton Woods Finance Co 4.625% 4/1/2030 (d) |  | 1026000 | 971299 |
| Ashton Woods USA LLC / Ashton Woods Finance Co 6.875% 8/1/2033 (d) |  | 570000 | 572904 |
| Beazer Homes USA Inc 7.5% 3/15/2031 (d)(n) |  | 1329000 | 1349041 |
| Century Communities Inc 6.625% 9/15/2033 (d) |  | 1205000 | 1221928 |
| Dream Finders Homes Inc 6.875% 9/15/2030 (d) |  | 1205000 | 1214393 |
| LGI Homes Inc 4% 7/15/2029 (d)(n) |  | 608000 | 555645 |
| LGI Homes Inc 7% 11/15/2032 (d) |  | 3568000 | 3495473 |
| LGI Homes Inc 8.75% 12/15/2028 (d) |  | 584000 | 608430 |
| New Home Co Inc/The 8.5% 11/1/2030 (d) |  | 531000 | 546943 |
| TopBuild Corp 4.125% 2/15/2032 (d) |  | 1200000 | 1144167 |
| TopBuild Corp 5.625% 1/31/2034 (d) |  | 1129000 | 1144412 |
| Whirlpool Corp 5.75% 3/1/2034  |  | 125000 | 120162 |
| Whirlpool Corp 6.125% 6/15/2030  |  | 2179000 | 2200910 |
| Whirlpool Corp 6.5% 6/15/2033  |  | 3656000 | 3633102 |
|  |  |  | 18778809 |
| Specialty Retail - 0.2% |  |  |  |
| AutoNation Inc 4.75% 6/1/2030  |  | 127000 | 128285 |
| AutoZone Inc 4% 4/15/2030  |  | 4169000 | 4135803 |
| Carvana Co 4.875% 9/1/2029 (d) |  | 585000 | 542588 |
| Carvana Co 5.875% 10/1/2028 (d) |  | 650000 | 638625 |
| Carvana Co 9% 6/1/2030 pay-in-kind (b)(d) |  | 364425 | 382121 |
| Carvana Co 9% 6/1/2031 pay-in-kind (b)(d) |  | 2804625 | 3154278 |
| Champions Financing Inc 8.75% 2/15/2029 (d)(n) |  | 1394000 | 1389555 |
| LBM Acquisition LLC 6.25% 1/15/2029 (d) |  | 817000 | 730822 |
| LBM Acquisition LLC 9.5% 6/15/2031 (d) |  | 1925000 | 1984136 |
| Lowe's Cos Inc 3.35% 4/1/2027  |  | 91000 | 90233 |
| Lowe's Cos Inc 3.75% 4/1/2032  |  | 20893000 | 20078433 |
| Lowe's Cos Inc 4.5% 4/15/2030  |  | 86000 | 87137 |
| Lowe's Cos Inc 5.625% 4/15/2053  |  | 21000 | 20776 |
| O'Reilly Automotive Inc 4.2% 4/1/2030  |  | 188000 | 187781 |
| Park River Holdings Inc 8% 3/15/2031 (d) |  | 415000 | 428717 |
| SGUS LLC 11% 12/15/2029 (d) |  | 1311314 | 1062631 |
| Staples Inc 10.75% 9/1/2029 (d) |  | 3200000 | 3145091 |
| Staples Inc 12.75% 1/15/2030 (d) |  | 1730699 | 1364125 |
| TJX Cos Inc/The 3.875% 4/15/2030  |  | 4000 | 3980 |
| Wand NewCo 3 Inc 7.625% 1/30/2032 (d)(n) |  | 963000 | 1014740 |
| White Cap Supply Holdings LLC 7.375% 11/15/2030 (d) |  | 560000 | 571154 |
|  |  |  | 41141011 |
| TOTAL CONSUMER DISCRETIONARY |  |  | 134717519 |
| Consumer Staples - 0.3% |  |  |  |
| Beverages - 0.0% |  |  |  |
| Molson Coors Beverage Co 3% 7/15/2026  |  | 4389000 | 4360923 |
| Consumer Staples Distribution & Retail - 0.3% |  |  |  |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.5% 3/15/2029 (d) |  | 1599000 | 1532998 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.875% 2/15/2030 (d) |  | 1858000 | 1844004 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.5% 3/31/2031 (d) |  | 985000 | 998460 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.75% 3/31/2034 (d) |  | 1105000 | 1113911 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 6.25% 3/15/2033 (d) |  | 1046000 | 1083145 |
| C&S Group Enterprises LLC 5% 12/15/2028 (d) |  | 1192000 | 1107160 |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc 9% 2/15/2029 (d) |  | 2097000 | 2190795 |
| Kroger Co/The 5% 9/15/2034  |  | 5300000 | 5384943 |
| Mars Inc 4.8% 3/1/2030 (d) |  | 11332000 | 11608288 |
| Mars Inc 5% 3/1/2032 (d) |  | 12482000 | 12899732 |
| Performance Food Group Inc 6.125% 9/15/2032 (d) |  | 1073000 | 1103894 |
| Sysco Corp 5.95% 4/1/2030  |  | 948000 | 1005438 |
| Sysco Corp 6.6% 4/1/2050  |  | 530000 | 588605 |
| US Foods Inc 4.75% 2/15/2029 (d) |  | 1418000 | 1411396 |
| US Foods Inc 5.75% 4/15/2033 (d) |  | 847000 | 862245 |
| US Foods Inc 6.875% 9/15/2028 (d) |  | 683000 | 706426 |
|  |  |  | 45441440 |
| Food Products - 0.0% |  |  |  |
| JBS USA Food Co 3.625% 1/15/2032 (d) |  | 165000 | 150181 |
| Lamb Weston Holdings Inc 4.125% 1/31/2030 (d) |  | 1272000 | 1234004 |
| Lamb Weston Holdings Inc 4.375% 1/31/2032 (d) |  | 1770000 | 1694127 |
| Post Holdings Inc 4.625% 4/15/2030 (d) |  | 1283000 | 1249660 |
| Post Holdings Inc 5.5% 12/15/2029 (d) |  | 1458000 | 1458253 |
| Post Holdings Inc 6.25% 10/15/2034 (d) |  | 613000 | 622589 |
| Post Holdings Inc 6.25% 2/15/2032 (d) |  | 1122000 | 1158540 |
| Post Holdings Inc 6.375% 3/1/2033 (d) |  | 966000 | 977752 |
|  |  |  | 8545106 |
| Household Products - 0.0% |  |  |  |
| Resideo Funding Inc 6.5% 7/15/2032 (d) |  | 884000 | 905000 |
| Tobacco - 0.0% |  |  |  |
| Altria Group Inc 3.875% 9/16/2046  |  | 703000 | 536885 |
| Altria Group Inc 4.25% 8/9/2042  |  | 448000 | 380509 |
| Altria Group Inc 4.5% 5/2/2043  |  | 289000 | 250861 |
| Altria Group Inc 4.8% 2/14/2029  |  | 36000 | 36610 |
| Altria Group Inc 5.95% 2/14/2049  |  | 300000 | 306055 |
| Philip Morris International Inc 3.25% 6/6/2032  | EUR | 1975000 | 2276342 |
|  |  |  | 3787262 |
| TOTAL CONSUMER STAPLES |  |  | 63039731 |
| Energy - 2.3% |  |  |  |
| Energy Equipment & Services - 0.0% |  |  |  |
| Halliburton Co 4.85% 11/15/2035  |  | 55000 | 54715 |
| Kodiak Gas Services LLC 6.5% 10/1/2033 (d) |  | 745000 | 759940 |
| Kodiak Gas Services LLC 6.75% 10/1/2035 (d) |  | 840000 | 863088 |
| Nabors Industries Inc 8.875% 8/15/2031 (d) |  | 940000 | 917911 |
| Nabors Industries Inc 9.125% 1/31/2030 (d) |  | 539000 | 565109 |
| Nabors Industries Ltd 7.5% 1/15/2028 (d) |  | 1190000 | 1191535 |
| Star Holding LLC 8.75% 8/1/2031 (d) |  | 760000 | 767236 |
| Transocean Aquila Ltd 8% 9/30/2028 (d) |  | 449031 | 460897 |
| Transocean International Ltd 7.875% 10/15/2032 (d) |  | 336000 | 350250 |
| Transocean International Ltd 8.25% 5/15/2029 (d) |  | 1014000 | 1031458 |
| Transocean International Ltd 8.5% 5/15/2031 (d) |  | 949000 | 956714 |
| Transocean International Ltd 8.75% 2/15/2030 (d) |  | 647250 | 674827 |
| USA Compression Partners LP / USA Compression Finance Corp 6.25% 10/1/2033 (d) |  | 1105000 | 1114904 |
| WBI Operating LLC 6.25% 10/15/2030 (d) |  | 885000 | 885354 |
| WBI Operating LLC 6.5% 10/15/2033 (d) |  | 907000 | 906560 |
|  |  |  | 11500498 |
| Oil, Gas & Consumable Fuels - 2.3% |  |  |  |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 5.375% 6/15/2029 (d) |  | 541000 | 542784 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp 5.75% 10/15/2033 (d) |  | 610000 | 613016 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp 6.625% 7/15/2033 (d) |  | 578000 | 589094 |
| California Resources Corp 7% 1/15/2034 (d) |  | 110000 | 109723 |
| California Resources Corp 8.25% 6/15/2029 (d) |  | 3062000 | 3203694 |
| Calumet Specialty Products Partners LP / Calumet Finance Corp 8.125% 1/15/2027 (d) |  | 1059000 | 1055743 |
| Calumet Specialty Products Partners LP / Calumet Finance Corp 9.75% 7/15/2028 (d) |  | 2753000 | 2750192 |
| CITGO Petroleum Corp 8.375% 1/15/2029 (d) |  | 888000 | 925248 |
| CNX Midstream Partners LP 4.75% 4/15/2030 (d) |  | 1255000 | 1203710 |
| CNX Resources Corp 6% 1/15/2029 (d) |  | 321000 | 322204 |
| CNX Resources Corp 7.25% 3/1/2032 (d) |  | 1752000 | 1827070 |
| CNX Resources Corp 7.375% 1/15/2031 (d)(n) |  | 644000 | 668536 |
| Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (d) |  | 18937000 | 20104554 |
| Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (d) |  | 9965000 | 10700961 |
| Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (d) |  | 673000 | 721773 |
| Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (d) |  | 762000 | 822166 |
| Columbia Pipelines Operating Co LLC 6.714% 8/15/2063 (d) |  | 406000 | 447799 |
| Comstock Resources Inc 5.875% 1/15/2030 (d) |  | 1995000 | 1938339 |
| Comstock Resources Inc 6.75% 3/1/2029 (d) |  | 1272000 | 1275857 |
| CQP Holdco LP / BIP-V Chinook Holdco LLC 7.5% 12/15/2033 (d) |  | 1787000 | 1935804 |
| CVR Energy Inc 8.5% 1/15/2029 (d) |  | 1421000 | 1461457 |
| DBR Land Holdings LLC 6.25% 12/1/2030 (d) |  | 1325000 | 1341973 |
| DCP Midstream Operating LP 5.125% 5/15/2029  |  | 1290000 | 1320465 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 7.125% 6/1/2028 (d) |  | 2719000 | 2734496 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 7.375% 6/30/2033 (d) |  | 556000 | 569604 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp 8.625% 3/15/2029 (d) |  | 1260000 | 1320677 |
| Energy Transfer LP 3.75% 5/15/2030  |  | 57521000 | 56116064 |
| Energy Transfer LP 4.95% 6/15/2028  |  | 141000 | 143448 |
| Energy Transfer LP 5% 5/15/2050  |  | 1051000 | 893697 |
| Energy Transfer LP 5.25% 4/15/2029  |  | 3592000 | 3696546 |
| Energy Transfer LP 5.8% 6/15/2038  |  | 309000 | 317687 |
| Energy Transfer LP 6.5% 2/15/2056 (b) |  | 117000 | 115345 |
| Energy Transfer LP 6.55% 12/1/2033  |  | 7679000 | 8470438 |
| Energy Transfer LP 6.75% 2/15/2056 (b) |  | 117000 | 116422 |
| Energy Transfer LP 7.375% 2/1/2031 (d) |  | 7098000 | 7386589 |
| Enterprise Products Operating LLC 3.7% 2/15/2026  |  | 5310000 | 5303255 |
| Exxon Mobil Corp 3.482% 3/19/2030  |  | 2903000 | 2848400 |
| Genesis Energy LP / Genesis Energy Finance Corp 8% 5/15/2033  |  | 2113000 | 2179891 |
| Global Partners LP / GLP Finance Corp 6.875% 1/15/2029  |  | 1475000 | 1492851 |
| Global Partners LP / GLP Finance Corp 7.125% 7/1/2033 (d) |  | 461000 | 468216 |
| Global Partners LP / GLP Finance Corp 8.25% 1/15/2032 (d) |  | 275000 | 288342 |
| Harvest Midstream I LP 7.5% 5/15/2032 (d) |  | 929000 | 965351 |
| Harvest Midstream I LP 7.5% 9/1/2028 (d) |  | 1580000 | 1602384 |
| Hess Corp 5.6% 2/15/2041  |  | 20000 | 20942 |
| Hess Corp 5.8% 4/1/2047  |  | 608000 | 634289 |
| Hess Corp 7.125% 3/15/2033  |  | 12189000 | 14243403 |
| Hess Corp 7.3% 8/15/2031  |  | 5397000 | 6246177 |
| Hess Corp 7.875% 10/1/2029  |  | 403000 | 458243 |
| Hess Midstream Operations LP 4.25% 2/15/2030 (d) |  | 546000 | 532529 |
| Hess Midstream Operations LP 5.125% 6/15/2028 (d) |  | 1779000 | 1779347 |
| Hess Midstream Operations LP 5.5% 10/15/2030 (d) |  | 411000 | 415285 |
| Hess Midstream Operations LP 5.875% 3/1/2028 (d) |  | 925000 | 940566 |
| Hess Midstream Operations LP 6.5% 6/1/2029 (d) |  | 650000 | 672606 |
| Howard Midstream Energy Partners LLC 6.625% 1/15/2034 (d) |  | 580000 | 594586 |
| Howard Midstream Energy Partners LLC 7.375% 7/15/2032 (d) |  | 730000 | 770506 |
| Kinder Morgan Energy Partners LP 5.5% 3/1/2044  |  | 287000 | 279685 |
| Kinder Morgan Energy Partners LP 6.55% 9/15/2040  |  | 13000 | 14242 |
| Kinder Morgan Inc 5.05% 2/15/2046  |  | 34000 | 31059 |
| Kinder Morgan Inc 5.55% 6/1/2045  |  | 193000 | 188556 |
| Kinetik Holdings LP 5.875% 6/15/2030 (d) |  | 1036000 | 1044258 |
| Kinetik Holdings LP 6.625% 12/15/2028 (d) |  | 1993000 | 2050267 |
| Moss Creek Resources Holdings Inc 8.25% 9/1/2031 (d) |  | 1754000 | 1682205 |
| MPLX LP 2.65% 8/15/2030  |  | 33444000 | 30963201 |
| MPLX LP 4.8% 2/15/2029  |  | 293000 | 297701 |
| MPLX LP 4.95% 9/1/2032  |  | 14376000 | 14491217 |
| MPLX LP 5.5% 2/15/2049  |  | 249000 | 231088 |
| MPLX LP 5.5% 6/1/2034  |  | 2055000 | 2109257 |
| Occidental Petroleum Corp 4.2% 3/15/2048  |  | 1871000 | 1400671 |
| Occidental Petroleum Corp 4.4% 4/15/2046  |  | 950000 | 755321 |
| Occidental Petroleum Corp 5.375% 1/1/2032  |  | 5417000 | 5545881 |
| Occidental Petroleum Corp 6.2% 3/15/2040  |  | 250000 | 255654 |
| Occidental Petroleum Corp 6.45% 9/15/2036  |  | 7090000 | 7570525 |
| Occidental Petroleum Corp 6.6% 3/15/2046  |  | 286000 | 297715 |
| Occidental Petroleum Corp 7.5% 5/1/2031  |  | 57877500 | 65279569 |
| Occidental Petroleum Corp 7.875% 9/15/2031  |  | 400000 | 459176 |
| ONEOK Inc 4.25% 9/24/2027  |  | 2308000 | 2313429 |
| ONEOK Inc 4.4% 10/15/2029  |  | 3287000 | 3297237 |
| ONEOK Inc 4.75% 10/15/2031  |  | 10545000 | 10593906 |
| Ovintiv Inc 5.15% 11/15/2041  |  | 1386000 | 1215763 |
| Ovintiv Inc 6.625% 8/15/2037  |  | 1341000 | 1427360 |
| Ovintiv Inc 7.375% 11/1/2031  |  | 240000 | 268448 |
| Ovintiv Inc 8.125% 9/15/2030  |  | 652000 | 747124 |
| PBF Holding Co LLC / PBF Finance Corp 6% 2/15/2028  |  | 308000 | 304678 |
| PBF Holding Co LLC / PBF Finance Corp 7.875% 9/15/2030 (d) |  | 2830000 | 2787310 |
| PBF Holding Co LLC / PBF Finance Corp 9.875% 3/15/2030 (d) |  | 1586000 | 1667191 |
| Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029  |  | 8717000 | 8464503 |
| Prairie Acquiror LP 9% 8/1/2029 (d) |  | 444000 | 458945 |
| Rockies Express Pipeline LLC 4.95% 7/15/2029 (d) |  | 1160000 | 1160380 |
| Rockies Express Pipeline LLC 6.75% 3/15/2033 (d) |  | 1200000 | 1259024 |
| Rockies Express Pipeline LLC 6.875% 4/15/2040 (d) |  | 391000 | 406482 |
| Sabine Pass Liquefaction LLC 4.5% 5/15/2030  |  | 2431000 | 2445409 |
| Sunoco LP / Sunoco Finance Corp 4.5% 5/15/2029  |  | 1167000 | 1143758 |
| Sunoco LP / Sunoco Finance Corp 5.875% 3/15/2028  |  | 1603000 | 1608093 |
| Sunoco LP 4.5% 10/1/2029 (d) |  | 619000 | 603111 |
| Sunoco LP 4.625% 5/1/2030 (d) |  | 2583000 | 2518008 |
| Sunoco LP 5.625% 3/15/2031 (d) |  | 618000 | 621516 |
| Sunoco LP 5.875% 3/15/2034 (d) |  | 605000 | 608897 |
| Sunoco LP 6.25% 7/1/2033 (d) |  | 1377000 | 1414348 |
| Sunoco LP 6.625% 8/15/2032 (d) |  | 1211000 | 1248459 |
| Sunoco LP 7% 5/1/2029 (d) |  | 503000 | 523588 |
| Sunoco LP 7.25% 5/1/2032 (d) |  | 494000 | 521345 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 5.5% 1/15/2028 (d) |  | 1713000 | 1712026 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 12/31/2030 (d) |  | 4722000 | 4706260 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6% 9/1/2031 (d) |  | 1538000 | 1520076 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 6.75% 3/15/2034 (d) |  | 637000 | 637752 |
| Talos Production Inc 9.375% 2/1/2031 (d)(n) |  | 1263000 | 1330889 |
| Targa Resources Corp 4.35% 1/15/2029  |  | 4864000 | 4880364 |
| Targa Resources Corp 4.9% 9/15/2030  |  | 8777000 | 8952071 |
| Targa Resources Corp 5.65% 2/15/2036  |  | 15467000 | 15983070 |
| Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030  |  | 5027000 | 4811057 |
| Transcontinental Gas Pipe Line Co LLC 3.95% 5/15/2050  |  | 542000 | 424787 |
| Venture Global Plaquemines LNG LLC 6.5% 1/15/2034 (d) |  | 2039000 | 2108945 |
| Venture Global Plaquemines LNG LLC 6.75% 1/15/2036 (d) |  | 1610000 | 1687509 |
| Venture Global Plaquemines LNG LLC 7.5% 5/1/2033 (d) |  | 1079000 | 1175760 |
| Venture Global Plaquemines LNG LLC 7.75% 5/1/2035 (d) |  | 1013000 | 1128572 |
| Western Gas Partners LP 4.05% 2/1/2030 (f) |  | 32632000 | 32092402 |
| Western Gas Partners LP 4.5% 3/1/2028  |  | 700000 | 702546 |
| Western Gas Partners LP 4.65% 7/1/2026  |  | 46000 | 46050 |
| Western Gas Partners LP 4.75% 8/15/2028  |  | 765000 | 772101 |
| Western Gas Partners LP 5.3% 3/1/2048  |  | 2445000 | 2124390 |
| Western Gas Partners LP 5.45% 11/15/2034  |  | 4585000 | 4622664 |
| Williams Cos Inc/The 3.5% 11/15/2030  |  | 52667000 | 50520932 |
| Williams Cos Inc/The 4.65% 8/15/2032  |  | 4427000 | 4454369 |
| Williams Cos Inc/The 5.15% 3/15/2034  |  | 5728000 | 5846595 |
| Williams Cos Inc/The 5.4% 3/2/2026  |  | 675000 | 677351 |
|  |  |  | 517714442 |
| TOTAL ENERGY |  |  | 529214940 |
| Financials - 9.2% |  |  |  |
| Banks - 4.7% |  |  |  |
| Bank of America Corp 2.299% 7/21/2032 (b) |  | 15884000 | 14248567 |
| Bank of America Corp 2.592% 4/29/2031 (b) |  | 90886000 | 84975922 |
| Bank of America Corp 3.419% 12/20/2028 (b) |  | 109825000 | 108465297 |
| Bank of America Corp 4.25% 10/22/2026  |  | 1327000 | 1329830 |
| Bank of America Corp 4.571% 4/27/2033 (b) |  | 800000 | 803309 |
| Bank of America Corp 5.015% 7/22/2033 (b) |  | 42856000 | 44094137 |
| Bank of America Corp 5.468% 1/23/2035 (b) |  | 14720000 | 15481642 |
| Citigroup Inc 4.296% 7/23/2036 (b) | EUR | 500000 | 590973 |
| Citigroup Inc 4.3% 11/20/2026  |  | 5255000 | 5264153 |
| Citigroup Inc 4.412% 3/31/2031 (b) |  | 59403000 | 59594802 |
| Citigroup Inc 4.45% 9/29/2027  |  | 358000 | 359756 |
| Citigroup Inc 4.658% 5/24/2028 (b) |  | 71045000 | 71644612 |
| Citigroup Inc 4.91% 5/24/2033 (b) |  | 20451000 | 20827313 |
| Citigroup Inc 5.449% 6/11/2035 (b) |  | 7200000 | 7519818 |
| First-Citizens Bank & Trust Co 6.125% 3/9/2028  |  | 174000 | 180454 |
| JPMorgan Chase & Co 2.739% 10/15/2030 (b) |  | 8495000 | 8071590 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (b) |  | 4251000 | 4013485 |
| JPMorgan Chase & Co 3.761% 3/21/2034 (b)(p) | EUR | 650000 | 771974 |
| JPMorgan Chase & Co 4.452% 12/5/2029 (b) |  | 102517000 | 103655183 |
| JPMorgan Chase & Co 4.493% 3/24/2031 (b) |  | 115488000 | 117017159 |
| JPMorgan Chase & Co 4.586% 4/26/2033 (b) |  | 14536000 | 14684282 |
| JPMorgan Chase & Co 4.912% 7/25/2033 (b) |  | 35808000 | 36766403 |
| JPMorgan Chase & Co 4.946% 10/22/2035 (b) |  | 15274000 | 15561730 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (b) |  | 13498000 | 13998624 |
| JPMorgan Chase & Co 5.299% 7/24/2029 (b) |  | 10427000 | 10751569 |
| JPMorgan Chase & Co 5.572% 4/22/2036 (b) |  | 16230000 | 17240672 |
| JPMorgan Chase & Co 5.717% 9/14/2033 (b) |  | 10058000 | 10737397 |
| Synchrony Bank 5.625% 8/23/2027  |  | 1510000 | 1540236 |
| Wells Fargo & Co 3.526% 3/24/2028 (b) |  | 75141000 | 74595803 |
| Wells Fargo & Co 4.478% 4/4/2031 (b) |  | 84338000 | 85257129 |
| Wells Fargo & Co 4.897% 7/25/2033 (b) |  | 33314000 | 34078180 |
| Wells Fargo & Co 5.15% 4/23/2031 (b) |  | 19759000 | 20463297 |
| Wells Fargo & Co 5.499% 1/23/2035 (b) |  | 11121000 | 11693995 |
| Wells Fargo & Co 5.574% 7/25/2029 (b) |  | 11512000 | 11931127 |
| Wells Fargo & Co 5.605% 4/23/2036 (b) |  | 14595000 | 15479558 |
| Wells Fargo & Co 6.303% 10/23/2029 (b) |  | 7701000 | 8154495 |
| Western Alliance Bancorp 3% 6/15/2031 (b) |  | 2138000 | 2046023 |
|  |  |  | 1053890496 |
| Capital Markets - 2.8% |  |  |  |
| Ares Strategic Income Fund 5.45% 9/9/2028 (d) |  | 9538000 | 9584242 |
| Ares Strategic Income Fund 5.7% 3/15/2028  |  | 15181000 | 15378196 |
| Ares Strategic Income Fund 5.8% 9/9/2030 (d) |  | 7637000 | 7718752 |
| Athene Global Funding 5.339% 1/15/2027 (d) |  | 8489000 | 8598851 |
| Athene Global Funding 5.583% 1/9/2029 (d) |  | 32869000 | 33800465 |
| Blackstone Private Credit Fund 4.875% 4/14/2026 (p) | GBP | 905000 | 1197210 |
| Blackstone Private Credit Fund 5.6% 11/22/2029  |  | 20100000 | 20329401 |
| Blackstone Private Credit Fund 7.3% 11/27/2028  |  | 18200000 | 19348900 |
| Goldman Sachs Group Inc/The 2.383% 7/21/2032 (b) |  | 64799000 | 58268410 |
| Goldman Sachs Group Inc/The 3.102% 2/24/2033 (b) |  | 24989000 | 23128296 |
| Goldman Sachs Group Inc/The 3.691% 6/5/2028 (b) |  | 80410000 | 79864267 |
| Goldman Sachs Group Inc/The 3.8% 3/15/2030  |  | 6455000 | 6370501 |
| Goldman Sachs Group Inc/The 3.814% 4/23/2029 (b) |  | 6241000 | 6198400 |
| Goldman Sachs Group Inc/The 5.016% 10/23/2035 (b) |  | 2596000 | 2636377 |
| Goldman Sachs Group Inc/The 6.75% 10/1/2037  |  | 6506000 | 7328131 |
| Hightower Holding LLC 6.75% 4/15/2029 (d) |  | 767000 | 767781 |
| Hightower Holding LLC 9.125% 1/31/2030 (d) |  | 1606000 | 1706984 |
| HPS Corporate Lending Fund 5.45% 1/14/2028  |  | 29124000 | 29347751 |
| Jane Street Group / JSG Finance Inc 6.125% 11/1/2032 (d) |  | 1661000 | 1689712 |
| Jane Street Group / JSG Finance Inc 6.75% 5/1/2033 (d) |  | 1260000 | 1317808 |
| Jane Street Group / JSG Finance Inc 7.125% 4/30/2031 (d) |  | 981000 | 1033412 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp 5% 8/15/2028 (d) |  | 1451000 | 1378257 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp 6.625% 10/15/2031 (d) |  | 715000 | 697807 |
| Moody's Corp 3.25% 1/15/2028  |  | 108000 | 106348 |
| Morgan Stanley 2.699% 1/22/2031 (b) |  | 7596000 | 7136469 |
| Morgan Stanley 3.622% 4/1/2031 (b) |  | 77289000 | 75360156 |
| Morgan Stanley 3.955% 3/21/2035 (b) | EUR | 650000 | 774063 |
| Morgan Stanley 4.099% 5/22/2036 (b) | EUR | 300000 | 359047 |
| Morgan Stanley 4.35% 9/8/2026  |  | 1377000 | 1380384 |
| Morgan Stanley 4.431% 1/23/2030 (b) |  | 92393000 | 93085036 |
| Morgan Stanley 4.889% 7/20/2033 (b) |  | 31009000 | 31742995 |
| Morgan Stanley 5.192% 4/17/2031 (b) |  | 12414000 | 12848491 |
| Morgan Stanley 5.32% 7/19/2035 (b) |  | 11850000 | 12306718 |
| Morgan Stanley 5.449% 7/20/2029 (b) |  | 4087000 | 4223813 |
| Morgan Stanley 5.664% 4/17/2036 (b) |  | 9214000 | 9781467 |
| MSCI Inc 5.15% 3/15/2036  |  | 4069000 | 4064040 |
| MSCI Inc 5.25% 9/1/2035  |  | 10834000 | 10955129 |
| Sixth Street Specialty Lending Inc 5.625% 8/15/2030  |  | 20150000 | 20395887 |
| Sixth Street Specialty Lending Inc 6.125% 3/1/2029  |  | 2326000 | 2386643 |
| Stonex Escrow Issuer LLC 6.875% 7/15/2032 (d) |  | 551000 | 570342 |
| VFH Parent LLC / Valor Co-Issuer Inc 7.5% 6/15/2031 (d) |  | 936000 | 982349 |
|  |  |  | 626149288 |
| Consumer Finance - 0.9% |  |  |  |
| Ally Financial Inc 4.75% 6/9/2027  |  | 2100000 | 2111106 |
| Ally Financial Inc 6.646% 1/17/2040 (b) |  | 2262000 | 2272672 |
| Ally Financial Inc 6.7% 2/14/2033 (n) |  | 2478000 | 2594233 |
| Ally Financial Inc 7.1% 11/15/2027  |  | 25628000 | 26838391 |
| Ally Financial Inc 8% 11/1/2031  |  | 13088000 | 14893908 |
| Capital One Financial Corp 3.273% 3/1/2030 (b) |  | 13183000 | 12799510 |
| Capital One Financial Corp 3.65% 5/11/2027  |  | 5794000 | 5762068 |
| Capital One Financial Corp 3.8% 1/31/2028  |  | 381000 | 378967 |
| Capital One Financial Corp 4.1% 2/9/2027  |  | 197000 | 196850 |
| Capital One Financial Corp 4.5% 1/30/2026  |  | 5267000 | 5267000 |
| Capital One Financial Corp 4.927% 5/10/2028 (b) |  | 3386000 | 3421575 |
| Capital One Financial Corp 5.247% 7/26/2030 (b) |  | 35090000 | 36161516 |
| Capital One Financial Corp 7.624% 10/30/2031 (b) |  | 33186000 | 37551861 |
| Encore Capital Group Inc 6.625% 4/15/2031 (d) |  | 450000 | 449862 |
| Encore Capital Group Inc 8.5% 5/15/2030 (d) |  | 1654000 | 1760306 |
| Ford Motor Credit Co LLC 4.445% 2/14/2030  | EUR | 500000 | 594874 |
| Ford Motor Credit Co LLC 5.113% 5/3/2029  |  | 6484000 | 6465452 |
| Ford Motor Credit Co LLC 5.73% 9/5/2030  |  | 1286000 | 1308777 |
| Ford Motor Credit Co LLC 5.8% 3/8/2029  |  | 5850000 | 5963448 |
| Ford Motor Credit Co LLC 6.05% 3/5/2031  |  | 12610000 | 12950459 |
| Ford Motor Credit Co LLC 6.184% 8/29/2031  | GBP | 550000 | 740768 |
| Ford Motor Credit Co LLC 7.122% 11/7/2033  |  | 16100000 | 17350991 |
| LFS Topco LLC 8.75% 7/15/2030 (d) |  | 2399000 | 2345580 |
| Navient Corp 4.875% 3/15/2028  |  | 230000 | 227092 |
| Navient Corp 5% 3/15/2027  |  | 595000 | 594474 |
| Navient Corp 5.5% 3/15/2029  |  | 555000 | 546766 |
| Navient Corp 5.625% 8/1/2033 (n) |  | 847000 | 763318 |
| Navient Corp 7.875% 6/15/2032  |  | 1050000 | 1084916 |
| OneMain Finance Corp 3.875% 9/15/2028  |  | 1514000 | 1469295 |
| OneMain Finance Corp 4% 9/15/2030 (n) |  | 936000 | 878476 |
| OneMain Finance Corp 6.125% 5/15/2030  |  | 955000 | 970355 |
| OneMain Finance Corp 6.5% 3/15/2033  |  | 600000 | 602904 |
| OneMain Finance Corp 6.625% 5/15/2029  |  | 878000 | 908528 |
| OneMain Finance Corp 6.75% 3/15/2032  |  | 440000 | 449697 |
| OneMain Finance Corp 7.125% 11/15/2031  |  | 769000 | 801216 |
| OneMain Finance Corp 7.125% 3/15/2026  |  | 339000 | 341162 |
| OneMain Finance Corp 7.125% 9/15/2032  |  | 585000 | 605865 |
| OneMain Finance Corp 7.5% 5/15/2031  |  | 297000 | 312007 |
| PRA Group Inc 8.875% 1/31/2030 (d)(n) |  | 1005000 | 1041883 |
| SLM Corp 6.5% 1/31/2030  |  | 1262000 | 1315433 |
| Stellantis Financial Services US Corp 5.4% 9/15/2030 (d) |  | 1293000 | 1304999 |
| Synchrony Financial 3.95% 12/1/2027  |  | 1548000 | 1535219 |
|  |  |  | 215933779 |
| Financial Services - 0.6% |  |  |  |
| Block Inc 3.5% 6/1/2031 (n) |  | 2458000 | 2305750 |
| Block Inc 5.625% 8/15/2030 (d) |  | 960000 | 978177 |
| Block Inc 6% 8/15/2033 (d) |  | 775000 | 796511 |
| Block Inc 6.5% 5/15/2032  |  | 2801000 | 2927250 |
| Boost Newco Borrower LLC 7.5% 1/15/2031 (d) |  | 2237000 | 2375582 |
| Burford Capital Global Finance LLC 7.5% 7/15/2033 (d) |  | 978000 | 956132 |
| Clue Opco LLC 9.5% 10/15/2031 (d) |  | 619000 | 640917 |
| Corebridge Financial Inc 3.65% 4/5/2027  |  | 966000 | 958545 |
| Corebridge Financial Inc 3.85% 4/5/2029  |  | 31450000 | 30972095 |
| Corebridge Financial Inc 3.9% 4/5/2032  |  | 36646000 | 34835192 |
| Corebridge Financial Inc 4.35% 4/5/2042  |  | 208000 | 179128 |
| CrossCountry Intermediate HoldCo LLC 6.5% 10/1/2030 (d) |  | 1110000 | 1124093 |
| CrossCountry Intermediate HoldCo LLC 6.75% 12/1/2032 (d) |  | 560000 | 566244 |
| Equitable Holdings Inc 4.35% 4/20/2028  |  | 1801000 | 1807733 |
| Equitable Holdings Inc 4.572% 2/15/2029 (d) |  | 2676000 | 2691377 |
| HA Sustainable Infrastructure Capital Inc 8% 6/1/2056 (b) |  | 1677000 | 1708741 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 10% 11/15/2029 (d) |  | 1530000 | 1533825 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 4.375% 2/1/2029  |  | 4128000 | 3595494 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 5.25% 5/15/2027  |  | 1722000 | 1699870 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 6.25% 5/15/2026  |  | 730000 | 729301 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp 9% 6/15/2030  |  | 875000 | 845824 |
| ION Platform Finance US Inc 7.875% 9/30/2032 (d) |  | 1925000 | 1834173 |
| Jackson Financial Inc 3.125% 11/23/2031  |  | 2683000 | 2445454 |
| Jackson Financial Inc 5.17% 6/8/2027  |  | 418000 | 422680 |
| Jackson Financial Inc 5.67% 6/8/2032  |  | 7443000 | 7716670 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032  |  | 6237000 | 5640708 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.75% 4/1/2033  |  | 256000 | 268287 |
| Jefferson Capital Holdin 8.25% 5/15/2030 (d) |  | 853000 | 892362 |
| NFE Financing LLC 12% 11/15/2029 (d)(k) |  | 4872040 | 1234575 |
| PennyMac Financial Services Inc 6.75% 2/15/2034 (d) |  | 1035000 | 1066493 |
| PennyMac Financial Services Inc 6.875% 2/15/2033 (d) |  | 1003000 | 1043981 |
| PennyMac Financial Services Inc 6.875% 5/15/2032 (d) |  | 1257000 | 1312235 |
| Pine Street Trust II 5.568% 2/15/2049 (d) |  | 800000 | 760798 |
| Rocket Cos Inc 6.125% 8/1/2030 (d) |  | 2036000 | 2113495 |
| Rocket Cos Inc 6.375% 8/1/2033 (d) |  | 1800000 | 1884902 |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc 6.75% 8/15/2032 (d) |  | 1061000 | 1102816 |
| Sixth Street Lending Partners 6.125% 7/15/2030 (d) |  | 10261000 | 10541471 |
| UWM Holdings LLC 6.25% 3/15/2031 (d) |  | 1248000 | 1253518 |
| UWM Holdings LLC 6.625% 2/1/2030 (d) |  | 2105000 | 2139105 |
| Walker & Dunlop Inc 6.625% 4/1/2033 (d) |  | 982000 | 1009337 |
| WEX Inc 6.5% 3/15/2033 (d) |  | 1495000 | 1524773 |
| Windstream Services LLC / Windstream Escrow Finance Corp 8.25% 10/1/2031 (d) |  | 3777000 | 3921429 |
|  |  |  | 144357043 |
| Insurance - 0.2% |  |  |  |
| Acrisure LLC / Acrisure Finance Inc 6% 8/1/2029 (d) |  | 600000 | 589283 |
| Acrisure LLC / Acrisure Finance Inc 6.75% 7/1/2032 (d) |  | 555000 | 568475 |
| Acrisure LLC / Acrisure Finance Inc 7.5% 11/6/2030 (d) |  | 290000 | 301132 |
| Acrisure LLC / Acrisure Finance Inc 8.5% 6/15/2029 (d) |  | 371000 | 388837 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 10/1/2031 (d) |  | 458000 | 471151 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 4/15/2028 (d) |  | 789000 | 803405 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 7.375% 10/1/2032 (d) |  | 628000 | 649241 |
| American International Group Inc 3.4% 6/30/2030  |  | 2180000 | 2098911 |
| AmWINS Group Inc 4.875% 6/30/2029 (d) |  | 192000 | 187260 |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves 7.875% 11/1/2029 (d) |  | 1896000 | 1911926 |
| Equitable Financial Life Global Funding 5% 3/27/2030 (d) |  | 4430000 | 4541057 |
| Five Corners Funding Trust II 2.85% 5/15/2030 (d) |  | 11295000 | 10647774 |
| Hartford Insurance Group Inc/The 4.3% 4/15/2043  |  | 604000 | 528515 |
| Liberty Mutual Group Inc 4.569% 2/1/2029 (d) |  | 290000 | 292058 |
| Marsh & McLennan Cos Inc 4.375% 3/15/2029  |  | 2260000 | 2285217 |
| Marsh & McLennan Cos Inc 4.75% 3/15/2039  |  | 1134000 | 1101851 |
| Pacific LifeCorp 5.125% 1/30/2043 (d) |  | 554000 | 529958 |
| Teachers Insurance & Annuity Association of America 4.9% 9/15/2044 (d) |  | 1852000 | 1708229 |
| Unum Group 4% 6/15/2029  |  | 3224000 | 3189992 |
| Western-Southern Global Funding 4.9% 5/1/2030 (d) |  | 4940000 | 5082217 |
|  |  |  | 37876489 |
| Mortgage Real Estate Investment Trusts (REITs) - 0.0% |  |  |  |
| EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM 7.375% 9/30/2030 (d) |  | 1105000 | 1116299 |
| Rithm Capital Corp 8% 4/1/2029 (d) |  | 646000 | 659982 |
| Rithm Capital Corp 8% 7/15/2030 (d) |  | 1095000 | 1116095 |
| Starwood Property Trust Inc 3.625% 7/15/2026 (d) |  | 145000 | 143884 |
| Starwood Property Trust Inc 5.25% 10/15/2028 (d) |  | 555000 | 558793 |
| Starwood Property Trust Inc 5.75% 1/15/2031 (d) |  | 885000 | 899467 |
| Starwood Property Trust Inc 6% 4/15/2030 (d) |  | 770000 | 792636 |
| Starwood Property Trust Inc 6.5% 10/15/2030 (d) |  | 292000 | 304385 |
| Starwood Property Trust Inc 6.5% 7/1/2030 (d) |  | 834000 | 870638 |
| Starwood Property Trust Inc 7.25% 4/1/2029 (d) |  | 1294000 | 1371369 |
|  |  |  | 7833548 |
| TOTAL FINANCIALS |  |  | 2086040643 |
| Health Care - 1.3% |  |  |  |
| Biotechnology - 0.0% |  |  |  |
| Emergent BioSolutions Inc 3.875% 8/15/2028 (d) |  | 1967000 | 1755449 |
| Health Care Equipment & Supplies - 0.0% |  |  |  |
| AdaptHealth LLC 5.125% 3/1/2030 (d) |  | 1326000 | 1287633 |
| Medline Borrower LP/Medline Co-Issuer Inc 6.25% 4/1/2029 (d) |  | 3847000 | 3979029 |
| Sotera Health Holdings LLC 7.375% 6/1/2031 (d) |  | 975000 | 1026836 |
|  |  |  | 6293498 |
| Health Care Providers & Services - 1.2% |  |  |  |
| Acadia Healthcare Co Inc 7.375% 3/15/2033 (d)(n) |  | 1091000 | 1111803 |
| Centene Corp 2.45% 7/15/2028  |  | 7865000 | 7332154 |
| Centene Corp 2.625% 8/1/2031  |  | 1900000 | 1628037 |
| Centene Corp 3.375% 2/15/2030  |  | 27934000 | 25651287 |
| Centene Corp 4.25% 12/15/2027  |  | 1111000 | 1097351 |
| Centene Corp 4.625% 12/15/2029  |  | 15578000 | 15059491 |
| CHS/Community Health Systems Inc 4.75% 2/15/2031 (d) |  | 6834000 | 6113966 |
| CHS/Community Health Systems Inc 5.25% 5/15/2030 (d) |  | 2813000 | 2657428 |
| CHS/Community Health Systems Inc 6.125% 4/1/2030 (d) |  | 2458000 | 2042396 |
| CHS/Community Health Systems Inc 9.75% 1/15/2034 (d) |  | 1005000 | 1068796 |
| Cigna Group/The 2.375% 3/15/2031  |  | 3630000 | 3289729 |
| Cigna Group/The 3.05% 10/15/2027  |  | 150000 | 147572 |
| Cigna Group/The 4.8% 8/15/2038  |  | 2581000 | 2498694 |
| Cigna Group/The 4.9% 12/15/2048  |  | 268000 | 243081 |
| CVS Health Corp 3% 8/15/2026  |  | 39000 | 38686 |
| CVS Health Corp 3.625% 4/1/2027  |  | 141000 | 140023 |
| CVS Health Corp 4.3% 3/25/2028  |  | 27601000 | 27677529 |
| CVS Health Corp 4.78% 3/25/2038  |  | 2115000 | 2010366 |
| CVS Health Corp 5% 1/30/2029  |  | 4149000 | 4244935 |
| CVS Health Corp 5.25% 1/30/2031  |  | 17030000 | 17640910 |
| CVS Health Corp 5.55% 6/1/2031  |  | 7565000 | 7950339 |
| CVS Health Corp 6.75% 12/10/2054 (b) |  | 2162000 | 2240561 |
| CVS Health Corp 7% 3/10/2055 (b) |  | 2621000 | 2755628 |
| DaVita Inc 3.75% 2/15/2031 (d) |  | 747000 | 692699 |
| DaVita Inc 4.625% 6/1/2030 (d) |  | 3101000 | 3007777 |
| DaVita Inc 6.75% 7/15/2033 (d) |  | 1486000 | 1544125 |
| DaVita Inc 6.875% 9/1/2032 (d) |  | 1574000 | 1637791 |
| Global Medical Response Inc 7.375% 10/1/2032 (d) |  | 540000 | 568944 |
| HAH Group Holding Co LLC 9.75% 10/1/2031 (d) |  | 581000 | 548023 |
| HCA Inc 3.5% 9/1/2030  |  | 45726000 | 44014248 |
| HCA Inc 3.625% 3/15/2032  |  | 2294000 | 2176000 |
| HCA Inc 5.45% 9/15/2034  |  | 2000000 | 2076002 |
| HCA Inc 5.625% 9/1/2028  |  | 542000 | 559732 |
| HCA Inc 5.875% 2/1/2029  |  | 2361000 | 2459861 |
| Humana Inc 3.7% 3/23/2029  |  | 981000 | 962831 |
| Humana Inc 5.375% 4/15/2031  |  | 6629000 | 6858410 |
| LifePoint Health Inc 10% 6/1/2032 (d) |  | 789000 | 833950 |
| ModivCare Inc 5% 10/1/2029 (d)(k) |  | 649000 | 64 |
| Molina Healthcare Inc 6.25% 1/15/2033 (d) |  | 3427000 | 3434769 |
| Molina Healthcare Inc 6.5% 2/15/2031 (d) |  | 1675000 | 1711036 |
| Owens & Minor Inc 4.5% 3/31/2029 (d)(n) |  | 705000 | 498574 |
| Owens & Minor Inc 6.625% 4/1/2030 (d) |  | 1352000 | 867046 |
| Pediatrix Medical Group Inc 5.375% 2/15/2030 (d) |  | 1310000 | 1313714 |
| Prime Healthcare Services Inc 9.375% 9/1/2029 (d) |  | 1268000 | 1344334 |
| Radiology Partners Inc 8.5% 7/15/2032 (d) |  | 655000 | 680381 |
| Radiology Partners Inc 9.781% 2/15/2030 pay-in-kind (b)(d) |  | 115521 | 111767 |
| Sabra Health Care LP 3.2% 12/1/2031  |  | 38425000 | 35150377 |
| Surgery Center Holdings Inc 7.25% 4/15/2032 (d) |  | 595000 | 610600 |
| Tenet Healthcare Corp 4.25% 6/1/2029  |  | 928000 | 909611 |
| Tenet Healthcare Corp 4.375% 1/15/2030  |  | 1749000 | 1713869 |
| Tenet Healthcare Corp 5.5% 11/15/2032 (d) |  | 1660000 | 1686304 |
| Tenet Healthcare Corp 6% 11/15/2033 (d) |  | 905000 | 934438 |
| Tenet Healthcare Corp 6.125% 10/1/2028  |  | 2828000 | 2840246 |
| Tenet Healthcare Corp 6.125% 6/15/2030  |  | 1523000 | 1556721 |
| Tenet Healthcare Corp 6.75% 5/15/2031  |  | 310000 | 322983 |
| Toledo Hospital/The Series 2018 B, 5.325% 11/15/2028  |  | 154000 | 156701 |
| US Acute Care Solutions LLC 9.75% 5/15/2029 (d) |  | 2888000 | 2933856 |
|  |  |  | 261358546 |
| Health Care Technology - 0.0% |  |  |  |
| IQVIA Inc 6.25% 6/1/2032 (d) |  | 2258000 | 2361789 |
| IQVIA Inc 6.5% 5/15/2030 (d) |  | 923000 | 960258 |
|  |  |  | 3322047 |
| Life Sciences Tools & Services - 0.0% |  |  |  |
| Charles River Laboratories International Inc 3.75% 3/15/2029 (d) |  | 581000 | 560555 |
| Charles River Laboratories International Inc 4% 3/15/2031 (d) |  | 124000 | 117301 |
| Charles River Laboratories International Inc 4.25% 5/1/2028 (d) |  | 487000 | 481944 |
|  |  |  | 1159800 |
| Pharmaceuticals - 0.1% |  |  |  |
| 1261229 BC Ltd 10% 4/15/2032 (d) |  | 4535000 | 4688351 |
| Bausch Health Americas Inc 8.5% 1/31/2027 (d) |  | 715000 | 711954 |
| Bausch Health Cos Inc 11% 9/30/2028 (d) |  | 585000 | 611482 |
| Bausch Health Cos Inc 4.875% 6/1/2028 (d) |  | 850000 | 769246 |
| Bausch Health Cos Inc 5.25% 1/30/2030 (d) |  | 520000 | 382200 |
| Elanco Animal Health Inc 6.65% 8/28/2028 (b) |  | 92000 | 96428 |
| Mylan Inc 4.55% 4/15/2028  |  | 5345000 | 5342889 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 4.125% 4/30/2028 (d) |  | 657000 | 640290 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 5.125% 4/30/2031 (d)(n) |  | 3784000 | 3168929 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 6.75% 5/15/2034 (d) |  | 757000 | 681222 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV 7.875% 5/15/2034 (d) |  | 1533000 | 1289153 |
| Utah Acquisition Sub Inc 3.95% 6/15/2026  |  | 55000 | 54808 |
|  |  |  | 18436952 |
| TOTAL HEALTH CARE |  |  | 292326292 |
| Industrials - 1.0% |  |  |  |
| Aerospace & Defense - 0.5% |  |  |  |
| Axon Enterprise Inc 6.125% 3/15/2030 (d) |  | 1477000 | 1522447 |
| Axon Enterprise Inc 6.25% 3/15/2033 (d) |  | 1315000 | 1365275 |
| Boeing Co 3.55% 3/1/2038  |  | 1648000 | 1398098 |
| Boeing Co 5.15% 5/1/2030  |  | 24974000 | 25740215 |
| Boeing Co 5.705% 5/1/2040  |  | 1200000 | 1232807 |
| Boeing Co 5.805% 5/1/2050  |  | 2275000 | 2265564 |
| Boeing Co 5.93% 5/1/2060  |  | 16129000 | 16012405 |
| Boeing Co 6.259% 5/1/2027  |  | 371000 | 381138 |
| Boeing Co 6.298% 5/1/2029  |  | 1357000 | 1443239 |
| Boeing Co 6.388% 5/1/2031  |  | 12106000 | 13171517 |
| Boeing Co 6.528% 5/1/2034  |  | 8962000 | 9965551 |
| Boeing Co 6.858% 5/1/2054  |  | 2783000 | 3170587 |
| Boeing Co 7.008% 5/1/2064  |  | 2488000 | 2849038 |
| BWX Technologies Inc 4.125% 6/30/2028 (d) |  | 2135000 | 2094577 |
| Carpenter Technology Corp 5.625% 3/1/2034 (d) |  | 1520000 | 1544855 |
| OneSky Flight LLC 8.875% 12/15/2029 (d) |  | 1212000 | 1282651 |
| TransDigm Inc 6% 1/15/2033 (d) |  | 675000 | 690190 |
| TransDigm Inc 6.25% 1/31/2034 (d) |  | 395000 | 409551 |
| TransDigm Inc 6.375% 3/1/2029 (d) |  | 2032000 | 2092960 |
| TransDigm Inc 6.375% 5/31/2033 (d) |  | 1253000 | 1284320 |
| TransDigm Inc 6.625% 3/1/2032 (d) |  | 713000 | 741073 |
| TransDigm Inc 6.75% 1/31/2034 (d) |  | 1730000 | 1807573 |
| TransDigm Inc 6.75% 8/15/2028 (d) |  | 1123000 | 1145460 |
| TransDigm Inc 7.125% 12/1/2031 (d) |  | 338000 | 354357 |
|  |  |  | 93965448 |
| Air Freight & Logistics - 0.0% |  |  |  |
| Rand Parent LLC 8.5% 2/15/2030 (d)(n) |  | 3626000 | 3741655 |
| Stonepeak Nile Parent LLC 7.25% 3/15/2032 (d) |  | 1084000 | 1145666 |
|  |  |  | 4887321 |
| Building Products - 0.1% |  |  |  |
| AmeriTex HoldCo Intermediate LLC 7.625% 8/15/2033 (d) |  | 1145000 | 1202929 |
| Builders FirstSource Inc 4.25% 2/1/2032 (d) |  | 1417000 | 1346797 |
| Builders FirstSource Inc 6.375% 3/1/2034 (d) |  | 595000 | 618870 |
| Builders FirstSource Inc 6.75% 5/15/2035 (d) |  | 2519000 | 2656772 |
| Camelot Return Merger Sub Inc 8.75% 8/1/2028 (d) |  | 956000 | 799455 |
| Carrier Global Corp 5.9% 3/15/2034  |  | 787000 | 850180 |
| Cornerstone Building Brands Inc 6.125% 1/15/2029 (d) |  | 825000 | 412758 |
| Cornerstone Building Brands Inc 9.5% 8/15/2029 (d) |  | 716000 | 574920 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc 6.625% 12/15/2030 (d) |  | 2906000 | 3011642 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc 6.75% 7/15/2031 (d) |  | 760000 | 795487 |
| JH North America Holdings Inc 6.125% 7/31/2032 (d) |  | 590000 | 604798 |
| Masterbrand Inc 7% 7/15/2032 (d) |  | 753000 | 776836 |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC 6.75% 4/1/2032 (d) |  | 712000 | 727346 |
| Standard Building Solutions Inc 6.25% 8/1/2033 (d) |  | 2220000 | 2276932 |
| Standard Building Solutions Inc 6.5% 8/15/2032 (d) |  | 1231000 | 1269955 |
|  |  |  | 17925677 |
| Commercial Services & Supplies - 0.1% |  |  |  |
| ADT Security Corp/The 5.875% 10/15/2033 (d) |  | 1105000 | 1121525 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp 6% 6/1/2029 (d) |  | 1112000 | 1090334 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp 6.875% 6/15/2030 (d) |  | 1415000 | 1462536 |
| Allied Universal Holdco LLC 7.875% 2/15/2031 (d) |  | 2203000 | 2319444 |
| Artera Services LLC 8.5% 2/15/2031 (d) |  | 6496000 | 5615443 |
| Brand Industrial Services Inc 10.375% 8/1/2030 (d) |  | 3291000 | 3227342 |
| Clean Harbors Inc 6.375% 2/1/2031 (d) |  | 477000 | 490264 |
| CoreCivic Inc 4.75% 10/15/2027  |  | 1916000 | 1906786 |
| CoreCivic Inc 8.25% 4/15/2029  |  | 525000 | 553100 |
| GEO Group Inc/The 10.25% 4/15/2031  |  | 1628000 | 1786401 |
| GEO Group Inc/The 8.625% 4/15/2029  |  | 1653000 | 1741849 |
| GFL Environmental Inc 3.5% 9/1/2028 (d) |  | 458000 | 449375 |
| GFL Environmental Inc 6.75% 1/15/2031 (d) |  | 1290000 | 1354272 |
| Neptune Bidco US Inc 10.375% 5/15/2031 (d) |  | 2590000 | 2618585 |
| Neptune Bidco US Inc 9.29% 4/15/2029 (d) |  | 2662000 | 2642035 |
| OT Midco Inc 10% 2/15/2030 (d) |  | 2145000 | 850068 |
| Reworld Holding Corp 4.875% 12/1/2029 (d) |  | 1182000 | 1120070 |
| Williams Scotsman Inc 6.625% 4/15/2030 (d) |  | 859000 | 886996 |
| Williams Scotsman Inc 6.625% 6/15/2029 (d) |  | 932000 | 961606 |
|  |  |  | 32198031 |
| Construction & Engineering - 0.0% |  |  |  |
| AECOM 6% 8/1/2033 (d) |  | 2228000 | 2290250 |
| Amsted Industries Inc 6.375% 3/15/2033 (d) |  | 1071000 | 1108024 |
| Pike Corp 5.5% 9/1/2028 (d) |  | 920000 | 917700 |
| Pike Corp 8.625% 1/31/2031 (d) |  | 1932000 | 2042521 |
| Railworks Holdings LP / Railworks Rally Inc 8.25% 11/15/2028 (d) |  | 2371000 | 2378208 |
|  |  |  | 8736703 |
| Electrical Equipment - 0.0% |  |  |  |
| Sensata Technologies BV 4% 4/15/2029 (d) |  | 1014000 | 990075 |
| WESCO Distribution Inc 6.375% 3/15/2033 (d)(n) |  | 1791000 | 1873146 |
|  |  |  | 2863221 |
| Ground Transportation - 0.1% |  |  |  |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc 8.375% 6/15/2032 (d) |  | 1001000 | 1030664 |
| Genesee & Wyoming Inc 6.25% 4/15/2032 (d) |  | 2279000 | 2343434 |
| Uber Technologies Inc 4.15% 1/15/2031  |  | 8695000 | 8656908 |
| Uber Technologies Inc 4.8% 9/15/2035  |  | 7052000 | 7048800 |
| XPO Inc 7.125% 2/1/2032 (d) |  | 1794000 | 1895580 |
| XPO Inc 7.125% 6/1/2031 (d) |  | 459000 | 480163 |
|  |  |  | 21455549 |
| Industrial Conglomerates - 0.0% |  |  |  |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75% 6/15/2029 (d) |  | 868000 | 855586 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7% 7/15/2031 (d) |  | 902000 | 956130 |
|  |  |  | 1811716 |
| Machinery - 0.0% |  |  |  |
| Allison Transmission Inc 5.875% 12/1/2033 (d) |  | 1210000 | 1221023 |
| Beach Acquisition Bidco LLC 10% 7/15/2033 pay-in-kind (b)(d) |  | 2015000 | 2180526 |
| Enpro Inc 6.125% 6/1/2033 (d) |  | 1081000 | 1116675 |
|  |  |  | 4518224 |
| Passenger Airlines - 0.0% |  |  |  |
| American Airlines Inc/AAdvantage Loyalty IP Ltd 5.5% 4/20/2026 (d) |  | 454334 | 455130 |
| JetBlue Airways Corp / JetBlue Loyalty LP 9.875% 9/20/2031 (d) |  | 1558000 | 1538914 |
|  |  |  | 1994044 |
| Professional Services - 0.1% |  |  |  |
| Amentum Holdings Inc 7.25% 8/1/2032 (d) |  | 1420000 | 1490513 |
| CACI International Inc 6.375% 6/15/2033 (d) |  | 1941000 | 2023500 |
| ION Platform Finance US Inc / ION Platform Finance SARL 5% 5/1/2028 (d) |  | 1670000 | 1556037 |
| ION Platform Finance US Inc / ION Platform Finance SARL 5.75% 5/15/2028 (d) |  | 1517000 | 1424671 |
| ION Platform Finance US Inc / ION Platform Finance SARL 8.75% 5/1/2029 (d) |  | 960000 | 950523 |
| ION Platform Finance US Inc / ION Platform Finance SARL 9% 8/1/2029 (d) |  | 1198000 | 1196555 |
| Paychex Inc 5.1% 4/15/2030  |  | 2142000 | 2201283 |
| Paychex Inc 5.35% 4/15/2032  |  | 3058000 | 3180252 |
| Paychex Inc 5.6% 4/15/2035  |  | 2019000 | 2120955 |
| Science Applications International Corp 5.875% 11/1/2033 (d) |  | 1685000 | 1678483 |
| TriNet Group Inc 3.5% 3/1/2029 (d) |  | 1189000 | 1121936 |
| Verisk Analytics Inc 4.5% 8/15/2030  |  | 5051000 | 5091912 |
| Verisk Analytics Inc 5.125% 2/15/2036  |  | 9510000 | 9646232 |
|  |  |  | 33682852 |
| Trading Companies & Distributors - 0.1% |  |  |  |
| FTAI Aviation Investors LLC 5.875% 4/15/2033 (d) |  | 25000 | 25313 |
| FTAI Aviation Investors LLC 7% 6/15/2032 (d) |  | 624000 | 654451 |
| FTAI Aviation Investors LLC 7.875% 12/1/2030 (d)(n) |  | 1060000 | 1128535 |
| Herc Holdings Inc 7% 6/15/2030 (d) |  | 2112000 | 2217034 |
| Herc Holdings Inc 7.25% 6/15/2033 (d) |  | 1280000 | 1355071 |
| QXO Building Products Inc 6.75% 4/30/2032 (d) |  | 3342000 | 3490104 |
| Synergy Infrastructure Holdings LLC 7.875% 12/1/2030 (d) |  | 530000 | 546050 |
| United Rentals North America Inc 5.375% 11/15/2033 (d) |  | 3385000 | 3392774 |
| United Rentals North America Inc 6.125% 3/15/2034 (d) |  | 2095000 | 2188018 |
|  |  |  | 14997350 |
| Transportation Infrastructure - 0.0% |  |  |  |
| Beacon Mobility Corp 7.25% 8/1/2030 (d) |  | 530000 | 554682 |
| TOTAL INDUSTRIALS |  |  | 239590818 |
| Information Technology - 1.2% |  |  |  |
| Electronic Equipment, Instruments & Components - 0.3% |  |  |  |
| Coherent Corp 5% 12/15/2029 (d)(n) |  | 2378000 | 2356673 |
| Dell International LLC / EMC Corp 4.15% 2/15/2029  |  | 8686000 | 8674219 |
| Dell International LLC / EMC Corp 4.5% 2/15/2031  |  | 18522000 | 18523668 |
| Dell International LLC / EMC Corp 4.75% 10/6/2032  |  | 15181000 | 15221554 |
| Dell International LLC / EMC Corp 5.1% 2/15/2036  |  | 21370000 | 21341244 |
| Dell International LLC / EMC Corp 5.3% 10/1/2029  |  | 2407000 | 2486001 |
| Dell International LLC / EMC Corp 6.2% 7/15/2030  |  | 1265000 | 1355065 |
| Insight Enterprises Inc 6.625% 5/15/2032 (d) |  | 900000 | 921384 |
| Lightning Power LLC 7.25% 8/15/2032 (d) |  | 1235000 | 1310552 |
| Sensata Technologies Inc 6.625% 7/15/2032 (d) |  | 625000 | 653361 |
| TTM Technologies Inc 4% 3/1/2029 (d) |  | 627000 | 607287 |
|  |  |  | 73451008 |
| IT Services - 0.1% |  |  |  |
| Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (d) |  | 2850000 | 2822757 |
| Cogent Communications Group LLC / Cogent Finance Inc 7% 6/15/2027 (d) |  | 1040000 | 1029980 |
| CoreWeave Inc 9% 2/1/2031 (d) |  | 3111000 | 2815126 |
| CoreWeave Inc 9.25% 6/1/2030 (d) |  | 2203000 | 2032499 |
| Go Daddy Operating Co LLC / GD Finance Co Inc 3.5% 3/1/2029 (d) |  | 1174000 | 1123525 |
| Go Daddy Operating Co LLC / GD Finance Co Inc 5.25% 12/1/2027 (d) |  | 1796000 | 1795925 |
|  |  |  | 11619812 |
| Semiconductors & Semiconductor Equipment - 0.5% |  |  |  |
| Amkor Technology Inc 5.875% 10/1/2033 (d) |  | 545000 | 554821 |
| Broadcom Inc 1.95% 2/15/2028  |  | 358000 | 343283 |
| Broadcom Inc 2.45% 2/15/2031  |  | 60247000 | 55381347 |
| Broadcom Inc 2.6% 2/15/2033  |  | 53540000 | 47597029 |
| Broadcom Inc 2.6% 2/15/2033 (d) |  | 156000 | 138683 |
| Broadcom Inc 3.187% 11/15/2036 (d) |  | 4113000 | 3551963 |
| Broadcom Inc 3.419% 4/15/2033  |  | 1988000 | 1862968 |
| Entegris Inc 3.625% 5/1/2029 (d) |  | 2225000 | 2122851 |
| Entegris Inc 4.375% 4/15/2028 (d) |  | 300000 | 297086 |
| Entegris Inc 4.75% 4/15/2029 (d) |  | 1837000 | 1833409 |
| Entegris Inc 5.95% 6/15/2030 (d) |  | 2681000 | 2744580 |
| ON Semiconductor Corp 3.875% 9/1/2028 (d) |  | 1050000 | 1023576 |
| Wolfspeed Inc 12% 6/15/2031 pay-in-kind (b) |  | 716412 | 580294 |
| Wolfspeed Inc 9.875% 6/23/2030 pay-in-kind (b)(d) |  | 350999 | 384344 |
|  |  |  | 118416234 |
| Software - 0.3% |  |  |  |
| Cloud Software Group Inc 8.25% 6/30/2032 (d) |  | 2746000 | 2892630 |
| Cloud Software Group Inc 9% 9/30/2029 (d) |  | 5774000 | 5956072 |
| Fair Isaac Corp 6% 5/15/2033 (d) |  | 2030000 | 2086536 |
| Fiserv Funding ULC 3.5% 6/15/2032  | EUR | 553000 | 633794 |
| Oracle Corp 4.45% 9/26/2030  |  | 7143000 | 7038516 |
| Oracle Corp 4.8% 9/26/2032  |  | 12808000 | 12591599 |
| Oracle Corp 5.2% 9/26/2035  |  | 11300000 | 11072759 |
| Oracle Corp 5.875% 9/26/2045  |  | 6152000 | 5800821 |
| Oracle Corp 5.95% 9/26/2055  |  | 7713000 | 7227359 |
| Oracle Corp 6.1% 9/26/2065  |  | 8038000 | 7485546 |
| UKG Inc 6.875% 2/1/2031 (d) |  | 1206000 | 1245019 |
| X.AI LLC / X.AI Co Issuer Corp 12.5% 6/30/2030  |  | 3716000 | 3909923 |
|  |  |  | 67940574 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |  |
| Seagate Data Storage Technology Pte Ltd 5.75% 12/1/2034 (d) |  | 1023000 | 1051623 |
| Seagate Data Storage Technology Pte Ltd 5.875% 7/15/2030 (d) |  | 701000 | 721815 |
| Seagate Data Storage Technology Pte Ltd 8.25% 12/15/2029 (d) |  | 589000 | 625724 |
| Seagate Data Storage Technology Pte Ltd 8.5% 7/15/2031 (d) |  | 601000 | 640224 |
|  |  |  | 3039386 |
| TOTAL INFORMATION TECHNOLOGY |  |  | 274467014 |
| Materials - 0.4% |  |  |  |
| Chemicals - 0.3% |  |  |  |
| Advancion Sciences Inc 9.25% 11/1/2026 pay-in-kind (b)(d) |  | 2580428 | 2251423 |
| Axalta Coating Systems Dutch Holding B BV 7.25% 2/15/2031 (d) |  | 460000 | 486189 |
| Celanese US Holdings LLC 6.5% 4/15/2030  |  | 830000 | 828686 |
| Celanese US Holdings LLC 6.75% 4/15/2033  |  | 2464000 | 2452146 |
| Celanese US Holdings LLC 6.85% 11/15/2028 (b) |  | 2117000 | 2188360 |
| Celanese US Holdings LLC 6.879% 7/15/2032 (b) |  | 1110000 | 1132436 |
| Celanese US Holdings LLC 7.05% 11/15/2030 (b) |  | 18727000 | 19412203 |
| Celanese US Holdings LLC 7.2% 11/15/2033 (b) |  | 2220000 | 2318461 |
| Chemours Co/The 4.625% 11/15/2029 (d) |  | 1617000 | 1444458 |
| Chemours Co/The 5.75% 11/15/2028 (d) |  | 1802000 | 1748929 |
| Chemours Co/The 8% 1/15/2033 (d) |  | 1525000 | 1483656 |
| GPD Cos Inc 12.5% 12/31/2029 pay-in-kind (d) |  | 1027471 | 558161 |
| Inversion Escrow Issuer LLC 6.75% 8/1/2032 (d) |  | 2120000 | 2070853 |
| Mativ Holdings Inc 8% 10/1/2029 (d) |  | 1404000 | 1406508 |
| Methanex US Operations Inc 6.25% 3/15/2032 (d) |  | 1437000 | 1475454 |
| Olin Corp 5% 2/1/2030  |  | 2710000 | 2663358 |
| Olin Corp 5.625% 8/1/2029 (n) |  | 560000 | 561628 |
| Olin Corp 6.625% 4/1/2033 (d) |  | 1695000 | 1683680 |
| Olympus Water US Holding Corp 6.25% 10/1/2029 (d)(n) |  | 1557000 | 1504391 |
| Olympus Water US Holding Corp 7.25% 2/15/2033 (d) |  | 3325000 | 3300583 |
| Olympus Water US Holding Corp 7.25% 6/15/2031 (d)(n) |  | 1058000 | 1059045 |
| Solstice Advanced Materials Inc 5.625% 9/30/2033 (d) |  | 1650000 | 1659029 |
| Tronox Inc 4.625% 3/15/2029 (d) |  | 3200000 | 2067041 |
| WR Grace Holdings LLC 5.625% 8/15/2029 (d) |  | 2454000 | 2310169 |
| WR Grace Holdings LLC 6.625% 8/15/2032 (d) |  | 1575000 | 1563411 |
| WR Grace Holdings LLC 7.375% 3/1/2031 (d) |  | 680000 | 691009 |
|  |  |  | 60321267 |
| Construction Materials - 0.0% |  |  |  |
| Quikrete Holdings Inc 6.375% 3/1/2032 (d) |  | 4463000 | 4634357 |
| Quikrete Holdings Inc 6.75% 3/1/2033 (d) |  | 1694000 | 1763855 |
| Smyrna Ready Mix Concrete LLC 6% 11/1/2028 (d) |  | 1415000 | 1418194 |
| Smyrna Ready Mix Concrete LLC 8.875% 11/15/2031 (d) |  | 1164000 | 1235416 |
|  |  |  | 9051822 |
| Containers & Packaging - 0.0% |  |  |  |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 4% 9/1/2029 (d) |  | 1457000 | 1356088 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6% 6/15/2027 (d) |  | 573000 | 572999 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 6.25% 1/30/2031 (d)(e) |  | 830000 | 844424 |
| Clydesdale Acquisition Holdings Inc 6.625% 4/15/2029 (d) |  | 593000 | 600036 |
| Clydesdale Acquisition Holdings Inc 6.75% 4/15/2032 (d) |  | 1682000 | 1697162 |
| Clydesdale Acquisition Holdings Inc 6.875% 1/15/2030 (d) |  | 1109000 | 1125979 |
| Clydesdale Acquisition Holdings Inc 8.75% 4/15/2030 (d)(n) |  | 1134000 | 1135779 |
| Crown Americas LLC 5.875% 6/1/2033 (d) |  | 1705000 | 1745482 |
| Graham Packaging Co Inc 7.125% 8/15/2028 (d) |  | 461000 | 459950 |
| Graphic Packaging International LLC 3.75% 2/1/2030 (d)(n) |  | 434000 | 411002 |
| Graphic Packaging International LLC 6.375% 7/15/2032 (d) |  | 1165000 | 1184694 |
|  |  |  | 11133595 |
| Metals & Mining - 0.1% |  |  |  |
| Alcoa Nederland Holding BV 7.125% 3/15/2031 (d) |  | 4208000 | 4458860 |
| Alumina Pty Ltd 6.375% 9/15/2032 (d) |  | 1850000 | 1925935 |
| Century Aluminum Co 6.875% 8/1/2032 (d) |  | 1065000 | 1082186 |
| Cleveland-Cliffs Inc 7% 3/15/2032 (d) |  | 819000 | 839513 |
| Cleveland-Cliffs Inc 7.375% 5/1/2033 (d) |  | 872000 | 899373 |
| Cleveland-Cliffs Inc 7.5% 9/15/2031 (d) |  | 541000 | 565800 |
| Cleveland-Cliffs Inc 7.625% 1/15/2034 (d) |  | 1135000 | 1177704 |
| Commercial Metals Co 3.875% 2/15/2031  |  | 221000 | 209060 |
| Commercial Metals Co 4.125% 1/15/2030  |  | 442000 | 427494 |
| Commercial Metals Co 4.375% 3/15/2032  |  | 1324000 | 1268801 |
| Commercial Metals Co 5.75% 11/15/2033 (d) |  | 2000000 | 2045258 |
| Commercial Metals Co 6% 12/15/2035 (d) |  | 2000000 | 2037346 |
| Kaiser Aluminum Corp 5.875% 3/1/2034 (d) |  | 1110000 | 1106332 |
| Novelis Corp 3.875% 8/15/2031 (d)(n) |  | 894000 | 815597 |
| Novelis Corp 6.375% 8/15/2033 (d) |  | 507000 | 511608 |
| Novelis Corp 6.875% 1/30/2030 (d) |  | 1752000 | 1815456 |
|  |  |  | 21186323 |
| TOTAL MATERIALS |  |  | 101693007 |
| Real Estate - 1.3% |  |  |  |
| Diversified REITs - 0.3% |  |  |  |
| GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034  |  | 2521000 | 2553329 |
| Piedmont Operating Partnership LP 2.75% 4/1/2032  |  | 443000 | 380028 |
| Safehold GL Holdings LLC 6.1% 4/1/2034  |  | 1062000 | 1129649 |
| Store Capital LLC 2.75% 11/18/2030  |  | 5283000 | 4821587 |
| Store Capital LLC 4.625% 3/15/2029  |  | 79000 | 78742 |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC 6% 1/15/2030 (d)(n) |  | 3269000 | 3014847 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 6.5% 2/15/2029 (d) |  | 2721000 | 2582675 |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC 8.625% 6/15/2032 (d) |  | 955000 | 915727 |
| Vici Properties LP / Vici Note Co Inc 4.125% 8/15/2030 (d) |  | 2269000 | 2201291 |
| Vici Properties LP / Vici Note Co Inc 4.5% 9/1/2026 (d) |  | 2834000 | 2837413 |
| Vici Properties LP / Vici Note Co Inc 4.625% 12/1/2029 (d) |  | 1563000 | 1554352 |
| VICI Properties LP 4.75% 2/15/2028  |  | 19276000 | 19472212 |
| VICI Properties LP 4.75% 4/1/2028  |  | 2401000 | 2427349 |
| VICI Properties LP 4.95% 2/15/2030  |  | 22807000 | 23079159 |
| VICI Properties LP 5.125% 5/15/2032  |  | 3179000 | 3206388 |
| VICI Properties LP 5.75% 4/1/2034  |  | 1972000 | 2046543 |
| Vornado Realty LP 2.15% 6/1/2026  |  | 407000 | 401552 |
| WP Carey Inc 2.4% 2/1/2031  |  | 3912000 | 3521581 |
| WP Carey Inc 3.85% 7/15/2029  |  | 59000 | 58253 |
| WP Carey Inc 4.25% 7/23/2032  | EUR | 200000 | 239277 |
|  |  |  | 76521954 |
| Health Care REITs - 0.4% |  |  |  |
| Alexandria Real Estate Equities Inc 4.9% 12/15/2030  |  | 616000 | 625734 |
| CTR Partnership LP / CareTrust Capital Corp 3.875% 6/30/2028 (d) |  | 1013000 | 985263 |
| Healthcare Realty Holdings LP 3.1% 2/15/2030  |  | 1378000 | 1305733 |
| Healthcare Realty Holdings LP 3.5% 8/1/2026  |  | 155000 | 154036 |
| Healthpeak OP LLC 3.25% 7/15/2026  |  | 59000 | 58726 |
| Healthpeak OP LLC 3.5% 7/15/2029  |  | 68000 | 66211 |
| MPT Operating Partnership LP / MPT Finance Corp 0.993% 10/15/2026  | EUR | 465000 | 514744 |
| MPT Operating Partnership LP / MPT Finance Corp 3.5% 3/15/2031  |  | 1954000 | 1432569 |
| MPT Operating Partnership LP / MPT Finance Corp 4.625% 8/1/2029  |  | 1287000 | 1083859 |
| MPT Operating Partnership LP / MPT Finance Corp 5% 10/15/2027  |  | 4877000 | 4713371 |
| MPT Operating Partnership LP / MPT Finance Corp 8.5% 2/15/2032 (d) |  | 340000 | 359307 |
| Omega Healthcare Investors Inc 3.25% 4/15/2033  |  | 58354000 | 52029070 |
| Omega Healthcare Investors Inc 3.375% 2/1/2031  |  | 3721000 | 3473900 |
| Omega Healthcare Investors Inc 3.625% 10/1/2029  |  | 2794000 | 2695696 |
| Omega Healthcare Investors Inc 4.5% 4/1/2027  |  | 1699000 | 1704783 |
| Omega Healthcare Investors Inc 4.75% 1/15/2028  |  | 283000 | 285433 |
| Ventas Realty LP 3% 1/15/2030  |  | 1076000 | 1024713 |
| Ventas Realty LP 4% 3/1/2028  |  | 4570000 | 4558704 |
| Ventas Realty LP 4.125% 1/15/2026  |  | 14000 | 13991 |
| Ventas Realty LP 4.75% 11/15/2030  |  | 6555000 | 6662368 |
|  |  |  | 83748211 |
| Hotel & Resort REITs - 0.0% |  |  |  |
| RHP Hotel Properties LP / RHP Finance Corp 6.5% 6/15/2033 (d) |  | 1228000 | 1276098 |
| Industrial REITs - 0.0% |  |  |  |
| LXP Industrial Trust 2.7% 9/15/2030  |  | 2590000 | 2379800 |
| Prologis Euro Finance LLC 3.25% 9/22/2032  | EUR | 530000 | 608391 |
|  |  |  | 2988191 |
| Office REITs - 0.2% |  |  |  |
| Boston Properties LP 3.25% 1/30/2031  |  | 5966000 | 5591539 |
| Boston Properties LP 4.5% 12/1/2028  |  | 145000 | 145706 |
| Boston Properties LP 6.75% 12/1/2027  |  | 733000 | 767390 |
| COPT Defense Properties LP 2.25% 3/15/2026  |  | 300000 | 298098 |
| COPT Defense Properties LP 2.75% 4/15/2031  |  | 36331000 | 33058467 |
| COPT Defense Properties LP 4.5% 10/15/2030  |  | 4751000 | 4731722 |
| Hudson Pacific Properties LP 4.65% 4/1/2029  |  | 1962000 | 1806021 |
|  |  |  | 46398943 |
| Real Estate Management & Development - 0.1% |  |  |  |
| Americold Realty Operating Partnership LP 5.409% 9/12/2034  |  | 340000 | 335505 |
| Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp 7% 4/15/2030 (d) |  | 213400 | 214302 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 5.25% 4/15/2030 (d) |  | 401000 | 373737 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 5.75% 1/15/2029 (d) |  | 833000 | 801117 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 9.75% 4/15/2030 (d) |  | 505000 | 548609 |
| Brandywine Operating Partnership LP 3.95% 11/15/2027  |  | 247000 | 243971 |
| Brandywine Operating Partnership LP 4.55% 10/1/2029  |  | 151000 | 145151 |
| Brandywine Operating Partnership LP 8.3% 3/15/2028  |  | 2185000 | 2304006 |
| CBRE Services Inc 2.5% 4/1/2031  |  | 1155000 | 1051714 |
| Essex Portfolio LP 5.5% 4/1/2034  |  | 11198000 | 11683230 |
| Extra Space Storage LP 5.4% 2/1/2034  |  | 360000 | 371119 |
| Forestar Group Inc 6.5% 3/15/2033 (d) |  | 1636000 | 1683891 |
| Howard Hughes Corp/The 4.375% 2/1/2031 (d) |  | 1460000 | 1394836 |
| Kennedy-Wilson Inc 4.75% 2/1/2030  |  | 1184000 | 1133325 |
| Tanger Properties LP 2.75% 9/1/2031  |  | 1817000 | 1646485 |
| Tanger Properties LP 3.125% 9/1/2026  |  | 1289000 | 1277791 |
| Taylor Morrison Communities Inc 5.75% 11/15/2032 (d) |  | 875000 | 901882 |
|  |  |  | 26110671 |
| Residential REITs - 0.1% |  |  |  |
| American Homes 4 Rent LP 2.375% 7/15/2031  |  | 357000 | 319215 |
| American Homes 4 Rent LP 3.625% 4/15/2032  |  | 3545000 | 3348849 |
| American Homes 4 Rent LP 5.5% 2/1/2034  |  | 4084000 | 4232749 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/2032  |  | 7852000 | 7625565 |
| Sun Communities Operating LP 2.3% 11/1/2028  |  | 642000 | 610293 |
| Sun Communities Operating LP 2.7% 7/15/2031  |  | 7647000 | 6973704 |
| Sun Communities Operating LP 4.2% 4/15/2032  |  | 726000 | 708845 |
|  |  |  | 23819220 |
| Retail REITs - 0.2% |  |  |  |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  |  | 33570000 | 33131406 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029  |  | 2565000 | 2552419 |
| Brixmor Operating Partnership LP 4.125% 6/15/2026  |  | 413000 | 412715 |
| Kite Realty Group Trust 4.75% 9/15/2030  |  | 318000 | 321165 |
| Realty Income Corp 2.2% 6/15/2028  |  | 80000 | 76673 |
| Realty Income Corp 2.85% 12/15/2032  |  | 835000 | 751559 |
| Realty Income Corp 3.25% 1/15/2031  |  | 92000 | 87514 |
| Realty Income Corp 3.375% 6/20/2031  | EUR | 700000 | 813310 |
| Realty Income Corp 3.4% 1/15/2028  |  | 141000 | 139506 |
| Simon Property Group LP 2.45% 9/13/2029  |  | 159000 | 150273 |
|  |  |  | 38436540 |
| Specialized REITs - 0.0% |  |  |  |
| American Tower Corp 3.625% 5/30/2032  | EUR | 875000 | 1027583 |
| American Tower Corp 5.45% 2/15/2034  |  | 250000 | 260636 |
| Iron Mountain Inc 6.25% 1/15/2033 (d) |  | 380000 | 388543 |
| Millrose Properties Inc 6.25% 9/15/2032 (d) |  | 610000 | 616890 |
| Millrose Properties Inc 6.375% 8/1/2030 (d) |  | 1020000 | 1040531 |
|  |  |  | 3334183 |
| TOTAL REAL ESTATE |  |  | 302634011 |
| Utilities - 0.9% |  |  |  |
| Electric Utilities - 0.4% |  |  |  |
| Alabama Power Co 3.05% 3/15/2032  |  | 3058000 | 2844604 |
| Clearway Energy Operating LLC 3.75% 2/15/2031 (d) |  | 1426000 | 1328692 |
| Clearway Energy Operating LLC 4.75% 3/15/2028 (d) |  | 999000 | 998761 |
| Cleco Corporate Holdings LLC 3.375% 9/15/2029  |  | 3177000 | 2995818 |
| Cleco Corporate Holdings LLC 3.743% 5/1/2026  |  | 4110000 | 4094530 |
| Cleveland Electric Illuminating Co/The 5.95% 12/15/2036  |  | 620000 | 660165 |
| Duke Energy Corp 2.45% 6/1/2030  |  | 4913000 | 4556301 |
| Duke Energy Corp 3.85% 6/15/2034  | EUR | 350000 | 404696 |
| Duquesne Light Holdings Inc 2.532% 10/1/2030 (d) |  | 5250000 | 4767058 |
| Duquesne Light Holdings Inc 2.775% 1/7/2032 (d) |  | 1098000 | 980696 |
| Edison International 6.25% 3/15/2030  |  | 1130000 | 1181143 |
| Edison International 7.875% 6/15/2054 (b) |  | 757000 | 787328 |
| Edison International 8.125% 6/15/2053 (b) |  | 860000 | 888061 |
| Exelon Corp 3.35% 3/15/2032  |  | 5149000 | 4831066 |
| Exelon Corp 4.05% 4/15/2030  |  | 12924000 | 12824078 |
| Hawaiian Electric Co Inc 6% 10/1/2033 (d) |  | 890000 | 901157 |
| NRG Energy Inc 3.375% 2/15/2029 (d) |  | 1090000 | 1044282 |
| NRG Energy Inc 3.625% 2/15/2031 (d) |  | 755000 | 706566 |
| NRG Energy Inc 3.875% 2/15/2032 (d)(n) |  | 266000 | 248602 |
| NRG Energy Inc 5.25% 6/15/2029 (d) |  | 1269000 | 1274350 |
| NRG Energy Inc 5.75% 1/15/2028  |  | 516000 | 517431 |
| NRG Energy Inc 5.75% 1/15/2034 (d) |  | 1715000 | 1728749 |
| NRG Energy Inc 5.75% 7/15/2029 (d) |  | 1220000 | 1226084 |
| NRG Energy Inc 6% 1/15/2036 (d) |  | 1665000 | 1690961 |
| NRG Energy Inc 6% 2/1/2033 (d) |  | 1871000 | 1910660 |
| NRG Energy Inc 6.25% 11/1/2034 (d) |  | 1324000 | 1364420 |
| PacifiCorp 7.375% 9/15/2055 (b) |  | 1723000 | 1752017 |
| PG&E Corp 5% 7/1/2028  |  | 465000 | 461609 |
| PG&E Corp 5.25% 7/1/2030  |  | 4790000 | 4744423 |
| PG&E Corp 7.375% 3/15/2055 (b) |  | 1992000 | 2059437 |
| Southern Co/The 1.875% 9/15/2081 (b) | EUR | 680000 | 763432 |
| Southern Co/The 4.85% 3/15/2035  |  | 7670000 | 7639476 |
| Vistra Operations Co LLC 5% 7/31/2027 (d) |  | 135000 | 135432 |
| Vistra Operations Co LLC 6.875% 4/15/2032 (d) |  | 1181000 | 1242116 |
| Vistra Operations Co LLC 7.75% 10/15/2031 (d) |  | 1470000 | 1561421 |
| XPLR Infrastructure Operating Partners LP 7.25% 1/15/2029 (d)(n) |  | 827000 | 847534 |
| XPLR Infrastructure Operating Partners LP 7.75% 4/15/2034 (d) |  | 1405000 | 1428480 |
| XPLR Infrastructure Operating Partners LP 8.375% 1/15/2031 (d) |  | 1164000 | 1219771 |
| XPLR Infrastructure Operating Partners LP 8.625% 3/15/2033 (d) |  | 1070000 | 1118771 |
|  |  |  | 81730178 |
| Independent Power and Renewable Electricity Producers - 0.4% |  |  |  |
| AES Corp/The 2.45% 1/15/2031  |  | 73010000 | 66236372 |
| AES Corp/The 3.95% 7/15/2030 (d) |  | 9518000 | 9282756 |
| AES Corp/The 6.95% 7/15/2055 (b) |  | 1218000 | 1188182 |
| Alpha Generation LLC 6.25% 1/15/2034 (d) |  | 1105000 | 1106734 |
| Alpha Generation LLC 6.75% 10/15/2032 (d) |  | 777000 | 799680 |
| Calpine Corp 4.625% 2/1/2029 (d) |  | 450000 | 446691 |
| Calpine Corp 5.125% 3/15/2028 (d) |  | 1205000 | 1208380 |
| Sunnova Energy Corp 5.875% (d)(i)(k) |  | 2613000 | 6532 |
| Talen Energy Supply LLC 6.25% 2/1/2034 (d) |  | 1660000 | 1691414 |
| Talen Energy Supply LLC 6.5% 2/1/2036 (d) |  | 1705000 | 1762774 |
|  |  |  | 83729515 |
| Multi-Utilities - 0.1% |  |  |  |
| NiSource Inc 2.95% 9/1/2029  |  | 938000 | 899624 |
| NiSource Inc 3.6% 5/1/2030  |  | 31212000 | 30357289 |
| NiSource Inc 5.35% 4/1/2034  |  | 2925000 | 3031013 |
| Puget Energy Inc 4.1% 6/15/2030  |  | 2972000 | 2910550 |
| Puget Energy Inc 4.224% 3/15/2032  |  | 6234000 | 5985407 |
| Sempra 6% 10/15/2039  |  | 106000 | 111834 |
|  |  |  | 43295717 |
| TOTAL UTILITIES |  |  | 208755410 |
| TOTAL UNITED STATES |  |  | 4600557547 |
| UZBEKISTAN - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| Navoi Mining & Metallurgical Combinat 6.7% 10/17/2028 (d) |  | 400000 | 414250 |
| Navoi Mining & Metallurgical Combinat 6.75% 5/14/2030 (d) |  | 835000 | 873619 |
| Navoi Mining & Metallurgical Combinat 6.95% 10/17/2031 (d) |  | 412000 | 438909 |
| Navoiyuran State Enterprise 6.7% 7/2/2030 (d) |  | 610000 | 613050 |
| TOTAL UZBEKISTAN |  |  | 2339828 |
| VENEZUELA - 0.0%  |  |  |  |
| Energy - 0.0% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |  |
| Petroleos de Venezuela SA 5.375% (k)(p) |  | 1100000 | 265870 |
| Petroleos de Venezuela SA 6% (d)(k) |  | 1000000 | 243000 |
| Petroleos de Venezuela SA 6% (d)(k) |  | 1000000 | 243000 |
| Petroleos de Venezuela SA 9.75% (d)(k) |  | 970000 | 260930 |
| TOTAL VENEZUELA |  |  | 1012800 |
| VIETNAM - 0.0%  |  |  |  |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Mong Duong Finance Holdings BV 5.125% 5/7/2029 (d) |  | 663391 | 656346 |
| ZAMBIA - 0.0%  |  |  |  |
| Materials - 0.0% |  |  |  |
| Metals & Mining - 0.0% |  |  |  |
| First Quantum Minerals Ltd 7.25% 2/15/2034 (d) |  | 1410000 | 1454048 |
| First Quantum Minerals Ltd 8% 3/1/2033 (d) |  | 900000 | 947950 |
| First Quantum Minerals Ltd 8.625% 6/1/2031 (d) |  | 366000 | 383440 |
| First Quantum Minerals Ltd 9.375% 3/1/2029 (d) |  | 2529000 | 2669942 |
| TOTAL ZAMBIA |  |  | 5455380 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $5,666,529,583) |  |  | <br> **5815661696** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 0.0%** |
|  | Shares | Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| Information Technology - 0.0% |  |  |
| Software - 0.0% |  |  |
| Strategy Inc 10.75% (f)<br>(Cost $1,561,626)<br>| 17000 | **1645090** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.2%** | &nbsp;&nbsp;**Preferred Securities - 0.2%** | &nbsp;&nbsp;**Preferred Securities - 0.2%** | &nbsp;&nbsp;**Preferred Securities - 0.2%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BRAZIL - 0.0%  |  |  |  |
| Consumer Staples - 0.0% |  |  |  |
| Food Products - 0.0% |  |  |  |
| Cosan Overseas Ltd 8.25% (p)(q) |  | 970000 | 978079 |
| CHILE - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Banco de Credito e Inversiones SA 7.5% (b)(d)(q) |  | 495000 | 532439 |
| Banco de Credito e Inversiones SA 8.75% (b)(d)(q) |  | 469000 | 516765 |
| Banco del Estado de Chile 7.95% (b)(d)(q) |  | 455000 | 485198 |
| TOTAL CHILE |  |  | 1534402 |
| CZECH REPUBLIC - 0.0%  |  |  |  |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| CPI Property Group SA 3.75% (b)(p)(q) | EUR | 415000 | 436461 |
| FINLAND - 0.0%  |  |  |  |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Citycon Oyj 7.875% (b)(p)(q) | EUR | 450000 | 439854 |
| FRANCE - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| BNP Paribas SA 7.45% (b)(d)(q) |  | 1200000 | 1289496 |
| GERMANY - 0.0%  |  |  |  |
| Consumer Discretionary - 0.0% |  |  |  |
| Automobiles - 0.0% |  |  |  |
| Volkswagen International Finance NV 3.875% (b)(p)(q) | EUR | 1100000 | 1276423 |
| HONG KONG - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| CAS Capital No 1 Ltd 4% (b)(p)(q) |  | 900000 | 899476 |
| INDIA - 0.0%  |  |  |  |
| Information Technology - 0.0% |  |  |  |
| IT Services - 0.0% |  |  |  |
| Network i2i Ltd 3.975% (b)(d)(q) |  | 400000 | 404612 |
| KUWAIT - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| NBK Tier 1 Ltd 3.625% (b)(d)(q) |  | 280000 | 277102 |
| MEXICO - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Banco Mercantil del Norte SA/Grand Cayman 7.625% (b)(d)(q) |  | 1105000 | 1140098 |
| Banco Mercantil del Norte SA/Grand Cayman 8.375% (b)(d)(q) |  | 485000 | 507135 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.125% 1/18/2033 (b)(d) |  | 700000 | 697267 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 8.45% 6/29/2038 (b)(d) |  | 400000 | 453208 |
|  |  |  | 2797708 |
| Materials - 0.0% |  |  |  |
| Construction Materials - 0.0% |  |  |  |
| Cemex SAB de CV 5.125% (b)(d)(q) |  | 2124000 | 2140971 |
| Cemex SAB de CV 7.2% (b)(d)(q) |  | 911000 | 958317 |
|  |  |  | 3099288 |
| TOTAL MEXICO |  |  | 5896996 |
| SAUDI ARABIA - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| NCB Tier 1 Sukuk Ltd 3.5% (b)(p)(q) |  | 515000 | 510326 |
| SWEDEN - 0.0%  |  |  |  |
| Real Estate - 0.0% |  |  |  |
| Real Estate Management & Development - 0.0% |  |  |  |
| Heimstaden Bostad AB 3.625% (b)(p)(q) | EUR | 875000 | 1035812 |
| Samhallsbyggnadsbolaget i Norden AB 5 year EUR Swap Annual Index + 2.814%, 4.9355% (b)(c)(k)(p)(q) | EUR | 385000 | 322203 |
| TOTAL SWEDEN |  |  | 1358015 |
| SWITZERLAND - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Capital Markets - 0.0% |  |  |  |
| Credit Suisse Group AG Claim 5 year USD Swap Index + 4.598%, 0% (b)(c)(i)(k)(p)(q) |  | 995000 | 268649 |
| UNITED ARAB EMIRATES - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| Emirates NBD Bank PJSC 6.25% (b)(p)(q) |  | 680000 | 701729 |
| UNITED KINGDOM - 0.0%  |  |  |  |
| Industrials - 0.0% |  |  |  |
| Ground Transportation - 0.0% |  |  |  |
| Mobico Group PLC 4.25% (b)(p)(q) | GBP | 515000 | 383166 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| SSE PLC 3.74% (b)(p)(q) | GBP | 100000 | 135127 |
| TOTAL UNITED KINGDOM |  |  | 518293 |
| UNITED STATES - 0.2%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Energy Transfer LP 6.625% (b)(q) |  | 2490000 | 2543033 |
| Energy Transfer LP Series G, 7.125% (b)(q) |  | 555000 | 571561 |
| Mesquite Energy Inc 7.25% (i)(k)(q) |  | 269000 | 27 |
| Plains All American Pipeline LP CME Term SOFR 3 month Index + 4.3716%, 8.2234% (b)(c)(q) |  | 4426000 | 4439671 |
| Sunoco LP 7.875% (b)(d)(q) |  | 1815000 | 1875980 |
|  |  |  | 9430272 |
| Financials - 0.0% |  |  |  |
| Banks - 0.0% |  |  |  |
| BW Real Estate Inc 9.5% (b)(d)(q) |  | 1329000 | 1376769 |
| Consumer Finance - 0.0% |  |  |  |
| Ally Financial Inc 4.7% (b)(q) |  | 1440000 | 1331040 |
| Ally Financial Inc 4.7% (b)(q) |  | 1143000 | 1121438 |
|  |  |  | 2452478 |
| Insurance - 0.0% |  |  |  |
| Alliant Holdings LP 10.5% (b)(i)(q) |  | 387665 | 394468 |
| TOTAL FINANCIALS |  |  | 4223715 |
| Industrials - 0.1% |  |  |  |
| Trading Companies & Distributors - 0.1% |  |  |  |
| Air Lease Corp 4.125% (b)(q) |  | 3645000 | 3561191 |
| Aircastle Ltd 5.25% (b)(d)(q) |  | 1703000 | 1713903 |
|  |  |  | 5275094 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Edison International 5% (b)(q) |  | 1165000 | 1170270 |
| TOTAL UNITED STATES |  |  | 20099351 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $35,124,759) |  |  | <br> **36889264** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 21.0%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 21.0%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 21.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 21.0%  |  |  |
| Fannie Mae 2% 11/1/2051  | 13034181 | 10699763 |
| Fannie Mae 2% 2/1/2052  | 1955536 | 1626689 |
| Fannie Mae 2% 3/1/2052  | 8672806 | 7114088 |
| Fannie Mae 2.5% 1/1/2052  | 6610601 | 5688130 |
| Fannie Mae 2.5% 4/1/2052  | 5487270 | 4762707 |
| Fannie Mae 2.5% 5/1/2052  | 4947496 | 4271016 |
| Fannie Mae 2.5% 6/1/2052  | 7781757 | 6754221 |
| Fannie Mae 3% 12/1/2051  | 26700296 | 23995442 |
| Fannie Mae 3% 6/1/2052  | 4496143 | 4064550 |
| Fannie Mae 3.5% 12/1/2036  | 164824 | 161831 |
| Fannie Mae 3.5% 5/1/2036  | 127408 | 125200 |
| Fannie Mae 3.5% 7/1/2047  | 305927 | 289045 |
| Fannie Mae 5.5% 2/1/2055  | 5229446 | 5351866 |
| Fannie Mae 7% 6/1/2054  | 126797 | 134931 |
| Fannie Mae 7% 7/1/2054  | 115773 | 123608 |
| Fannie Mae 7% 8/1/2054  | 86730 | 92105 |
| Fannie Mae Mortgage pass-thru certificates 1% 12/1/2036  | 2114370 | 1839962 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2036  | 741942 | 672531 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2041  | 3170905 | 2714069 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2051  | 2571377 | 1997202 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 1605905 | 1455668 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 1529992 | 1391159 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 824569 | 747428 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 78543 | 71416 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2035  | 53887 | 48997 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2040  | 57362 | 49170 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2041  | 1095076 | 929131 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035  | 1688987 | 1530978 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2035  | 54612 | 49503 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 1438296 | 1305088 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2040  | 12540777 | 10741749 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 335272 | 303906 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 117745 | 106729 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 114514 | 103801 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2041  | 61123 | 52278 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2051  | 2073239 | 1610296 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 151445 | 137277 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 149904 | 135880 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2036  | 49148 | 44550 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2041  | 62471 | 53396 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036  | 9989349 | 8983017 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036  | 5242966 | 4752471 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2036  | 156425 | 141791 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052  | 21439 | 16652 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2036  | 134039 | 121709 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 5/1/2036  | 81479 | 73780 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2036  | 164648 | 149090 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051  | 294333 | 228610 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 8/1/2051  | 586168 | 455280 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2035  | 823207 | 748509 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2036  | 2517766 | 2283008 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 4809021 | 3950732 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 214450 | 178321 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 2633309 | 2180611 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 1147979 | 945605 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041  | 1613489 | 1414557 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2041  | 17166 | 15060 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 3059124 | 2513147 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 236997 | 197661 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 79498 | 66105 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 583617 | 485475 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 456532 | 378477 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 195292 | 162390 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 86121 | 70616 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2052  | 22183 | 18106 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2040  | 4343800 | 3840533 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041  | 823862 | 722800 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2041  | 655536 | 575031 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050  | 178025 | 147143 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 1057352 | 878224 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 669045 | 554655 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 419406 | 347699 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 51312 | 42090 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 1969869 | 1835606 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 77427 | 71787 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040  | 6675607 | 5897177 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040  | 159819 | 141703 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2040  | 14412 | 12734 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 446296 | 367620 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 51582 | 42376 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 454738 | 376278 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 301130 | 249645 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2028  | 329851 | 323883 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 104467 | 97151 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 94716 | 87816 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 72013 | 66947 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 71235 | 66357 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2036  | 36834 | 34370 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2041  | 15421 | 13609 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2042  | 11541912 | 10103332 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 94923 | 78931 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 69810 | 58049 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 23871 | 19663 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 2731259 | 2249773 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 1547579 | 1285400 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 1285200 | 1064258 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 827460 | 678745 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 91366 | 84568 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2041  | 15802 | 13937 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 1375873 | 1142783 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 529119 | 439975 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 458387 | 380730 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 400679 | 333300 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 92133 | 76525 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 72776 | 60447 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 61118 | 50763 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 38076 | 31363 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 10091823 | 8372683 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 9001276 | 7425717 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 8862583 | 7336226 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 5645475 | 4699648 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 4713389 | 3901626 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 2224276 | 1850237 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 1412796 | 1158882 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 1300912 | 1082961 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 1159038 | 962683 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 292808 | 242104 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041  | 1592833 | 1403834 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2041  | 159885 | 141614 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 8294560 | 6803822 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 10553342 | 8663241 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036  | 109344 | 101857 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2042  | 13266485 | 11713333 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2051  | 206335 | 171380 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2036  | 118585 | 110391 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041  | 115150 | 101973 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2041  | 16927 | 14897 |
| Fannie Mae Mortgage pass-thru certificates 2% 6/1/2050  | 939790 | 773823 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035  | 759613 | 709263 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2041  | 513637 | 453320 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050 (r) | 25823304 | 21238705 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 464365 | 386131 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 202572 | 167747 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 6610623 | 5436991 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 250553 | 205835 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 96665 | 79564 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 29283 | 24057 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 28032 | 23073 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 27010 | 22409 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2035  | 1326847 | 1238899 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2040  | 8550966 | 7575979 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2042  | 28658565 | 25188721 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2042  | 9381893 | 8217647 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 71182 | 58544 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 536598 | 440158 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 66955 | 54921 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 1006904 | 825938 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2032  | 197845 | 191458 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2037  | 833842 | 793204 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 3292611 | 2868130 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 538734 | 464904 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 18656908 | 16105918 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 739642 | 641976 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 503396 | 434408 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 193051 | 186892 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 21233 | 20563 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2041  | 526789 | 477870 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 1952107 | 1694343 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 1632817 | 1410069 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2029  | 109096 | 106919 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2031  | 126872 | 122822 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 182229 | 175743 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 47384 | 45681 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2036  | 1312402 | 1242699 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2040  | 448550 | 408545 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041  | 272482 | 246778 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041  | 269911 | 243782 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041  | 88815 | 80394 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041  | 87897 | 79645 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2041  | 81228 | 73586 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 1847365 | 1616709 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 5733654 | 4931764 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 4098585 | 3557391 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 1124669 | 970891 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 883162 | 764614 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 859390 | 741884 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2031  | 352319 | 340815 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 327770 | 315981 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2033  | 3427898 | 3313265 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2049  | 3780139 | 3263274 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 583782 | 503961 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 436533 | 377936 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 413747 | 357562 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 106519 | 103158 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2035  | 89130 | 85064 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2041  | 277208 | 251605 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2042  | 208265 | 188799 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051  | 37998 | 32791 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 12509082 | 10947239 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2040  | 86216 | 78651 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2041  | 423509 | 386280 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050  | 11111087 | 9584905 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2050  | 1985020 | 1720428 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 9370328 | 8138887 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2031  | 1231126 | 1194151 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036  | 193221 | 187051 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2041  | 260433 | 236306 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2042  | 10422569 | 9390456 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2042  | 88243 | 79693 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 19045906 | 16501246 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 8732666 | 7560465 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 7183668 | 6248575 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 3435360 | 2966711 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 1810157 | 1572834 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 1603238 | 1555076 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 1586586 | 1538310 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 1431919 | 1388920 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 1371633 | 1329895 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 1351681 | 1310057 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 1123704 | 1089904 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2031  | 21209 | 20613 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040  | 62737 | 57252 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041  | 490479 | 444992 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041  | 377771 | 343637 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2041  | 148934 | 135393 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042  | 92826 | 83900 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2042  | 37584 | 33983 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 7496473 | 6469125 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 6905569 | 5993729 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 3623472 | 3130294 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 2628429 | 2284645 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 41062 | 35434 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 9348762 | 8108469 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 7645155 | 6606987 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 689772 | 596536 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2029  | 54264 | 53146 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 2021253 | 1958999 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 1277653 | 1238297 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2031  | 1246357 | 1208927 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2050  | 234955 | 204591 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 223230 | 216353 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2040  | 316155 | 287962 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041  | 554937 | 503584 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041  | 389332 | 353596 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2041  | 179735 | 162823 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2049  | 42256583 | 37020181 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 3508129 | 3049286 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 2445212 | 2126920 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 42753 | 37241 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 29646 | 28755 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2041  | 881133 | 799363 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 14187929 | 12358833 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 3604498 | 3101511 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 2904723 | 2499386 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 2782416 | 2394146 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2036  | 15071170 | 14317821 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2042  | 10266249 | 9442592 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 15311322 | 13337398 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044  | 119046 | 110135 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2051  | 787899 | 707096 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 25661 | 23722 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 1089899 | 999924 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2051  | 2724174 | 2443947 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2034  | 145824 | 143130 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 51058 | 47228 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 1370823 | 1257655 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 1349481 | 1238075 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 52987 | 49071 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2050  | 155159 | 139344 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 14126816 | 12801660 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 931989 | 839904 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 604449 | 544727 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 586340 | 527674 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 58621 | 52939 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 43273 | 39079 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 393597 | 385504 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 15425 | 14258 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2050  | 1441907 | 1294034 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 2968573 | 2663206 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 394009 | 354586 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 262108 | 236211 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2031  | 249170 | 245133 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035  | 100611 | 98801 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 294818 | 272574 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 281508 | 260095 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 42027 | 38855 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 234341 | 212212 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 3337026 | 2997928 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2052  | 329594 | 296101 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2033  | 9536 | 9330 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2047  | 495625 | 454709 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2048  | 9000213 | 8237518 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 5796442 | 5232786 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 4004012 | 3595886 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 3987398 | 3574735 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2034  | 143396 | 139881 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 92553 | 85581 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 81578 | 75288 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 399901 | 369989 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 372894 | 345510 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2051  | 1869025 | 1680853 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 12343122 | 11084996 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 4943315 | 4471887 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 2819669 | 2537549 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 132272 | 122355 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2046  | 446716 | 409977 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2050  | 66646 | 60352 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2051  | 6142133 | 5544861 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2034  | 288912 | 283905 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 177169 | 163667 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 97438 | 89211 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 1083048 | 979761 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 371301 | 335891 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 332501 | 324827 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 98914 | 91420 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 162903 | 149149 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049  | 29045845 | 26239529 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2051  | 360034 | 325024 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 9258 | 9044 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 7573 | 7397 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2035  | 626864 | 613971 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 174222 | 161138 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 121772 | 111491 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 5314 | 5064 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2047  | 141443 | 133461 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 2182222 | 2065898 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2050  | 15878074 | 15127663 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052  | 72139 | 67369 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2046  | 24295 | 22924 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2047  | 2044954 | 1936585 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2048  | 27664988 | 26207580 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 7462777 | 7046312 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2051  | 324863 | 302774 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2051  | 124295 | 115844 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2042  | 48464 | 46300 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2045  | 30808 | 29060 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 3936622 | 3747750 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2046  | 90958 | 85825 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 146249 | 137676 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035  | 253672 | 249427 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2051  | 222283 | 208003 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2052  | 112701 | 105003 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2052  | 658671 | 613268 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2048  | 11564638 | 10857829 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2048  | 6139453 | 5870761 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2052 (r) | 2481893 | 2322449 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2038  | 126179 | 123238 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2049  | 3059121 | 2867374 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 1993502 | 1871663 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2051  | 24259 | 22632 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 3872456 | 3692567 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034  | 366204 | 360420 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 6383 | 6095 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 124218 | 117286 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2046  | 63493 | 59949 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 19131360 | 17962087 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050  | 6222716 | 5850174 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050  | 1851855 | 1731150 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2045  | 210845 | 199126 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2046  | 176580 | 166726 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 1314984 | 1245299 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 41479 | 40859 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2051  | 828303 | 800012 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2052  | 1749753 | 1696550 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 79464 | 77619 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 7941 | 7719 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2045  | 31603 | 30840 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2049  | 450793 | 436100 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2051  | 2377704 | 2306151 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2051  | 261243 | 253381 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2047  | 6501 | 6311 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2051  | 1352984 | 1312268 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 29042 | 28557 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 26071 | 25433 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 23561 | 22962 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2048  | 4966 | 4821 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2052  | 1161436 | 1126122 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2046  | 513483 | 504916 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2047  | 24295 | 23549 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2050  | 1328996 | 1282772 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2044  | 17141 | 16795 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2044  | 6964 | 6812 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 20131215 | 19682039 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 168913 | 163935 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 29773 | 28961 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 5120 | 4971 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 4518 | 4386 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2049  | 677194 | 652117 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 887838 | 853351 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 669914 | 645986 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2052  | 277545 | 268932 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2045  | 5915 | 5769 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2047  | 33122 | 32218 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 10759 | 10445 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 2180019 | 2101470 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 981502 | 948285 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 71950 | 70324 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 15135 | 14722 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 302473 | 293087 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2045  | 11484 | 11212 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 8949823 | 8757166 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 86377 | 84425 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2047  | 166475 | 161257 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2051  | 1840274 | 1784894 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2051  | 194219 | 188374 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 3031780 | 2937701 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2053  | 21524677 | 20728942 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 849351 | 849061 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2042  | 106640 | 107388 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2046  | 3607 | 3607 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 397315 | 397180 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 177090 | 177030 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2045  | 11326 | 11381 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2047  | 323811 | 325347 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 22141 | 22297 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 2130 | 2136 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2039  | 16119 | 16227 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2044  | 22392 | 22501 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 1805 | 1799 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 2755 | 2746 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041  | 26220 | 26405 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2041  | 11611 | 11692 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 29292 | 29282 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 5308 | 5306 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2047  | 4829 | 4820 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 22985 | 22977 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2033  | 16100 | 16198 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2053  | 11039897 | 10925734 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2035  | 9363 | 9430 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2049  | 859392 | 858562 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2044  | 20258 | 20762 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 646494 | 653000 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 433702 | 438609 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2040  | 6906146 | 6986552 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 534923 | 542313 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 519015 | 524888 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 322878 | 325926 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2052  | 328662 | 332278 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2054  | 2456610 | 2491314 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 708248 | 722016 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 13185 | 13510 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 727595 | 736066 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 79832 | 81433 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 51496 | 52529 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 37593 | 38347 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2052  | 1634676 | 1676877 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 15160740 | 15566343 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 3098142 | 3190710 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2038  | 17849488 | 18378886 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2054  | 2498326 | 2542180 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 158760 | 162511 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2055  | 4194558 | 4249102 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053  | 492554 | 504962 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 956026 | 981005 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2053  | 181794 | 186999 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054  | 6802290 | 6967270 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2055  | 7255792 | 7350143 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 621564 | 639358 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054  | 3491256 | 3601025 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2055  | 551523 | 558695 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2052  | 1229061 | 1260791 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054  | 11863428 | 12017694 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2054  | 1615494 | 1683519 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 3523971 | 3635478 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054  | 7821994 | 8141584 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054  | 2943377 | 3068236 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2054  | 1130390 | 1180461 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2053  | 4203018 | 4369162 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 17124708 | 17813684 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2055  | 4943710 | 5168873 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2039  | 5692151 | 5933890 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054  | 1288948 | 1325903 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2055  | 3587922 | 3737881 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054  | 4261295 | 4380472 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054  | 5785418 | 5947220 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055  | 5306389 | 5523197 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 1050779 | 1091987 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 5393980 | 5544834 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 1194930 | 1242165 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 4626401 | 4786150 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 3252795 | 3343767 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055  | 20081830 | 20685823 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055  | 17757521 | 18534386 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2053  | 1084619 | 1122070 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 5987447 | 6153028 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2054  | 1332553 | 1391163 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2055  | 8961200 | 9471300 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2053  | 2042595 | 2121844 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 3/1/2054  | 833704 | 865920 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 6/1/2054  | 1614675 | 1675556 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 2183114 | 2265427 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 505693 | 533215 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2055  | 6165973 | 6533339 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2054  | 8433438 | 8969220 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2054  | 4771327 | 5055814 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2054  | 2919902 | 3093999 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2054  | 1608041 | 1707060 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2054  | 849542 | 900992 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2054  | 87165 | 92267 |
| Fannie Mae Mortgage pass-thru certificates 7% 1/1/2054  | 73608 | 77595 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2053  | 1048697 | 1113273 |
| Fannie Mae Mortgage pass-thru certificates 7% 10/1/2053  | 238842 | 254131 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053  | 1645000 | 1748994 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053  | 301986 | 318152 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053  | 277639 | 293434 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053  | 191473 | 202282 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053  | 73762 | 77837 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2054  | 59437 | 63217 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 1763917 | 1870743 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 1086694 | 1153610 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 578886 | 609874 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 547222 | 576823 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 355306 | 374226 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 120750 | 127422 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 115050 | 121422 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2054  | 2344924 | 2493165 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2054  | 1222615 | 1297900 |
| Fannie Mae Mortgage pass-thru certificates 7% 4/1/2054  | 107391 | 113064 |
| Fannie Mae Mortgage pass-thru certificates 7% 6/1/2054  | 2439992 | 2611972 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2054  | 33085 | 35303 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2054  | 132460 | 140691 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2054  | 127229 | 135268 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2054  | 103471 | 110764 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2054  | 85350 | 90358 |
| Fannie Mae Mortgage pass-thru certificates 7% 8/1/2054  | 55598 | 59517 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2053  | 962203 | 1020175 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2053  | 89519 | 94661 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2054  | 887180 | 946663 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2054  | 763266 | 811756 |
| Fannie Mae Mortgage pass-thru certificates 7% 9/1/2054  | 584112 | 621952 |
| Freddie Mac Gold Pool 1.5% 1/1/2036  | 801576 | 726586 |
| Freddie Mac Gold Pool 1.5% 1/1/2051  | 2544968 | 1976690 |
| Freddie Mac Gold Pool 1.5% 10/1/2035  | 867275 | 788578 |
| Freddie Mac Gold Pool 1.5% 11/1/2035  | 600423 | 545941 |
| Freddie Mac Gold Pool 1.5% 11/1/2035  | 452262 | 411223 |
| Freddie Mac Gold Pool 1.5% 11/1/2035  | 193601 | 176034 |
| Freddie Mac Gold Pool 1.5% 12/1/2035  | 1606980 | 1456642 |
| Freddie Mac Gold Pool 1.5% 12/1/2040  | 36555 | 31310 |
| Freddie Mac Gold Pool 1.5% 2/1/2036  | 143017 | 129637 |
| Freddie Mac Gold Pool 1.5% 2/1/2041  | 12875153 | 11002626 |
| Freddie Mac Gold Pool 1.5% 2/1/2051  | 2588136 | 2010219 |
| Freddie Mac Gold Pool 1.5% 3/1/2036  | 90649 | 82168 |
| Freddie Mac Gold Pool 1.5% 3/1/2041  | 62490 | 53404 |
| Freddie Mac Gold Pool 1.5% 3/1/2051  | 1155477 | 897465 |
| Freddie Mac Gold Pool 1.5% 3/1/2051  | 237252 | 184572 |
| Freddie Mac Gold Pool 1.5% 4/1/2036  | 155622 | 141063 |
| Freddie Mac Gold Pool 1.5% 4/1/2041  | 6708130 | 5724478 |
| Freddie Mac Gold Pool 1.5% 4/1/2041  | 1767214 | 1509556 |
| Freddie Mac Gold Pool 1.5% 4/1/2051  | 3394170 | 2636270 |
| Freddie Mac Gold Pool 1.5% 4/1/2051  | 380437 | 295488 |
| Freddie Mac Gold Pool 1.5% 5/1/2036  | 2112627 | 1916965 |
| Freddie Mac Gold Pool 1.5% 5/1/2036  | 159635 | 144551 |
| Freddie Mac Gold Pool 1.5% 6/1/2036  | 161993 | 146686 |
| Freddie Mac Gold Pool 1.5% 8/1/2035  | 326782 | 297129 |
| Freddie Mac Gold Pool 1.5% 8/1/2036  | 98620 | 89302 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 828897 | 682773 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 3280453 | 2727779 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 799547 | 655599 |
| Freddie Mac Gold Pool 2% 10/1/2041  | 1009128 | 885341 |
| Freddie Mac Gold Pool 2% 10/1/2050  | 1922958 | 1579759 |
| Freddie Mac Gold Pool 2% 10/1/2050  | 67402 | 55372 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 764295 | 632426 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 13483760 | 11233155 |
| Freddie Mac Gold Pool 2% 11/1/2050 (r) | 12733570 | 10460949 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 2469569 | 2055824 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 162580 | 133462 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 104987 | 86249 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 14930 | 12298 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 1080985 | 896163 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 754981 | 624718 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 601811 | 496284 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 1888948 | 1568937 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 540964 | 448473 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 136994 | 127185 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 101289 | 94163 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 86072 | 79909 |
| Freddie Mac Gold Pool 2% 2/1/2041  | 417793 | 368685 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 5756894 | 4725836 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 82637 | 67888 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 1476243 | 1220613 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 1442773 | 1194743 |
| Freddie Mac Gold Pool 2% 3/1/2036  | 74782 | 69428 |
| Freddie Mac Gold Pool 2% 3/1/2036  | 14431 | 13393 |
| Freddie Mac Gold Pool 2% 3/1/2041  | 374388 | 331701 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 9610213 | 7889026 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 9068850 | 7458791 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 896954 | 744999 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 828973 | 688535 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 722353 | 599977 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 99456 | 82607 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 62395 | 51883 |
| Freddie Mac Gold Pool 2% 4/1/2036  | 832479 | 772096 |
| Freddie Mac Gold Pool 2% 4/1/2051  | 1166394 | 956764 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 11175757 | 9216090 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 119206 | 98825 |
| Freddie Mac Gold Pool 2% 5/1/2036  | 130619 | 121267 |
| Freddie Mac Gold Pool 2% 5/1/2041  | 401764 | 353781 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 36843463 | 30509619 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 9636689 | 7904737 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 3482066 | 2898690 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 236021 | 194266 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 37441 | 31098 |
| Freddie Mac Gold Pool 2% 5/1/2052  | 5808257 | 4815191 |
| Freddie Mac Gold Pool 2% 6/1/2035  | 10249479 | 9570106 |
| Freddie Mac Gold Pool 2% 6/1/2041  | 653411 | 574989 |
| Freddie Mac Gold Pool 2% 6/1/2050  | 50871037 | 41887223 |
| Freddie Mac Gold Pool 2% 6/1/2050  | 544363 | 452652 |
| Freddie Mac Gold Pool 2% 6/1/2051  | 58731 | 48175 |
| Freddie Mac Gold Pool 2% 6/1/2052  | 1414749 | 1160484 |
| Freddie Mac Gold Pool 2% 7/1/2041  | 1894598 | 1668860 |
| Freddie Mac Gold Pool 2% 7/1/2041  | 16843 | 14811 |
| Freddie Mac Gold Pool 2% 7/1/2050  | 485524 | 403725 |
| Freddie Mac Gold Pool 2% 7/1/2050  | 173475 | 142677 |
| Freddie Mac Gold Pool 2% 7/1/2050  | 72206 | 59455 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 1837615 | 1533766 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 33195 | 27540 |
| Freddie Mac Gold Pool 2% 8/1/2050  | 23067 | 19181 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 1132940 | 930739 |
| Freddie Mac Gold Pool 2% 8/1/2052  | 37182 | 30442 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 36419469 | 29953655 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 906496 | 750658 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 359370 | 295231 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 48503 | 39892 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 678739 | 562692 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 677790 | 561905 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 117607 | 97499 |
| Freddie Mac Gold Pool 2.5% 1/1/2033  | 3730 | 3597 |
| Freddie Mac Gold Pool 2.5% 1/1/2041  | 524609 | 476355 |
| Freddie Mac Gold Pool 2.5% 1/1/2042  | 411607 | 371138 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 13821 | 11927 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 139744 | 121073 |
| Freddie Mac Gold Pool 2.5% 10/1/2041  | 200476 | 181078 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 7645117 | 6618900 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 2655054 | 2292024 |
| Freddie Mac Gold Pool 2.5% 11/1/2031  | 164681 | 159421 |
| Freddie Mac Gold Pool 2.5% 11/1/2041 (t) | 2913187 | 2641677 |
| Freddie Mac Gold Pool 2.5% 11/1/2041  | 326306 | 295968 |
| Freddie Mac Gold Pool 2.5% 11/1/2041  | 122932 | 111272 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 8584294 | 7469566 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 815615 | 708937 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 40701565 | 35352599 |
| Freddie Mac Gold Pool 2.5% 12/1/2050  | 999428 | 869645 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 434183 | 374817 |
| Freddie Mac Gold Pool 2.5% 2/1/2030  | 136032 | 132884 |
| Freddie Mac Gold Pool 2.5% 2/1/2042  | 545965 | 494584 |
| Freddie Mac Gold Pool 2.5% 2/1/2050  | 1702993 | 1470140 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 18982877 | 16500027 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 16966 | 14641 |
| Freddie Mac Gold Pool 2.5% 3/1/2032  | 2437557 | 2357933 |
| Freddie Mac Gold Pool 2.5% 3/1/2050  | 6521304 | 5625559 |
| Freddie Mac Gold Pool 2.5% 3/1/2051  | 5989841 | 5168968 |
| Freddie Mac Gold Pool 2.5% 4/1/2042  | 7836954 | 7061250 |
| Freddie Mac Gold Pool 2.5% 4/1/2042  | 79619 | 71873 |
| Freddie Mac Gold Pool 2.5% 4/1/2052 (r)(s) | 7888809 | 6847138 |
| Freddie Mac Gold Pool 2.5% 5/1/2041  | 1168364 | 1064779 |
| Freddie Mac Gold Pool 2.5% 5/1/2041  | 136314 | 123637 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 3184673 | 2764155 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 1999276 | 1750278 |
| Freddie Mac Gold Pool 2.5% 6/1/2031  | 24855 | 24124 |
| Freddie Mac Gold Pool 2.5% 6/1/2031  | 18542 | 18040 |
| Freddie Mac Gold Pool 2.5% 6/1/2040  | 77627 | 70979 |
| Freddie Mac Gold Pool 2.5% 6/1/2041  | 94929 | 86164 |
| Freddie Mac Gold Pool 2.5% 7/1/2031  | 42338 | 41094 |
| Freddie Mac Gold Pool 2.5% 7/1/2032  | 784332 | 757728 |
| Freddie Mac Gold Pool 2.5% 7/1/2041  | 6041718 | 5505432 |
| Freddie Mac Gold Pool 2.5% 7/1/2050  | 500984 | 435458 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 3796051 | 3299549 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 453852 | 392505 |
| Freddie Mac Gold Pool 2.5% 8/1/2031  | 71383 | 69257 |
| Freddie Mac Gold Pool 2.5% 8/1/2041  | 267022 | 242483 |
| Freddie Mac Gold Pool 2.5% 8/1/2050  | 3175314 | 2761986 |
| Freddie Mac Gold Pool 2.5% 9/1/2041  | 583635 | 529520 |
| Freddie Mac Gold Pool 3% 1/1/2048  | 8576 | 7793 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 3524372 | 3165136 |
| Freddie Mac Gold Pool 3% 1/1/2052  | 2131721 | 1911105 |
| Freddie Mac Gold Pool 3% 10/1/2049  | 8467450 | 7625538 |
| Freddie Mac Gold Pool 3% 11/1/2047  | 466698 | 423503 |
| Freddie Mac Gold Pool 3% 11/1/2047  | 184174 | 168049 |
| Freddie Mac Gold Pool 3% 11/1/2050  | 105271 | 94541 |
| Freddie Mac Gold Pool 3% 11/1/2051  | 600906 | 539093 |
| Freddie Mac Gold Pool 3% 12/1/2030  | 76186 | 74760 |
| Freddie Mac Gold Pool 3% 12/1/2032  | 17619 | 17256 |
| Freddie Mac Gold Pool 3% 12/1/2046  | 291583 | 267182 |
| Freddie Mac Gold Pool 3% 12/1/2050  | 862553 | 774634 |
| Freddie Mac Gold Pool 3% 2/1/2033  | 72878 | 71568 |
| Freddie Mac Gold Pool 3% 3/1/2050  | 15393095 | 13862570 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 19289333 | 17413604 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 1072363 | 961383 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 610236 | 546700 |
| Freddie Mac Gold Pool 3% 4/1/2033  | 110562 | 107953 |
| Freddie Mac Gold Pool 3% 4/1/2034  | 15311 | 14950 |
| Freddie Mac Gold Pool 3% 4/1/2046  | 11885 | 10894 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 15410738 | 13878459 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 241127 | 218282 |
| Freddie Mac Gold Pool 3% 5/1/2046  | 88831 | 81425 |
| Freddie Mac Gold Pool 3% 5/1/2046  | 14205 | 13021 |
| Freddie Mac Gold Pool 3% 5/1/2051  | 575681 | 517722 |
| Freddie Mac Gold Pool 3% 6/1/2045  | 22954 | 21102 |
| Freddie Mac Gold Pool 3% 6/1/2046  | 87909 | 80580 |
| Freddie Mac Gold Pool 3% 6/1/2050  | 393270 | 356010 |
| Freddie Mac Gold Pool 3% 6/1/2052  | 3528904 | 3163691 |
| Freddie Mac Gold Pool 3% 6/1/2052  | 3372914 | 3034385 |
| Freddie Mac Gold Pool 3% 9/1/2049  | 35728 | 32488 |
| Freddie Mac Gold Pool 3% 9/1/2051  | 535953 | 480821 |
| Freddie Mac Gold Pool 3.5% 1/1/2044  | 343025 | 327701 |
| Freddie Mac Gold Pool 3.5% 1/1/2044  | 172756 | 164949 |
| Freddie Mac Gold Pool 3.5% 1/1/2045  | 58676 | 56009 |
| Freddie Mac Gold Pool 3.5% 1/1/2046  | 28712 | 27114 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 2698435 | 2533512 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 2639270 | 2477963 |
| Freddie Mac Gold Pool 3.5% 1/1/2048  | 15426 | 14603 |
| Freddie Mac Gold Pool 3.5% 10/1/2034  | 563230 | 553992 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 68587 | 64952 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 16765 | 15769 |
| Freddie Mac Gold Pool 3.5% 10/1/2049  | 435911 | 410087 |
| Freddie Mac Gold Pool 3.5% 10/1/2051  | 387423 | 361081 |
| Freddie Mac Gold Pool 3.5% 11/1/2033  | 91629 | 90201 |
| Freddie Mac Gold Pool 3.5% 11/1/2033  | 84324 | 82926 |
| Freddie Mac Gold Pool 3.5% 11/1/2045  | 39598 | 37449 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 461966 | 437485 |
| Freddie Mac Gold Pool 3.5% 11/1/2047  | 53493 | 50316 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 237888 | 223609 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 104496 | 98925 |
| Freddie Mac Gold Pool 3.5% 2/1/2034  | 126002 | 124453 |
| Freddie Mac Gold Pool 3.5% 2/1/2034  | 115810 | 113517 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 1994376 | 1902193 |
| Freddie Mac Gold Pool 3.5% 2/1/2052  | 131948 | 123224 |
| Freddie Mac Gold Pool 3.5% 3/1/2032  | 34352 | 33996 |
| Freddie Mac Gold Pool 3.5% 3/1/2045  | 29866 | 28283 |
| Freddie Mac Gold Pool 3.5% 3/1/2046  | 65853 | 62383 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 1031511 | 962440 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 307179 | 286197 |
| Freddie Mac Gold Pool 3.5% 3/1/2052  | 143189 | 133677 |
| Freddie Mac Gold Pool 3.5% 4/1/2048  | 65509 | 61577 |
| Freddie Mac Gold Pool 3.5% 4/1/2052  | 231743 | 216928 |
| Freddie Mac Gold Pool 3.5% 5/1/2045  | 40979 | 38742 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 76976 | 72813 |
| Freddie Mac Gold Pool 3.5% 5/1/2046  | 33563 | 31811 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 572215 | 534203 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 49963 | 47281 |
| Freddie Mac Gold Pool 3.5% 6/1/2045  | 8127 | 7708 |
| Freddie Mac Gold Pool 3.5% 7/1/2032  | 37897 | 37485 |
| Freddie Mac Gold Pool 3.5% 7/1/2042  | 1051466 | 1003232 |
| Freddie Mac Gold Pool 3.5% 7/1/2047  | 1107799 | 1049439 |
| Freddie Mac Gold Pool 3.5% 8/1/2042  | 48146 | 45968 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 1727496 | 1635951 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 200723 | 190086 |
| Freddie Mac Gold Pool 3.5% 8/1/2047  | 135733 | 128540 |
| Freddie Mac Gold Pool 3.5% 8/1/2049  | 28558575 | 26866676 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 2798167 | 2668371 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 1326978 | 1264847 |
| Freddie Mac Gold Pool 3.5% 9/1/2046  | 42084 | 39781 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 44285 | 41794 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 34015 | 32212 |
| Freddie Mac Gold Pool 3.5% 9/1/2047  | 32080 | 30380 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 38558 | 38035 |
| Freddie Mac Gold Pool 4% 10/1/2041  | 10840 | 10683 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 688360 | 665063 |
| Freddie Mac Gold Pool 4% 11/1/2040  | 41229 | 40651 |
| Freddie Mac Gold Pool 4% 11/1/2051  | 482792 | 468263 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 71870 | 70816 |
| Freddie Mac Gold Pool 4% 2/1/2045  | 42049 | 41193 |
| Freddie Mac Gold Pool 4% 2/1/2048  | 40008 | 38874 |
| Freddie Mac Gold Pool 4% 2/1/2052  | 231044 | 224019 |
| Freddie Mac Gold Pool 4% 2/1/2052  | 215618 | 209062 |
| Freddie Mac Gold Pool 4% 2/1/2053  | 20627754 | 19871623 |
| Freddie Mac Gold Pool 4% 2/1/2053  | 8739778 | 8419413 |
| Freddie Mac Gold Pool 4% 4/1/2043  | 107567 | 105801 |
| Freddie Mac Gold Pool 4% 4/1/2046  | 11687 | 11411 |
| Freddie Mac Gold Pool 4% 4/1/2052  | 508568 | 492786 |
| Freddie Mac Gold Pool 4% 4/1/2052  | 355827 | 344785 |
| Freddie Mac Gold Pool 4% 5/1/2037  | 129517 | 128833 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 173635 | 168518 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 11311 | 10994 |
| Freddie Mac Gold Pool 4% 6/1/2050  | 2834731 | 2731707 |
| Freddie Mac Gold Pool 4% 6/1/2052  | 281504 | 272768 |
| Freddie Mac Gold Pool 4% 7/1/2041  | 40767 | 40095 |
| Freddie Mac Gold Pool 4% 7/1/2048  | 53542 | 52292 |
| Freddie Mac Gold Pool 4% 7/1/2052  | 435576 | 422059 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 268251 | 259927 |
| Freddie Mac Gold Pool 4% 9/1/2040  | 6746 | 6655 |
| Freddie Mac Gold Pool 4% 9/1/2051  | 598632 | 580804 |
| Freddie Mac Gold Pool 4.5% 1/1/2042  | 95717 | 96509 |
| Freddie Mac Gold Pool 4.5% 1/1/2047  | 3286 | 3290 |
| Freddie Mac Gold Pool 4.5% 11/1/2040  | 3100222 | 3122225 |
| Freddie Mac Gold Pool 4.5% 12/1/2046  | 3171 | 3174 |
| Freddie Mac Gold Pool 4.5% 12/1/2047  | 12176 | 12163 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 155138 | 154731 |
| Freddie Mac Gold Pool 4.5% 2/1/2047  | 5615 | 5621 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 5425 | 5416 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 2229 | 2225 |
| Freddie Mac Gold Pool 4.5% 4/1/2048  | 2082 | 2078 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 15538 | 15551 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 11268 | 11277 |
| Freddie Mac Gold Pool 4.5% 5/1/2047  | 4887 | 4891 |
| Freddie Mac Gold Pool 4.5% 5/1/2048  | 4716 | 4707 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 21977 | 21995 |
| Freddie Mac Gold Pool 4.5% 6/1/2047  | 16948 | 17004 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 31630 | 31744 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 13776 | 13822 |
| Freddie Mac Gold Pool 4.5% 7/1/2047  | 9438 | 9445 |
| Freddie Mac Gold Pool 4.5% 7/1/2049  | 927496 | 925730 |
| Freddie Mac Gold Pool 5% 1/1/2053  | 472562 | 476875 |
| Freddie Mac Gold Pool 5% 10/1/2052  | 343154 | 347037 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 1044118 | 1055605 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 324433 | 328914 |
| Freddie Mac Gold Pool 5% 11/1/2053  | 22056921 | 22382302 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 734688 | 742771 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 299341 | 302634 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 267458 | 269983 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 138246 | 139551 |
| Freddie Mac Gold Pool 5% 12/1/2054  | 7709619 | 7765528 |
| Freddie Mac Gold Pool 5% 4/1/2054  | 2701581 | 2739746 |
| Freddie Mac Gold Pool 5% 6/1/2052  | 4204225 | 4264932 |
| Freddie Mac Gold Pool 5% 6/1/2053  | 544762 | 555352 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 299936 | 303330 |
| Freddie Mac Gold Pool 5% 9/1/2054  | 19578515 | 19702142 |
| Freddie Mac Gold Pool 5.5% 1/1/2055  | 3641569 | 3732166 |
| Freddie Mac Gold Pool 5.5% 11/1/2052  | 11943241 | 12296355 |
| Freddie Mac Gold Pool 5.5% 2/1/2054  | 400135 | 407338 |
| Freddie Mac Gold Pool 5.5% 2/1/2055  | 33229477 | 33661577 |
| Freddie Mac Gold Pool 5.5% 3/1/2053 (r) | 2168880 | 2235038 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 2800743 | 2883550 |
| Freddie Mac Gold Pool 5.5% 5/1/2039  | 11953201 | 12307721 |
| Freddie Mac Gold Pool 5.5% 5/1/2053  | 982528 | 1006972 |
| Freddie Mac Gold Pool 5.5% 5/1/2055  | 9740294 | 9866952 |
| Freddie Mac Gold Pool 5.5% 5/1/2055  | 47403 | 48166 |
| Freddie Mac Gold Pool 5.5% 8/1/2055  | 5591734 | 5748322 |
| Freddie Mac Gold Pool 5.5% 8/1/2055  | 3718824 | 3767181 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 1383721 | 1422037 |
| Freddie Mac Gold Pool 5.5% 9/1/2054  | 4903807 | 4967574 |
| Freddie Mac Gold Pool 6% 10/1/2054  | 2782543 | 2899710 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 702757 | 727023 |
| Freddie Mac Gold Pool 6% 12/1/2052  | 785953 | 817267 |
| Freddie Mac Gold Pool 6% 2/1/2055  | 2384065 | 2484453 |
| Freddie Mac Gold Pool 6% 3/1/2053  | 748407 | 780330 |
| Freddie Mac Gold Pool 6% 4/1/2039  | 3102813 | 3233616 |
| Freddie Mac Gold Pool 6% 4/1/2054  | 36885906 | 38392987 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 8413261 | 8770155 |
| Freddie Mac Gold Pool 6% 7/1/2039  | 7859275 | 8151296 |
| Freddie Mac Gold Pool 6% 9/1/2039  | 11433629 | 11865606 |
| Freddie Mac Gold Pool 6% 9/1/2039  | 1951221 | 2026039 |
| Freddie Mac Gold Pool 6% 9/1/2054  | 2442945 | 2550392 |
| Freddie Mac Gold Pool 6% 9/1/2054  | 879264 | 912373 |
| Freddie Mac Gold Pool 6.5% 1/1/2054  | 2655873 | 2792737 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 2833328 | 2979336 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 30581431 | 32236214 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 8331746 | 8811223 |
| Freddie Mac Gold Pool 6.5% 9/1/2053  | 741151 | 781023 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 10015103 | 10594584 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 9616768 | 10182217 |
| Freddie Mac Gold Pool 7% 1/1/2054  | 3703123 | 3923919 |
| Freddie Mac Gold Pool 7% 1/1/2054  | 3553007 | 3771793 |
| Freddie Mac Gold Pool 7% 1/1/2054  | 2833395 | 3004990 |
| Freddie Mac Gold Pool 7% 1/1/2054  | 1843133 | 1956628 |
| Freddie Mac Gold Pool 7% 1/1/2054  | 1070007 | 1134808 |
| Freddie Mac Gold Pool 7% 10/1/2053  | 39278 | 41276 |
| Freddie Mac Gold Pool 7% 11/1/2053  | 971078 | 1033074 |
| Freddie Mac Gold Pool 7% 12/1/2053  | 433381 | 456458 |
| Freddie Mac Gold Pool 7% 12/1/2053  | 139128 | 146576 |
| Freddie Mac Gold Pool 7% 2/1/2054  | 1939844 | 2055506 |
| Freddie Mac Gold Pool 7% 3/1/2054  | 51654 | 54943 |
| Freddie Mac Gold Pool 7% 6/1/2054  | 3280985 | 3479688 |
| Freddie Mac Gold Pool 7% 6/1/2054  | 3242603 | 3447595 |
| Freddie Mac Gold Pool 7% 7/1/2043  | 55246 | 58506 |
| Freddie Mac Gold Pool 7% 7/1/2054  | 46762 | 49651 |
| Freddie Mac Gold Pool 7% 8/1/2054  | 2837864 | 3037887 |
| Freddie Mac Gold Pool 7% 8/1/2054  | 1423125 | 1513537 |
| Freddie Mac Gold Pool 7% 9/1/2043  | 113539 | 119315 |
| Freddie Mac Gold Pool 7% 9/1/2054  | 2014832 | 2134965 |
| Freddie Mac Manufactured Housing participation certificates 6% 3/1/2055  | 11348336 | 11804912 |
| Freddie Mac Manufactured Housing participation certificates 6% 4/1/2055  | 17146429 | 17830921 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 1552872 | 1640903 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 1387088 | 1466588 |
| Freddie Mac Manufactured Housing participation certificates 6.5% 3/1/2055  | 443880 | 471401 |
| Freddie Mac Multiclass Mortgage participation certificates 3% 10/1/2031  | 11051 | 10828 |
| Freddie Mac Non Gold Pool 5% 8/1/2053  | 949211 | 956391 |
| Freddie Mac Non Gold Pool 5.5% 4/1/2055  | 3823604 | 3924704 |
| Freddie Mac Non Gold Pool 5.5% 5/1/2053  | 674862 | 693338 |
| Freddie Mac Non Gold Pool 5.5% 6/1/2053  | 330783 | 339425 |
| Freddie Mac Non Gold Pool 5.5% 7/1/2053  | 3436228 | 3524938 |
| Freddie Mac Non Gold Pool 5.5% 9/1/2054  | 6138842 | 6285812 |
| Freddie Mac Non Gold Pool 6% 11/1/2054  | 2200894 | 2287895 |
| Freddie Mac Non Gold Pool 6% 6/1/2053  | 932908 | 969494 |
| Freddie Mac Non Gold Pool 6% 6/1/2053  | 925785 | 960356 |
| Freddie Mac Non Gold Pool 6% 6/1/2054  | 5790259 | 6013718 |
| Freddie Mac Non Gold Pool 6% 7/1/2053  | 598254 | 621716 |
| Freddie Mac Non Gold Pool 6% 9/1/2053  | 1266681 | 1310419 |
| Freddie Mac Non Gold Pool 6.5% 1/1/2055  | 9443131 | 9923858 |
| Freddie Mac Non Gold Pool 6.5% 1/1/2055  | 1198397 | 1268954 |
| Freddie Mac Non Gold Pool 6.5% 11/1/2054  | 518268 | 548741 |
| Freddie Mac Non Gold Pool 6.5% 2/1/2055  | 1376679 | 1458164 |
| Ginnie Mae I Pool 2.5% 1/20/2052  | 2938767 | 2531867 |
| Ginnie Mae I Pool 2.5% 12/20/2051  | 4591342 | 3955628 |
| Ginnie Mae I Pool 2.5% 12/20/2051  | 2440750 | 2102805 |
| Ginnie Mae I Pool 2.5% 12/20/2051  | 1391835 | 1198687 |
| Ginnie Mae I Pool 2.5% 8/20/2051  | 9709544 | 8368200 |
| Ginnie Mae I Pool 2.5% 8/20/2051  | 2522832 | 2174311 |
| Ginnie Mae I Pool 2.5% 8/20/2051  | 1183803 | 1020264 |
| Ginnie Mae I Pool 2.5% 9/20/2051  | 4084693 | 3517853 |
| Ginnie Mae I Pool 2.5% 9/20/2051  | 2528561 | 2177668 |
| Ginnie Mae I Pool 3% 1/15/2045  | 5438 | 4973 |
| Ginnie Mae I Pool 3% 1/15/2045  | 4380 | 4009 |
| Ginnie Mae I Pool 3% 1/15/2045  | 2162 | 1981 |
| Ginnie Mae I Pool 3% 1/15/2045  | 1962 | 1801 |
| Ginnie Mae I Pool 3% 1/15/2045  | 1058 | 967 |
| Ginnie Mae I Pool 3% 2/15/2045  | 4421 | 4045 |
| Ginnie Mae I Pool 3% 2/15/2045  | 3225 | 2954 |
| Ginnie Mae I Pool 3% 2/15/2045  | 2206 | 2019 |
| Ginnie Mae I Pool 3% 2/20/2050  | 310667 | 280715 |
| Ginnie Mae I Pool 3% 3/15/2045  | 9864 | 9024 |
| Ginnie Mae I Pool 3% 3/15/2045  | 5069 | 4651 |
| Ginnie Mae I Pool 3% 3/15/2045  | 4261 | 3898 |
| Ginnie Mae I Pool 3% 3/15/2045  | 4237 | 3872 |
| Ginnie Mae I Pool 3% 3/15/2045  | 3389 | 3103 |
| Ginnie Mae I Pool 3% 3/15/2045  | 2888 | 2653 |
| Ginnie Mae I Pool 3% 3/15/2045  | 2716 | 2488 |
| Ginnie Mae I Pool 3% 3/15/2045  | 2402 | 2193 |
| Ginnie Mae I Pool 3% 3/15/2045  | 2381 | 2192 |
| Ginnie Mae I Pool 3% 3/15/2045  | 1735 | 1586 |
| Ginnie Mae I Pool 3% 3/15/2045  | 1367 | 1250 |
| Ginnie Mae I Pool 3% 3/15/2045  | 1305 | 1216 |
| Ginnie Mae I Pool 3% 3/15/2045  | 978 | 899 |
| Ginnie Mae I Pool 3% 5/15/2045  | 4002 | 3662 |
| Ginnie Mae I Pool 3% 6/15/2045  | 2375 | 2168 |
| Ginnie Mae I Pool 3% 6/15/2045  | 2238 | 2061 |
| Ginnie Mae I Pool 3% 6/15/2045  | 1588 | 1451 |
| Ginnie Mae I Pool 3% 7/15/2045  | 5697 | 5191 |
| Ginnie Mae I Pool 3% 7/15/2045  | 4875 | 4473 |
| Ginnie Mae I Pool 3% 7/15/2045  | 4734 | 4320 |
| Ginnie Mae I Pool 3% 7/15/2045  | 4720 | 4307 |
| Ginnie Mae I Pool 3% 7/15/2045  | 4114 | 3774 |
| Ginnie Mae I Pool 3% 7/15/2045  | 3328 | 3048 |
| Ginnie Mae I Pool 3% 7/15/2045  | 3297 | 3005 |
| Ginnie Mae I Pool 3% 7/15/2045  | 2993 | 2733 |
| Ginnie Mae I Pool 3% 7/15/2045  | 1972 | 1799 |
| Ginnie Mae I Pool 3% 7/15/2045  | 1713 | 1561 |
| Ginnie Mae I Pool 3% 7/15/2045  | 1270 | 1158 |
| Ginnie Mae I Pool 3.5% 10/20/2052  | 4305172 | 3994098 |
| Ginnie Mae I Pool 3.5% 2/20/2043  | 16178 | 15389 |
| Ginnie Mae I Pool 3.5% 3/20/2043  | 8771 | 8338 |
| Ginnie Mae I Pool 3.5% 3/20/2043  | 6942 | 6603 |
| Ginnie Mae I Pool 3.5% 4/20/2043  | 9374 | 8899 |
| Ginnie Mae I Pool 3.5% 4/20/2043  | 3994 | 3794 |
| Ginnie Mae I Pool 3.5% 7/20/2046  | 195316 | 182226 |
| Ginnie Mae I Pool 3.5% 7/20/2052  | 22734956 | 21115315 |
| Ginnie Mae I Pool 3.5% 8/20/2052  | 13423610 | 12467311 |
| Ginnie Mae I Pool 3.5% 9/20/2052  | 6464943 | 6004379 |
| Ginnie Mae I Pool 4% 10/20/2052  | 12538619 | 12007302 |
| Ginnie Mae I Pool 4% 11/20/2041  | 90354 | 87808 |
| Ginnie Mae I Pool 4% 11/20/2042  | 73561 | 71481 |
| Ginnie Mae I Pool 4% 12/15/2040  | 26900 | 26248 |
| Ginnie Mae I Pool 4% 4/20/2048  | 31770 | 30501 |
| Ginnie Mae I Pool 4% 4/20/2048  | 29155 | 27990 |
| Ginnie Mae I Pool 4% 8/15/2041  | 162527 | 158483 |
| Ginnie Mae I Pool 4.5% 4/20/2053  | 3838566 | 3778071 |
| Ginnie Mae I Pool 4.5% 5/20/2041  | 2185 | 2192 |
| Ginnie Mae I Pool 5% 4/20/2048  | 207993 | 212735 |
| Ginnie Mae I Pool 5.5% 3/20/2054  | 5817858 | 5972990 |
| Ginnie Mae II Pool 2% 10/20/2050  | 17973128 | 14996932 |
| Ginnie Mae II Pool 2% 11/20/2050  | 5680888 | 4741247 |
| Ginnie Mae II Pool 2% 12/1/2055 (e) | 108050000 | 90036034 |
| Ginnie Mae II Pool 2% 12/20/2050  | 7818060 | 6519425 |
| Ginnie Mae II Pool 2% 2/20/2051  | 8621788 | 7187965 |
| Ginnie Mae II Pool 2% 2/20/2052  | 25976884 | 21663970 |
| Ginnie Mae II Pool 2% 3/20/2052  | 87787685 | 73212392 |
| Ginnie Mae II Pool 2% 4/20/2051  | 127689 | 106449 |
| Ginnie Mae II Pool 2% 4/20/2052  | 41287213 | 34432343 |
| Ginnie Mae II Pool 2% 7/20/2054  | 465980 | 388395 |
| Ginnie Mae II Pool 2% 9/20/2050  | 14912861 | 12460197 |
| Ginnie Mae II Pool 2.5% 12/1/2055 (e) | 96225000 | 83520298 |
| Ginnie Mae II Pool 2.5% 12/20/2051  | 22218054 | 19297977 |
| Ginnie Mae II Pool 2.5% 6/20/2051  | 960347 | 833980 |
| Ginnie Mae II Pool 2.5% 7/20/2051  | 1816005 | 1577047 |
| Ginnie Mae II Pool 2.5% 8/20/2051  | 44849992 | 38948433 |
| Ginnie Mae II Pool 2.5% 9/20/2051  | 2302282 | 1999338 |
| Ginnie Mae II Pool 3% 1/20/2032  | 725239 | 709701 |
| Ginnie Mae II Pool 3% 1/20/2043  | 16888 | 15713 |
| Ginnie Mae II Pool 3% 1/20/2047  | 24942 | 22833 |
| Ginnie Mae II Pool 3% 10/20/2031  | 235480 | 230545 |
| Ginnie Mae II Pool 3% 10/20/2050  | 10173 | 9201 |
| Ginnie Mae II Pool 3% 11/20/2031  | 255168 | 249700 |
| Ginnie Mae II Pool 3% 12/1/2055 (e) | 25825000 | 23301009 |
| Ginnie Mae II Pool 3% 12/20/2031  | 382282 | 374181 |
| Ginnie Mae II Pool 3% 12/20/2042  | 45902 | 42706 |
| Ginnie Mae II Pool 3% 12/20/2046  | 13479944 | 12340380 |
| Ginnie Mae II Pool 3% 2/20/2031  | 30592 | 30011 |
| Ginnie Mae II Pool 3% 2/20/2047  | 239329 | 219097 |
| Ginnie Mae II Pool 3% 2/20/2052  | 343684 | 310280 |
| Ginnie Mae II Pool 3% 3/20/2031  | 61418 | 60235 |
| Ginnie Mae II Pool 3% 3/20/2050  | 1697241 | 1536257 |
| Ginnie Mae II Pool 3% 3/20/2052  | 2894058 | 2612773 |
| Ginnie Mae II Pool 3% 4/20/2031  | 229220 | 224804 |
| Ginnie Mae II Pool 3% 5/20/2031  | 492632 | 483019 |
| Ginnie Mae II Pool 3% 7/20/2031  | 6484 | 6352 |
| Ginnie Mae II Pool 3% 8/20/2031  | 75388 | 73844 |
| Ginnie Mae II Pool 3% 9/20/2031  | 30504 | 29872 |
| Ginnie Mae II Pool 3.5% 12/20/2041  | 80817 | 77149 |
| Ginnie Mae II Pool 3.5% 2/20/2043  | 27437 | 26112 |
| Ginnie Mae II Pool 3.5% 2/20/2050  | 45111 | 42031 |
| Ginnie Mae II Pool 3.5% 5/20/2043  | 12239 | 11591 |
| Ginnie Mae II Pool 4% 1/20/2041  | 112219 | 109906 |
| Ginnie Mae II Pool 4% 1/20/2046  | 2167 | 2105 |
| Ginnie Mae II Pool 4% 10/20/2040  | 37009 | 36253 |
| Ginnie Mae II Pool 4% 10/20/2045  | 65579 | 63707 |
| Ginnie Mae II Pool 4% 12/20/2045  | 2265 | 2201 |
| Ginnie Mae II Pool 4% 3/20/2047  | 127252 | 123560 |
| Ginnie Mae II Pool 4% 4/20/2047  | 227853 | 220957 |
| Ginnie Mae II Pool 4% 5/20/2046  | 113493 | 110378 |
| Ginnie Mae II Pool 4% 6/20/2045  | 121108 | 117753 |
| Ginnie Mae II Pool 4% 7/20/2044  | 4723 | 4599 |
| Ginnie Mae II Pool 4% 8/20/2043  | 6909 | 6740 |
| Ginnie Mae II Pool 4% 8/20/2045  | 72094 | 70055 |
| Ginnie Mae II Pool 4% 9/20/2045  | 1834 | 1781 |
| Ginnie Mae II Pool 4.5% 1/20/2045  | 2769 | 2774 |
| Ginnie Mae II Pool 4.5% 10/20/2044  | 2170 | 2173 |
| Ginnie Mae II Pool 4.5% 11/20/2039  | 3478 | 3489 |
| Ginnie Mae II Pool 4.5% 11/20/2041  | 1149 | 1152 |
| Ginnie Mae II Pool 4.5% 11/20/2048  | 56712 | 56598 |
| Ginnie Mae II Pool 4.5% 12/20/2048  | 70641 | 70411 |
| Ginnie Mae II Pool 4.5% 2/20/2042  | 1415 | 1418 |
| Ginnie Mae II Pool 4.5% 2/20/2044  | 10446 | 10471 |
| Ginnie Mae II Pool 4.5% 3/20/2046  | 7487 | 7500 |
| Ginnie Mae II Pool 4.5% 4/20/2035  | 15550 | 15608 |
| Ginnie Mae II Pool 4.5% 5/20/2041  | 31839 | 31936 |
| Ginnie Mae II Pool 4.5% 5/20/2042  | 22144 | 22211 |
| Ginnie Mae II Pool 4.5% 5/20/2046  | 3876 | 3882 |
| Ginnie Mae II Pool 4.5% 6/20/2041  | 13439 | 13479 |
| Ginnie Mae II Pool 4.5% 6/20/2043  | 1766 | 1771 |
| Ginnie Mae II Pool 4.5% 6/20/2044  | 2283 | 2289 |
| Ginnie Mae II Pool 4.5% 8/20/2048  | 4000 | 3996 |
| Ginnie Mae II Pool 4.5% 9/20/2039  | 6211 | 6231 |
| Ginnie Mae II Pool 4.5% 9/20/2046  | 2427 | 2434 |
| Ginnie Mae II Pool 5% 1/1/2056 (e) | 76650000 | 76482328 |
| Ginnie Mae II Pool 5% 12/1/2055 (e) | 153300000 | 153132320 |
| Ginnie Mae II Pool 5% 12/20/2054  | 4740599 | 4754480 |
| Ginnie Mae II Pool 5.5% 1/1/2056 (e) | 111800000 | 112835022 |
| Ginnie Mae II Pool 5.5% 1/20/2055  | 4980363 | 5110050 |
| Ginnie Mae II Pool 5.5% 12/1/2055 (e) | 149525000 | 151043606 |
| Ginnie Mae II Pool 5.5% 12/20/2054  | 5965412 | 6131935 |
| Ginnie Mae II Pool 6% 1/1/2056 (e) | 140350000 | 143063794 |
| Ginnie Mae II Pool 6% 12/1/2055 (e) | 318875000 | 324928651 |
| Ginnie Mae II Pool 6% 12/20/2054  | 8109193 | 8263761 |
| Ginnie Mae II Pool 6% 2/1/2056 (e) | 86150000 | 87755216 |
| Ginnie Mae II Pool 6.5% 5/20/2055  | 24924748 | 25695506 |
| Uniform Mortgage Backed Securities 2% 1/1/2056 (e) | 73600000 | 59940878 |
| Uniform Mortgage Backed Securities 2% 12/1/2055 (e) | 161900000 | 131796719 |
| Uniform Mortgage Backed Securities 2.5% 1/1/2056 (e) | 17525000 | 14919525 |
| Uniform Mortgage Backed Securities 2.5% 12/1/2055 (e) | 35050000 | 29830838 |
| Uniform Mortgage Backed Securities 3% 12/1/2055 (e) | 10325000 | 9170697 |
| Uniform Mortgage Backed Securities 4.5% 1/1/2056 (e) | 66750000 | 65292454 |
| Uniform Mortgage Backed Securities 4.5% 12/1/2055 (e) | 99100000 | 97017354 |
| Uniform Mortgage Backed Securities 5% 12/1/2040 (e) | 23650000 | 23923453 |
| Uniform Mortgage Backed Securities 5% 12/1/2055 (e) | 11000000 | 10979375 |
| Uniform Mortgage Backed Securities 5.5% 1/1/2056 (e) | 69850000 | 70676738 |
| Uniform Mortgage Backed Securities 5.5% 12/1/2055 (e) | 96850000 | 98075753 |
| Uniform Mortgage Backed Securities 6% 1/1/2056 (e) | 127775000 | 130814652 |
| Uniform Mortgage Backed Securities 6% 12/1/2055 (e) | 209875000 | 214908726 |
| Uniform Mortgage Backed Securities 6.5% 1/1/2056 (e) | 2675000 | 2772281 |
| Uniform Mortgage Backed Securities 6.5% 12/1/2055 (e) | 80425000 | 83308992 |
| TOTAL UNITED STATES |  | 4814248416 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $4,769,528,992) |  | <br> **4814248416** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 39.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 39.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 39.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 39.2%** |
|  | Yield (%) (u) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 1.125% 5/15/2040 (t) | 4.48 to 4.61 | 10665000 | 6900172 |
| US Treasury Bonds 1.875% 11/15/2051  | 1.92 to 5.00 | 31946000 | 18265375 |
| US Treasury Bonds 1.875% 2/15/2051  | 4.84 to 5.01 | 9500000 | 5486250 |
| US Treasury Bonds 2% 11/15/2041  | 2.08 to 2.10 | 13900000 | 9897777 |
| US Treasury Bonds 2% 8/15/2051  | 4.94 | 5000000 | 2961523 |
| US Treasury Bonds 2.25% 2/15/2052  | 2.29 to 2.99 | 29700000 | 18610066 |
| US Treasury Bonds 2.25% 8/15/2046  | 4.92 | 90000 | 60749 |
| US Treasury Bonds 2.25% 8/15/2049  | 4.66 to 4.79 | 84700000 | 54661277 |
| US Treasury Bonds 2.75% 8/15/2047  | 4.66 | 4000000 | 2932188 |
| US Treasury Bonds 2.875% 5/15/2049  | 4.77 | 27953600 | 20604861 |
| US Treasury Bonds 2.875% 5/15/2052  | 3.19 to 5.04 | 10996000 | 7924852 |
| US Treasury Bonds 3% 2/15/2047  | 4.93 to 4.96 | 8200000 | 6329695 |
| US Treasury Bonds 3% 2/15/2049  | 4.82 | 2000000 | 1513047 |
| US Treasury Bonds 3% 5/15/2047  | 4.71 | 10000000 | 7700000 |
| US Treasury Bonds 3% 8/15/2052  | 3.37 to 4.02 | 56140000 | 41473425 |
| US Treasury Bonds 3.25% 5/15/2042  | 3.39 to 5.23 | 12305000 | 10459731 |
| US Treasury Bonds 3.625% 2/15/2053  | 3.62 to 5.09 | 196335000 | 163794007 |
| US Treasury Bonds 3.875% 5/15/2043 (s) | 4.14 to 4.58 | 4000000 | 3662397 |
| US Treasury Bonds 4% 11/15/2052  | 4.95 to 5.00 | 256713000 | 229186548 |
| US Treasury Bonds 4.125% 8/15/2044  | 4.65 | 760000 | 712530 |
| US Treasury Bonds 4.125% 8/15/2053  | 4.23 to 5.11 | 142118000 | 129599402 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.46 to 4.82 | 451441000 | 420386798 |
| US Treasury Bonds 4.25% 8/15/2054  | 4.57 to 4.97 | 219685000 | 204590237 |
| US Treasury Bonds 4.375% 8/15/2043  | 4.76 to 5.16 | 40600000 | 39577070 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.33 to 4.85 | 355800000 | 345570750 |
| US Treasury Bonds 4.5% 2/15/2044  | 4.45 to 4.72 | 990000 | 978166 |
| US Treasury Bonds 4.625% 11/15/2044  | 4.52 to 5.12 | 45890000 | 45907926 |
| US Treasury Bonds 4.625% 11/15/2045  | 4.61 | 3075000 | 3072598 |
| US Treasury Bonds 4.625% 11/15/2055  | 4.67 to 4.71 | 16300000 | 16182844 |
| US Treasury Bonds 4.625% 2/15/2055  | 4.60 to 5.09 | 106475000 | 105601437 |
| US Treasury Bonds 4.625% 5/15/2044  | 4.55 to 4.73 | 1583000 | 1587452 |
| US Treasury Bonds 4.625% 5/15/2054  | 3.96 to 4.73 | 222620000 | 220689466 |
| US Treasury Bonds 4.75% 11/15/2053  | 4.52 | 15000000 | 15152344 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.55 to 5.00 | 282005000 | 285397873 |
| US Treasury Bonds 4.75% 8/15/2055  | 4.59 to 4.92 | 262300000 | 265578750 |
| US Treasury Bonds 4.875% 8/15/2045  | 4.53 to 4.65 | 9067000 | 9350344 |
| US Treasury Bonds 5% 5/15/2045  | 4.55 to 4.89 | 5550000 | 5817961 |
| US Treasury Bonds 6.25% 5/15/2030 (t) | 4.16 to 4.91 | 12400000 | 13753828 |
| US Treasury Bonds Inflation-Indexed 2.375% 2/15/2055  | 2.47 to 2.66 | 16561759 | 16174226 |
| US Treasury Notes 0.75% 3/31/2026  | 4.28 | 3470000 | 3435680 |
| US Treasury Notes 2.625% 7/31/2029  | 4.45 | 11120000 | 10772066 |
| US Treasury Notes 2.75% 8/15/2032  | 3.86 | 11000000 | 10337852 |
| US Treasury Notes 2.875% 5/15/2032 (r)(s) | 2.98 to 4.08 | 14377000 | 13660396 |
| US Treasury Notes 3.375% 5/15/2033  | 3.74 to 4.43 | 146650000 | 142342156 |
| US Treasury Notes 3.375% 9/15/2028  | 3.53 | 2000000 | 1993750 |
| US Treasury Notes 3.5% 1/31/2030  | 3.68 | 10000000 | 9973828 |
| US Treasury Notes 3.5% 2/15/2033  | 3.53 to 4.24 | 137914000 | 135204205 |
| US Treasury Notes 3.625% 10/31/2030  | 3.61 to 3.73 | 50400000 | 50443313 |
| US Treasury Notes 3.625% 3/31/2030  | 3.55 to 4.88 | 969000 | 970817 |
| US Treasury Notes 3.625% 8/15/2028  | 3.73 | 3000000 | 3010313 |
| US Treasury Notes 3.625% 8/31/2030  | 3.59 to 3.69 | 367200000 | 367572936 |
| US Treasury Notes 3.625% 9/30/2030  | 3.59 to 3.77 | 86300000 | 86380906 |
| US Treasury Notes 3.625% 9/30/2031  | 3.66 to 4.23 | 126300000 | 125855977 |
| US Treasury Notes 3.75% 10/31/2032  | 3.79 to 3.92 | 65600000 | 65446250 |
| US Treasury Notes 3.75% 12/31/2030  | 4.07 | 1700000 | 1709762 |
| US Treasury Notes 3.75% 4/15/2028  | 3.69 | 13910000 | 13989874 |
| US Treasury Notes 3.75% 5/31/2030  | 3.61 to 3.72 | 3393000 | 3416062 |
| US Treasury Notes 3.75% 8/31/2031  | 3.54 to 4.68 | 711200000 | 713672529 |
| US Treasury Notes 3.875% 12/31/2029  | 4.13 | 78205000 | 79112300 |
| US Treasury Notes 3.875% 4/30/2030  | 3.70 | 1500000 | 1517988 |
| US Treasury Notes 3.875% 6/30/2030  | 3.58 to 3.96 | 42500000 | 43012988 |
| US Treasury Notes 3.875% 7/31/2030  | 3.72 to 3.83 | 20000000 | 20239062 |
| US Treasury Notes 3.875% 8/15/2033 (s) | 3.96 to 4.62 | 93098000 | 93272559 |
| US Treasury Notes 3.875% 8/15/2034  | 3.64 to 4.77 | 522160000 | 520101489 |
| US Treasury Notes 3.875% 8/31/2032  | 3.81 to 4.00 | 108700000 | 109341160 |
| US Treasury Notes 3.875% 9/30/2032  | 3.77 to 3.93 | 184200000 | 185207344 |
| US Treasury Notes 4% 10/31/2029  | 3.68 | 5600000 | 5689906 |
| US Treasury Notes 4% 11/15/2035  | 4.02 to 4.15 | 20120000 | 20088563 |
| US Treasury Notes 4% 2/15/2034  | 3.87 to 4.74 | 18048000 | 18190410 |
| US Treasury Notes 4% 2/28/2030  | 4.13 to 4.39 | 368000 | 374137 |
| US Treasury Notes 4% 3/31/2030  | 3.94 | 7100000 | 7219258 |
| US Treasury Notes 4% 4/30/2032  | 3.85 to 4.25 | 88500000 | 89799844 |
| US Treasury Notes 4% 5/31/2030  | 3.54 to 4.01 | 97802000 | 99486792 |
| US Treasury Notes 4% 6/30/2032  | 3.82 to 4.18 | 108800000 | 110334250 |
| US Treasury Notes 4% 7/31/2032  | 3.92 to 4.11 | 131135000 | 132922739 |
| US Treasury Notes 4.125% 10/31/2031  | 3.97 to 4.37 | 79500000 | 81282539 |
| US Treasury Notes 4.125% 11/15/2032  | 3.68 to 4.09 | 82955000 | 84662707 |
| US Treasury Notes 4.125% 11/30/2029  | 4.11 | 340000 | 347091 |
| US Treasury Notes 4.125% 11/30/2031  | 4.08 to 4.55 | 68000000 | 69522031 |
| US Treasury Notes 4.125% 2/29/2032  | 3.86 to 4.36 | 137683000 | 140684060 |
| US Treasury Notes 4.125% 3/31/2031  | 4.35 to 4.65 | 71974000 | 73638399 |
| US Treasury Notes 4.125% 3/31/2032  | 3.87 to 4.26 | 307500000 | 314190527 |
| US Treasury Notes 4.125% 5/31/2032  | 3.71 to 4.20 | 270732000 | 276569334 |
| US Treasury Notes 4.125% 7/31/2031  | 3.70 to 4.19 | 140900000 | 144118100 |
| US Treasury Notes 4.25% 11/15/2034  | 4.01 to 4.47 | 317900000 | 325027916 |
| US Treasury Notes 4.25% 5/15/2035  | 3.94 to 4.48 | 366247000 | 373800844 |
| US Treasury Notes 4.25% 6/30/2031  | 4.45 | 1400000 | 1441070 |
| US Treasury Notes 4.25% 8/15/2035  | 4.00 to 4.29 | 528700000 | 538943563 |
| US Treasury Notes 4.375% 11/30/2030  | 3.71 to 3.74 | 12000000 | 12412500 |
| US Treasury Notes 4.375% 12/31/2029  | 4.39 | 550000 | 566778 |
| US Treasury Notes 4.375% 5/15/2034  | 3.66 to 4.61 | 119720000 | 123769903 |
| US Treasury Notes 4.5% 11/15/2033  | 3.86 to 4.44 | 115372000 | 120406005 |
| US Treasury Notes 4.5% 12/31/2031  | 3.85 | 1500000 | 1563750 |
| US Treasury Notes 4.625% 2/15/2035  | 4.01 to 4.58 | 223484000 | 234789072 |
| US Treasury Notes 4.625% 4/30/2029  | 3.87 to 4.72 | 8220000 | 8508342 |
| US Treasury Notes 4.625% 9/30/2028  | 3.56 to 4.85 | 2330000 | 2400810 |
| US Treasury Notes 4.625% 9/30/2030  | 5.01 | 526000 | 549546 |
| US Treasury Notes 4.75% 2/15/2045  | 4.89 to 4.97 | 12980000 | 13184841 |
| US Treasury Notes 4.875% 10/31/2030  | 3.69 | 3000000 | 3169219 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $8,940,609,266) |  |  | **8999754350** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 4.5%** | &nbsp;&nbsp;**Money Market Funds - 4.5%** | &nbsp;&nbsp;**Money Market Funds - 4.5%** | &nbsp;&nbsp;**Money Market Funds - 4.5%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (v) | 4.02 | 1018366305 | 1018569978 |
| Fidelity Securities Lending Cash Central Fund (v)(w) | 4.02 | 20969000 | 20971097 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $1,039,541,075) |  |  | **1039541075** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Purchased Swaptions - 0.1%** | &nbsp;&nbsp;**Purchased Swaptions - 0.1%** | &nbsp;&nbsp;**Purchased Swaptions - 0.1%** | &nbsp;&nbsp;**Purchased Swaptions - 0.1%** |
|  | Expiration<br> Date | Notional<br> Amount  | Value ($) |
| Put Swaptions - 0.1% |  |  |  |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.03% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/25/2030 | 7400000 | 226554 |
| Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.804% and receive annually a floating rate based on US SOFR Index, expiring August 2036 | 8/25/2026 | 10620000 | 189202 |
| Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.887% and receive annually a floating rate based on US SOFR Index, expiring September 2035 | 9/17/2030 | 8150000 | 280303 |
| Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.874% and receive annually a floating rate based on US SOFR Index, expiring October 2035 | 10/28/2030 | 15980000 | 565053 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.95% and receive annually a floating rate based on US SOFR Index, expiring May 2035 | 4/29/2030 | 18830000 | 602825 |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 4.01% and receive annually a floating rate based on US SOFR Index, expiring December 2034 | 12/20/2029 | 9400000 | 271602 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.065% and receive annually a floating rate based on US SOFR Index, expiring May 2035 | 5/2/2030 | 3350000 | 101361 |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 3.855% and receive annually a floating rate based on US SOFR Index, expiring September 2035 | 9/12/2030 | 22400000 | 784090 |
| Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.9025% and receive annually a floating rate based on US SOFR Index, expiring April 2036 | 4/14/2026 | 12260000 | 90108 |
| Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 3.87% and receive annually a floating rate based on US SOFR Index, expiring November 2034 | 11/7/2029 | 11300000 | 343354 |
| Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 4.075% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/24/2030 | 17020000 | 509363 |
| Option on an interest rate swap with Morgan Stanley Capital Services LLC to pay annually a fixed rate of 3.853% and receive annually a floating rate based on US SOFR Index, expiring September 2035 | 9/16/2030 | 22600000 | 791770 |
| Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.455% and receive annually a floating rate based on US SOFR Index, expiring August 2034 | 8/29/2029 | 27200000 | 1012434 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.585% and receive annually a floating rate based on US SOFR Index, expiring May 2036 | 4/29/2026 | 7830000 | 145678 |
| Option on an interest rate swap with Citibank NA to pay annually a fixed rate of 3.646% and receive annually a floating rate based on US SOFR Index, expiring January 2036 | 1/7/2026 | 3000000 | 18997 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 4.025% and receive annually a floating rate based on US SOFR Index, expiring April 2035 | 4/23/2030 | 5370000 | 164978 |
| Option on an interest rate swap with Bank of America NA to pay annually a fixed rate of 3.565% and receive annually a floating rate based on US SOFR Index, expiring September 2036 | 9/15/2026 | 16980000 | 478303 |
| Option on an interest rate swap with Goldman Sachs Bank USA to pay annually a fixed rate of 3.9% and receive annually a floating rate based on US SOFR Index, expiring July 2036 | 7/8/2026 | 24300000 | 300144 |
| TOTAL PUT SWAPTIONS |  |  | 6876119 |
| Call Swaptions - 0.0% |  |  |  |
| Option on an interest rate swap with Morgan Stanley Capital Services LLC to receive annually a fixed rate of 3.853% and pay annually a floating rate based on US SOFR Index, expiring September 2035 | 9/16/2030 | 22600000 | 717586 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.065% and pay annually a floating rate based on US SOFR Index, expiring May 2035 | 5/2/2030 | 3350000 | 126032 |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.455% and pay annually a floating rate based on US SOFR Index, expiring August 2034 | 8/29/2029 | 27200000 | 670433 |
| Option on an interest rate swap with Morgan Stanley Capital Services LLC to receive annually a fixed rate of 3.87% and pay annually a floating rate based on US SOFR Index, expiring November 2034 | 11/7/2029 | 11300000 | 376104 |
| Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 3.855% and pay annually a floating rate based on US SOFR Index, expiring September 2035 | 9/12/2030 | 22400000 | 712807 |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.887% and pay annually a floating rate based on US SOFR Index, expiring September 2035 | 9/17/2030 | 8150000 | 264160 |
| Option on an interest rate swap with Morgan Stanley Capital Services LLC to receive annually a fixed rate of 4.075% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/24/2030 | 17020000 | 644655 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.565% and pay annually a floating rate based on US SOFR Index, expiring September 2036 | 9/15/2026 | 16980000 | 346015 |
| Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.01% and pay annually a floating rate based on the US SOFR Index, expiring December 2034 | 12/20/2029 | 9400000 | 343579 |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.9% and pay annually a floating rate based on US SOFR Index, expiring July 2036 | 7/8/2026 | 24300000 | 820831 |
| Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 4.03% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/25/2030 | 7400000 | 271808 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.95% and pay annually a floating rate based on US SOFR Index, expiring May 2035 | 4/29/2030 | 18830000 | 658120 |
| Option on an interest rate swap with Citibank NA to receive annually a fixed rate of 3.646% and pay annually a floating rate based on US SOFR Index, expiring January 2036 | 1/7/2026 | 3000000 | 27996 |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.874% and pay annually a floating rate based on US SOFR Index, expiring October 2035 | 10/28/2030 | 15980000 | 514601 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 4.025% and pay annually a floating rate based on US SOFR Index, expiring April 2035 | 4/23/2030 | 5370000 | 197190 |
| Option on an interest rate swap with Bank of America NA to receive annually a fixed rate of 3.585% and pay annually a floating rate based on US SOFR Index, expiring May 2036 | 4/29/2026 | 7830000 | 119069 |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.9025% and pay annually a floating rate based on US SOFR Index, expiring April 2036 | 4/14/2026 | 12260000 | 375024 |
| Option on an interest rate swap with Goldman Sachs Bank USA to receive annually a fixed rate of 3.804% and pay annually a floating rate based on US SOFR Index, expiring August 2036 | 8/25/2026 | 10620000 | 320431 |
| TOTAL CALL SWAPTIONS |  |  | 7506441 |
| **TOTAL PURCHASED SWAPTIONS**<br> (Cost $16,776,092) |  |  | <br> **14382560** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 110.7%**<br> (Cost $25,114,795,735)<br>| <br>**25392878316** |
| **NET OTHER ASSETS (LIABILITIES) - (10.7)%**  | **(2422336744)** |
| **NET ASSETS - 100.0%** | **22970541572** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 5% 12/1/2055 | (153300000) | (153132320) |
| Ginnie Mae II Pool 5.5% 12/1/2055 | (149525000) | (151043606) |
| Ginnie Mae II Pool 6% 1/1/2056 | (52900000) | (53922869) |
| Ginnie Mae II Pool 6% 12/1/2055 | (318875000) | (324928651) |
| Uniform Mortgage Backed Securities 2% 12/1/2055 | (152725000) | (124327695) |
| Uniform Mortgage Backed Securities 2.5% 12/1/2055 | (35050000) | (29830838) |
| Uniform Mortgage Backed Securities 3% 12/1/2055 | (750000) | (666152) |
| Uniform Mortgage Backed Securities 4.5% 1/1/2056 | (500000) | (489082) |
| Uniform Mortgage Backed Securities 4.5% 12/1/2055 | (99100000) | (97017354) |
| Uniform Mortgage Backed Securities 5% 12/1/2055 | (11800000) | (11777875) |
| Uniform Mortgage Backed Securities 5.5% 12/1/2055 | (90425000) | (91569437) |
| Uniform Mortgage Backed Securities 6% 12/1/2055 | (198575000) | (203337703) |
| Uniform Mortgage Backed Securities 6.5% 12/1/2055 | (80425000) | (83308992) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (1325352574) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $1,323,434,451) |  | <br> **(1325352574)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| ASX 10Y Australia Treasury Bond Contracts (Australia) | 17 | 12/15/2025 | 1244724 | (18560) | (18560) |
| CBOT 10Y US Treasury Notes Contracts (United States) | 5044 | 3/20/2026 | 571705875 | 2624797 | 2624797 |
| CBOT 10Y Ultra US Treasury Notes Contracts (United States) | 15 | 3/20/2026 | 1743281 | 11925 | 11925 |
| CBOT 2Y US Treasury Notes Contracts (United States) | 2696 | 3/31/2026 | 563063813 | 242674 | 242674 |
| CBOT 5Y US Treasury Notes Contracts (United States) | 5179 | 3/31/2026 | 568435711 | 1488768 | 1488768 |
| CBOT US Treasury Long Bond Contracts (United States) | 238 | 3/20/2026 | 27957563 | 188498 | 188498 |
| Eurex Euro-Bund Contracts (Germany) | 5 | 12/8/2025 | 747730 | 286 | 286 |
| TMX 10Y Canadian Bond Contracts (Canada) | 59 | 3/20/2026 | 5192608 | 21215 | 21215 |
| TOTAL PURCHASED |  |  |  |  | 4559603 |
| Sold |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 10Y US Treasury Notes Contracts (United States) | 446 | 3/20/2026 | 50551313 | (234288) | (234288) |
| CBOT 5Y US Treasury Notes Contracts (United States) | 704 | 3/31/2026 | 77269500 | (209716) | (209716) |
| ICE Long GILT Futures (United Kingdom) | 11 | 3/27/2026 | 1333469 | (11342) | (11342) |
| TOTAL SOLD |  |  |  |  | (455346) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **4104257** |
| The notional amount of futures purchased as a percentage of Net Assets is 7.6% | The notional amount of futures purchased as a percentage of Net Assets is 7.6% | The notional amount of futures purchased as a percentage of Net Assets is 7.6% | The notional amount of futures purchased as a percentage of Net Assets is 7.6% | The notional amount of futures purchased as a percentage of Net Assets is 7.6% | The notional amount of futures purchased as a percentage of Net Assets is 7.6% |
| The notional amount of futures sold as a percentage of Net Assets is 0.5% | The notional amount of futures sold as a percentage of Net Assets is 0.5% | The notional amount of futures sold as a percentage of Net Assets is 0.5% | The notional amount of futures sold as a percentage of Net Assets is 0.5% | The notional amount of futures sold as a percentage of Net Assets is 0.5% | The notional amount of futures sold as a percentage of Net Assets is 0.5% |

---

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** |
| Currency<br> Purchased | Currency<br> Purchased | Currency<br> Sold | Currency<br> Sold | Counterparty | Settlement<br> Date | Unrealized <br> Appreciation/<br> (Depreciation) ($)  |
| EUR | 351000 | USD | 407495 | BNP Paribas SA | 12/11/2025 | (2) |
| EUR | 3047000 | USD | 3538849 | BNP Paribas SA | 12/11/2025 | (1438) |
| EUR | 130000 | USD | 150058 | Bank of America NA | 12/11/2025 | 866 |
| USD | 859530 | AUD | 1322000 | JPMorgan Chase Bank NA | 12/11/2025 | (6648) |
| USD | 644720 | AUD | 998000 | JPMorgan Chase Bank NA | 12/11/2025 | (9173) |
| USD | 3150021 | CAD | 4428000 | JPMorgan Chase Bank NA | 12/11/2025 | (20205) |
| USD | 386982 | EUR | 336000 | BNP Paribas SA | 12/11/2025 | (3097) |
| USD | 118305298 | EUR | 102744000 | BNP Paribas SA | 12/11/2025 | (975240) |
| USD | 27029388 | GBP | 20714000 | JPMorgan Chase Bank NA | 12/11/2025 | (389818) |
| USD | 1377743 | GBP | 1048000 | JPMorgan Chase Bank NA | 12/11/2025 | (9498) |
| USD | 1974796 | JPY | 303550000 | Goldman Sachs Bank USA | 12/11/2025 | 29457 |
| USD | 1918205 | JPY | 299600000 | JPMorgan Chase Bank NA | 12/11/2025 | (1819) |
| USD | 835948 | JPY | 127800000 | JPMorgan Chase Bank NA | 12/11/2025 | 16925 |
| **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY CONTRACTS** |  | **(1369690)** |
| Unrealized Appreciation | Unrealized Appreciation | Unrealized Appreciation |  |  |  | 47248 |
| Unrealized Depreciation | Unrealized Depreciation | Unrealized Depreciation |  |  |  | (1416938) |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| Underlying Reference | Rating(1) | Maturity <br> Date | Clearinghouse / <br> Counterparty(3) | Fixed<br> Payment<br> Received/<br> (Paid) | Payment<br> Frequency | Notional<br> Amount(2)(5) | Notional<br> Amount(2)(5) | Value ($)(1) | Upfront<br> Premium<br> Received/<br> (Paid) ($)(4) | Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| Buy Protection |  |  |  |  |  |  |  |  |  |  |
| CMBX AAA Series 13 Index |  | 12/16/2072 | Morgan Stanley Capital Services LLC | (0.5%) | Monthly |  | 20000 | (88) | (310) | (398) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 180000 | 31230 | (42404) | (11174) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 330000 | 57255 | (77450) | (20195) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 30000 | 5205 | (7602) | (2397) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 60000 | 10410 | (15211) | (4801) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | JPMorgan Securities LLC | (3%) | Monthly |  | 180000 | 31230 | (49591) | (18361) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 370000 | 64195 | (102975) | (38780) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 350000 | 60725 | (101652) | (40927) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | JPMorgan Securities LLC | (3%) | Monthly |  | 110000 | 19085 | (32088) | (13003) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 950000 | 164824 | (268303) | (103479) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 130000 | 22555 | (35799) | (13244) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 590000 | 102365 | (139142) | (36777) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 120000 | 20820 | (27715) | (6895) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 900000 | 156149 | (195001) | (38852) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 170000 | 29495 | (45037) | (15542) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 170000 | 29495 | (38745) | (9250) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 180000 | 31230 | (39923) | (8693) |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 180000 | 31230 | (29008) | 2222 |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 600000 | 104100 | (97421) | 6679 |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 1300000 | 225549 | (197228) | 28321 |
| CMBX BBB Series 15 Index |  | 11/18/2064 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 1200000 | 183783 | (177681) | 6102 |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 1900000 | 180237 | (94423) | 85814 |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 1300000 | 123320 | (51519) | 71801 |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 1200000 | 113834 | (45265) | 68569 |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 600000 | 56917 | (23283) | 33634 |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | Morgan Stanley Capital Services LLC | (3%) | Monthly |  | 800000 | 75889 | (30584) | 45305 |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 1000000 | 94862 | (35917) | 58945 |
| CMBX BB Series 18 Index |  | 12/17/2057 | Morgan Stanley Capital Services LLC | (5%) | Monthly |  | 2100000 | 350850 | (135372) | 215478 |
| CMBX BB Series 18 Index |  | 12/17/2057 | JPMorgan Securities LLC | (5%) | Monthly |  | 1100000 | 183779 | (72312) | 111467 |
| CMBX BB Series 18 Index |  | 12/17/2057 | JPMorgan Securities LLC | (5%) | Monthly |  | 400000 | 66829 | (28151) | 38678 |
| CMBX BBB Series 15 Index |  | 11/18/2064 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 700000 | 107207 | (110881) | (3674) |
| CMBX BB Series 18 Index |  | 12/17/2057 | Goldman Sachs & Co LLC | (5%) | Monthly |  | 400000 | 66829 | (58879) | 7950 |
| CMBX AAA Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (0.5%) | Monthly |  | 3299311 | 23516 | (56006) | (32490) |
| CMBX BB Series 18 Index |  | 12/17/2057 | Morgan Stanley Capital Services LLC | (5%) | Monthly |  | 600000 | 100243 | (87205) | 13038 |
| CMBX BB Series 18 Index |  | 12/17/2057 | Morgan Stanley Capital Services LLC | (5%) | Monthly |  | 800000 | 133657 | (114032) | 19625 |
| CMBX AAA Series 16 Index |  | 4/17/2065 | Goldman Sachs & Co LLC | (0.5%) | Monthly |  | 1399708 | 9977 | (16394) | (6417) |
| CMBX AAA Series 18 Index |  | 12/17/2057 | Citigroup Global Markets Ltd | (0.5%) | Monthly |  | 9100000 | (5118) | (16758) | (21876) |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | Goldman Sachs & Co LLC | (3%) | Monthly |  | 700000 | 66403 | (49946) | 16457 |
| CMBX AAA Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (0.5%) | Monthly |  | 11397621 | 81238 | (95414) | (14176) |
| CMBX AAA Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (0.5%) | Monthly |  | 13097267 | 93352 | (111572) | (18220) |
| Aviva PLC 6.125% 11/14/2036 |  | 12/20/2030 | Citibank NA | (1%) | Quarterly | EUR | 1600000 | (8763) | 439 | (8324) |
| Commerzbank AG 4% 12/5/2030 |  | 12/20/2030 | JPMorgan Chase Bank NA | (1%) | Quarterly | EUR | 1350000 | 2196 | (16169) | (13973) |
| Heidelberg Materials AG 3.75% 5/31/2032 |  | 12/20/2030 | JPMorgan Chase Bank NA | (5%) | Quarterly | EUR | 1630000 | (410223) | 380939 | (29284) |
| Allianz SE 2.121% 7/8/2050 |  | 12/20/2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 2050000 | (31587) | 23172 | (8415) |
| UniCredit SpA 5.375% 4/16/2034 |  | 12/20/2030 | Goldman Sachs Bank USA | (1%) | Quarterly | EUR | 1450000 | (3177) | (9088) | (12265) |
| Societe Generale SA 5.25% 9/6/2032 |  | 12/20/2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 1250000 | 5430 | (17295) | (11865) |
| CMBX AAA Series 16 Index |  | 4/17/2065 | Goldman Sachs & Co LLC | (0.5%) | Monthly |  | 3299311 | 23516 | (31130) | (7614) |
| Deutsche Bank AG 5.625% 5/19/2031 |  | 12/20/2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 1200000 | 12350 | (20893) | (8543) |
| Generali 4.125% 5/4/2026 |  | 12/20/2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 1650000 | (10396) | 4542 | (5854) |
| Intesa Sanpaolo SpA 6.184% 2/20/2034 |  | 12/20/2030 | JPMorgan Chase Bank NA | (1%) | Quarterly | EUR | 1400000 | (10744) | 3082 | (7662) |
| BMW Finance NV 0.75% 7/13/2026 |  | 12/20/2030 | BNP Paribas SA | (1%) | Quarterly | EUR | 2700000 | (81241) | 65826 | (15415) |
| CMBX BBB- Series 18 Index |  | 12/17/2057 | JPMorgan Securities LLC | (3%) | Monthly |  | 700000 | 66403 | (57227) | 9176 |
| CMBX BBB- Series 16 Index |  | 4/17/2065 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 600000 | 104100 | (102378) | 1722 |
| CMBX BBB- Series 17 Index |  | 12/15/2056 | Citigroup Global Markets Ltd | (3%) | Monthly |  | 600000 | 84900 | (85185) | (285) |
| 5Y CDX EMIG CDSI Series 44 Index |  | 12/20/2030 | ICE | (1%) | Quarterly |  | 4185000 | (4595) | 0 | (4595) |
| **TOTAL BUY PROTECTION** |  |  |  |  |  |  |  | 3042832 | (2815565) | 227267 |
| Sell Protection |  |  |  |  |  |  |  |  |  |  |
| CMBX AAA Series 13 Index | NR | 12/16/2072 | Morgan Stanley Capital Services LLC | 0.5% | Monthly |  | 20000 | 88 | 452 | 540 |
| CMBX AAA Series 17 Index | NR | 12/15/2056 | Morgan Stanley Capital Services LLC | 0.5% | Monthly |  | 16100000 | (218165) | 211113 | (7052) |
| **TOTAL SELL PROTECTION** |  |  |  |  |  |  |  | (218077) | 211565 | (6512) |
| **TOTAL CREDIT DEFAULT SWAPS** |  |  |  |  |  |  |  | **2824755** | **(2603999)** | **220756** |

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(1)Ratings are presented for credit default swaps in which the Fund has sold protection on the underlying referenced debt. Ratings for an underlying index represent a weighted average of the ratings of all securities included in the index. The credit rating or value can be measures of the current payment/performance risk. Ratings are from Moody's Investors Service, Inc. Where Moody's® ratings are not available, S&P® ratings are disclosed and are indicated as such. All ratings are as of the report date and do not reflect subsequent changes.

(2)The notional amount of each credit default swap where the Fund has sold protection approximates the maximum potential amount of future payments that the Fund could be required to make if a credit event were to occur.

(3)Swaps with Intercontinental Exchange (ICE) are centrally cleared swaps.

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

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

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| Payment Received | Payment<br> Frequency | Payment Paid | Payment<br> Frequency | Clearinghouse /<br> Counterparty(1) | Maturity<br> Date | Notional<br> Amount(3) | Value ($)<br>| Upfront<br> Premium<br> Received/<br> (Paid) ($)(2) | Unrealized <br> Appreciation/<br> (Depreciation) ($)<br>|
| U.S. SOFR Index(4) | Annual | 3.5% | Annual | LCH | 12/17/2027 | 240976000 | 761636 | 0 | 761636 |
| U.S. SOFR Index(4) | Annual | 3.5% | Annual | LCH | 12/17/2028 | 332879000 | 1280209 | 0 | 1280209 |
| U.S. SOFR Index(4) | Annual | 3.75% | Annual | LCH | 12/17/2029 | 121926000 | 536175 | 0 | 536175 |
| 3.75% | Annual | U.S. SOFR Index(4) | Annual | LCH | 12/17/2032 | 4554000 | 13858 | 0 | 13858 |
| 3.75% | Annual | U.S. SOFR Index(4) | Annual | LCH | 12/17/2035 | 1100000 | 692 | 0 | 692 |
| U.S. SOFR Index(4) | Annual | 3.75% | Annual | LCH | 12/17/2045 | 3694000 | 54703 | 0 | 54703 |
| U.S. SOFR Index(4) | Annual | 3.75% | Annual | LCH | 12/17/2030 | 7935000 | 29907 | 0 | 29907 |
| **TOTAL INTEREST RATE SWAPS** |  |  |  |  |  |  | **2677180** | **0** | **2677180** |

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(1)Swaps with LCH Clearnet Group (LCH) are centrally cleared swaps.

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

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

(4)Represents floating rate.

**Currency Abbreviations**

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| | | |
|:---|:---|:---|
| AUD | - | Australian Dollar |
| CAD | - | Canadian Dollar |
| EUR | - | European Monetary Unit (Euro) |
| GBP | - | British Pound Sterling |
| JPY | - | Japanese Yen |
| USD | - | United States Dollar |

---

**Legend**

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

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

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

(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $4,173,670,640 or 18.2% of net assets.

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

(f) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(g) Remaining maturities of bank loan obligations may be less than the stated maturities shown as a result of contractual or optional prepayments by the borrower. Such prepayments cannot be predicted with certainty.

(h) A coupon rate of 0% signifies an unsettled loan. The coupon rate will be determined upon settlement of the loan after period end.

(i) Level 3 security.

(j) Position or a portion of the position represents an unfunded loan commitment. At period end, the total principal amount and market value of unfunded commitments totaled $1,483,386 and $1,478,586, respectively.

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

(l) Interest Only (IO) security represents the right to receive only monthly interest payments on an underlying pool of assets. Principal shown is the outstanding par amount of the pool as of the end of the period.

(m) Non-income producing.

(n) Security or a portion of the security is on loan at period end.

(o) Zero coupon bond which is issued at a discount.

(p) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $154,212,321 or 0.7% of net assets.

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

(r) Security or a portion of the security was pledged to cover margin requirements for centrally cleared swaps. At period end, the value of securities pledged amounted to $14,574,650.

(s) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $20,651,521.

(t) Security or a portion of the security has been segregated as collateral for over the counter (OTC) derivatives. At period end, the value of securities pledged amounts to $3,905,355.

(u) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(v) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(w) Investment made with cash collateral received from securities on loan.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 529056061 | 1864403594 | 1374884044 | 7887110 | (5633) | - | 1018569978 | 1018366305 | 1.8% |
| Fidelity Securities Lending Cash Central Fund | 35487200 | 23766513 | 38282765 | 32628 | 149 | - | 20971097 | 20969000 | 0.1% |
| Total | 564543261 | 1888170107 | 1413166809 | 7919738 | (5484) | - | 1039541075 |  |  |

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

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Bank Loan Obligations, Bank Notes, Convertible Corporate Bonds, Foreign Government and Government Agency Obligations, Non-Convertible Corporate Bonds and Preferred Securities are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Collateralized Mortgage Obligations, Commercial Mortgage Securities and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

The U.S. dollar value of forward foreign currency contracts is determined using currency exchange rates supplied by a pricing service and are categorized as Level 2 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Options traded over-the-counter are valued using service or broker-supplied valuations and are categorized as Level 2 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Credit Risk - Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to the Fund.

Foreign Exchange Risk - Foreign exchange rate risk relates to fluctuations in the value of an asset or liability due to changes in currency exchange rates.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund.

Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. For OTC written options with upfront premiums received, the Fund is obligated to perform and therefore does not have counterparty risk. For OTC written options with premiums to be received at a future date, the maximum risk of loss from counterparty credit risk is the amount of the premium in excess of any collateral pledged by the counterparty. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared swaps may be mitigated by the protection provided by the clearinghouse.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Forward Foreign Currency Contracts: Forward foreign currency contracts represent obligations to purchase or sell foreign currency on a specified future date at a price fixed at the time the contracts are entered into.

The Fund used forward foreign currency contracts to facilitate transactions in foreign-denominated securities and to manage exposure to certain foreign currencies.

Open forward foreign currency contracts at period end are presented in the Schedule of Investments under the caption "Forward Foreign Currency Contracts." The contract amount and unrealized appreciation (depreciation) reflects each contract's exposure to the underlying currency at period end.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

Options: Options give the purchaser the right, but not the obligation, to buy (call) or sell (put) an underlying security or financial instrument at an agreed exercise or strike price between or on certain dates. Options obligate the seller (writer) to buy (put) or sell (call) an underlying instrument at the exercise or strike price or cash settle an underlying derivative instrument if the holder exercises the option on or before the expiration date.

The Fund used OTC options, such as swaptions, which are options where the underlying instrument is a swap, to manage its exposure to fluctuations in interest rates and/or potential credit events.

Open options at period end are presented in the Schedule of Investments under the captions "Purchased Options," "Purchased Swaptions," "Written Options" and "Written Swaptions." Writing puts and buying calls tend to increase exposure to the underlying instrument while buying puts and writing calls tend to decrease exposure to the underlying instrument. For purchased options, risk of loss is limited to the premium paid, and for written options, risk of loss is the change in value in excess of the premium received.

Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.

A centrally cleared swap is a transaction executed between a fund and a dealer counterparty, then cleared by a futures commission merchant (FCM) through a clearinghouse. Once cleared, the clearinghouse serves as a central counterparty, with whom a fund exchanges cash flows for the life of the transaction, similar to transactions in futures contracts.

A bi-lateral OTC swap is a transaction between a fund and a dealer counterparty where cash flows are exchanged between the two parties for the life of the swap.

Credit Default Swaps: Credit default swaps enable the Fund to buy or sell protection against specified credit events on a single-name issuer or a traded credit index. Under the terms of a credit default swap the buyer of protection (buyer) receives credit protection in exchange for making periodic payments to the seller of protection (seller) based on a fixed percentage applied to a notional principal amount. In return for these payments, the seller will be required to make a payment upon the occurrence of one or more specified credit events. The Fund enters into credit default swaps as a seller to gain credit exposure to an issuer and/or as a buyer to obtain a measure of protection against defaults of an issuer. Periodic payments are made over the life of the contract by the buyer provided that no credit event occurs. For credit default swaps on most corporate and sovereign issuers, credit events include bankruptcy, failure to pay or repudiation/moratorium. For credit default swaps on corporate or sovereign issuers, the obligation that may be put to the seller is not limited to the specific reference obligation described in the Schedule of Investments. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. For credit default swaps on asset-backed securities, the reference obligation described represents the security that may be put to the seller. For credit default swaps on a traded credit index, a specified credit event may affect all or individual underlying securities included in the index. Typically, the value of each credit default swap and credit rating disclosed for each reference obligation in the Schedule of Investments, where the Fund is the seller, can be used as measures of the current payment/performance risk of the swap. As the value of the swap changes as a positive or negative percentage of the total notional amount, the payment/performance risk may decrease or increase, respectively. In addition to these measures, FMR monitors a variety of factors including cash flow assumptions, market activity and market sentiment as part of its ongoing process of assessing payment/ performance risk.

Interest Rate Swaps: Interest rate swaps are agreements between counterparties to exchange cash flows, one based on a fixed rate, and the other on a floating rate. The Fund entered into interest rate swaps to manage its exposure to interest rate changes. Changes in interest rates can have an effect on both the value of bond holdings as well as the amount of interest income earned. In general, the value of bonds can fall when interest rates rise and can rise when interest rates fall.

Open swaps at period end are included in the Schedule of Investments under the caption Credit Default Swaps, Interest Rate Swaps and/or Total Return Swaps, as applicable.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Merrimack Street Trust

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Total Bond ETF

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

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

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

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

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $26974694043.28

**Total Liabilities:** $4084976500.75

**Net Assets:** $22889717542.53

**Delayed Delivery Securities:** $2328339393.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 212285.78656700 | **1-Year:** 1315191.72615846 | **5-Year:** 4460721.42044733 | **10-Year:** 4259302.98876912 | **30-Year:** 2922612.26501783

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

- **3-Month:** 121397.41697065 | **1-Year:** 286235.56057882 | **5-Year:** 274581.23850077 | **10-Year:** 42471.07990939 | **30-Year:** 11981.86331143

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000131659 | 1.10%                | 0.63%                | 0.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $24308829.51             | $123468664.52                              |
| Month 2  | $22466476.43             | $24959806.79                               |
| Month 3  | $6656078.12              | $48896299.33                               |

**Designated Index Information**

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

- **Index Identifier:** 19808143

### Schedule of Portfolio Investments

| Name                                                                               | Title                                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OVINTIV INC                                                                        | OVINTIV INC 8.125% 09/15/2030                                                                           | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     652000 | PA      | $747123.81     | 0.00%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                        | OVINTIV INC 7.375% 11/01/2031                                                                           | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     240000 | PA      | $268448.18     | 0.00%             | 2031-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                               | CREDIT SUISSE GRP AG 7.5%/VAR PERP REGS                                                                 | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EP               | CORP              | CH        |     995000 | PA      | $268650.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTRIA GROUP INC                                                                   | ALTRIA GROUP INC 4.25% 08/09/2042                                                                       | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     448000 | PA      | $380509.29     | 0.00%             | 2042-08-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                   | ALTRIA GROUP INC 4.5% 05/02/2043                                                                        | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     289000 | PA      | $250860.78     | 0.00%             | 2043-05-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 7.875% 10/01/2029                                                                             | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     403000 | PA      | $458243.01     | 0.00%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 7.3% 08/15/2031                                                                               | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    5397000 | PA      | $6246176.50    | 0.03%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 7.125% 03/15/2033                                                                             | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   12189000 | PA      | $14243403.17   | 0.06%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                      | ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS                                                    | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     625000 | PA      | $871993.30     | 0.00%             | 2030-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.25% 10/22/2026                                                            | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1329829.60    | 0.01%             | 2026-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                     | BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029                                                         | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     151000 | PA      | $145150.53     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                     | BRAZIL FEDERATIVE REPUBLIC OF 8.25% 01/20/2034                                                          | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1363000 | PA      | $1593347.00    | 0.01%             | 2034-01-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                     | BRAZIL FEDERATIVE REPUBLIC OF 7.125% 01/20/2037                                                         | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1000000 | PA      | $1103000.00    | 0.00%             | 2037-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2006 FL12                                                                     | COMM 2014-CR20 C CSTR 11/10/2047                                                                        | CUSIP: 12592LBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     322568 | PA      | $311287.92     | 0.00%             | 2047-11-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2015-DC1 MTG TR                                                               | COMM 2015-DC1 B MTG TR VAR 02/10/2048                                                                   | CUSIP: 12629NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2150000 | PA      | $2058410.00    | 0.01%             | 2048-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2015-DC1 MTG TR                                                               | COMM 2015-DC1 MTG TR VAR 02/10/2048                                                                     | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $1020510.00    | 0.00%             | 2048-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                     | CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035                                                            | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1457000 | PA      | $1527059.17    | 0.01%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                     | CANADIAN NATL RESOURCES LTD 6.25% 03/15/2038                                                            | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $966618.44     | 0.00%             | 2038-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 6.75% 11/15/2039                                                                     | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     357000 | PA      | $397915.23     | 0.00%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.3% 11/20/2026                                                                           | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5255000 | PA      | $5264153.42    | 0.02%             | 2026-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.45% 09/29/2027                                                                          | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     358000 | PA      | $359755.89     | 0.00%             | 2027-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM CO                                                        | CLEVELAND ELECTRIC ILLUM CO 5.95% 12/15/2036                                                            | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     620000 | PA      | $660165.00     | 0.00%             | 2036-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 7.375% 09/18/2037                                                                  | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     370000 | PA      | $379990.00     | 0.00%             | 2037-09-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 6.125% 01/18/2041                                                                  | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     100000 | PA      | $89100.00      | 0.00%             | 2041-01-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 5% 06/15/2045                                                                      | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2658000 | PA      | $1974894.00    | 0.01%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                       | COMCAST CORP 4.65% 07/15/2042                                                                           | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     407000 | PA      | $360420.78     | 0.00%             | 2042-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 MTG TR                                                              | COMM 2015-LC19 C MTG TR CSTR 02/10/2048                                                                 | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     489621 | PA      | $465479.83     | 0.00%             | 2048-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                             | COSTA RICA REPUBLIC OF 5.625% 04/30/2043 144A                                                           | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     650000 | PA      | $614900.00     | 0.00%             | 2043-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                        | IVORY COAST (COTE D'IVOIRE) 6.375% 03/03/2028 144A                                                      | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1169000 | PA      | $1182086.96    | 0.01%             | 2028-03-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DBUBS 2011 LC3                                                                     | DBUBS 2011-LC3A D CSTR 8/44                                                                             | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1443958 | PA      | $1393001.06    | 0.01%             | 2044-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                 | DOMINICAN REPUBLIC 7.45% 04/30/2044 144A                                                                | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     342000 | PA      | $375259.50     | 0.00%             | 2044-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                 | DOMINICAN REPUBLIC 6.85% 01/27/2045 144A                                                                | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     533000 | PA      | $549523.00     | 0.00%             | 2045-01-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                                | LEBANON REPUBLIC OF 6.375% 12/31/2049 REGS                                                              | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     270000 | PA      | $59265.00      | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                            | EL SALVADOR REPUBLIC OF 7.65% 06/15/2035 144A                                                           | CUSIP: 283875AN2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     380000 | PA      | $390731.20     | 0.00%             | 2035-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JOHN LEWIS PLC                                                                     | JOHN LEWIS PLC 4.25% 12/18/2034 REGS                                                                    | CUSIP: N/A<br>LEI: 213800JSUFNZLZLCVJ25       | Long             | DBT              | CORP              | GB        |     550000 | PA      | $614225.31     | 0.00%             | 2034-12-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                        | OVINTIV INC 6.625% 08/15/2037                                                                           | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1341000 | PA      | $1427359.68    | 0.01%             | 2037-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                        | OVINTIV INC 5.15% 11/15/2041                                                                            | CUSIP: 292505AK0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1386000 | PA      | $1215763.09    | 0.01%             | 2041-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                  | ENTERPRISE PRODS OPER LLC 3.7% 02/15/2026                                                               | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5310000 | PA      | $5303254.71    | 0.02%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.0% 10/01/2041#G06800                                                                        | CUSIP: 3128M83H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10840 | PA      | $10682.78      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 3.5% 10/01/2034#C91793                                                                        | CUSIP: 3128P77E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     563230 | PA      | $553992.24     | 0.00%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 03/01/2032#C91403                                                                        | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34352 | PA      | $33995.71      | 0.00%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 01/01/2041#A96413                                                                          | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      38558 | PA      | $38035.24      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 03/01/2045#Q32008                                                                        | CUSIP: 3132QNGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29866 | PA      | $28282.66      | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 05/01/2045#Q33547                                                                        | CUSIP: 3132QP5H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40979 | PA      | $38742.37      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 06/01/2045#Q33791                                                                        | CUSIP: 3132QQF98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8127 | PA      | $7708.12       | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.0% 06/01/2045#Q34156                                                                        | CUSIP: 3132QQTN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22954 | PA      | $21101.86      | 0.00%             | 2045-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 06/01/2045#Q34164                                                                        | CUSIP: 3132QQTW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49963 | PA      | $47280.62      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.0% 05/01/2041#AI2464                                                                        | CUSIP: 3138AFW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13185 | PA      | $13510.04      | 0.00%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.0% 01/01/2042#AJ5572                                                                        | CUSIP: 3138AXFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41479 | PA      | $40858.92      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.0% 02/01/2042#AJ5602                                                                        | CUSIP: 3138AXGL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29042 | PA      | $28557.28      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 4.5% 3/43 #AL3429                                                                                  | CUSIP: 3138EKY33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11611 | PA      | $11691.77      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.0% 01/01/44#AL5229                                                                          | CUSIP: 3138EMY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20258 | PA      | $20762.29      | 0.00%             | 2044-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 02/01/2045#AL7147                                                                        | CUSIP: 3138EP5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11326 | PA      | $11381.44      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 11/01/2042#AL6997                                                                        | CUSIP: 3138EPX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106640 | PA      | $107387.94     | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 06/01/2041#AL7018                                                                        | CUSIP: 3138EPYQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26220 | PA      | $26404.82      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 08/01/43#AL7261                                                                          | CUSIP: 3138EQB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6383 | PA      | $6094.86       | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 01/01/2043#AQ9328                                                                        | CUSIP: 3138MRLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5314 | PA      | $5064.30       | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.0% 04/01/2043#AT2016                                                                        | CUSIP: 3138WPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92553 | PA      | $85580.87      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.0% 5/43#AT2722                                                                              | CUSIP: 3138WQAY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132272 | PA      | $122354.89     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.0% 08/01/2043#AU3735                                                                        | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98914 | PA      | $91420.47      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.0% 04/01/2044#AV7161                                                                        | CUSIP: 3138XJ5X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17141 | PA      | $16795.17      | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 04/01/2044#AV6611                                                                        | CUSIP: 3138XJKZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22392 | PA      | $22501.43      | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FNR 06-55 GE 5% 6/26                                                                                    | CUSIP: 31395DYT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       1434 | PA      | $1430.11       | 0.00%             | 2026-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 4.50% 8/33 #726949                                                                                 | CUSIP: 31402ETE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16100 | PA      | $16198.11      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                       | Fidelity Cash Central Fund                                                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 1042957149 | NS      | $1043165740.16 | 4.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                       | Fidelity Securities Lending Cash Central Fund                                                           | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   23053484 | NS      | $23055789.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                                                                | FIRST REPUBLIC BANK                                                                                     | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       3000 | NS      | $6.90          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 3.5% 02/20/2043#MA0783                                                                          | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27437 | PA      | $26111.97      | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.50% 5/42 #MA0090                                                                              | CUSIP: 36179MC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22144 | PA      | $22210.98      | 0.00%             | 2042-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 3.0% 12/20/2042#MA0624                                                                          | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      45902 | PA      | $42706.37      | 0.00%             | 2042-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 3.0% 01/20/2043#MA0698                                                                          | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16888 | PA      | $15712.58      | 0.00%             | 2043-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.5% 02/20/2044#MA1679                                                                          | CUSIP: 36179N2L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10446 | PA      | $10470.53      | 0.00%             | 2044-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 3.5% 05/43 #MA1012                                                                              | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12239 | PA      | $11590.59      | 0.00%             | 2043-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.5% 06/20/2043#MA1092                                                                          | CUSIP: 36179NF94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1766 | PA      | $1771.71       | 0.00%             | 2043-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.0% 08/20/2043#MA1225                                                                          | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6909 | PA      | $6739.92       | 0.00%             | 2043-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.5% 06/44#MA1997                                                                               | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2283 | PA      | $2288.55       | 0.00%             | 2044-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.0% 07/20/2044#MA2074                                                                          | CUSIP: 36179QJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4723 | PA      | $4599.28       | 0.00%             | 2044-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.5% 10/20/44#MA2305                                                                            | CUSIP: 36179QR29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2170 | PA      | $2173.47       | 0.00%             | 2044-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.5% 01/20/2045#MA2523                                                                          | CUSIP: 36179QYU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2769 | PA      | $2773.98       | 0.00%             | 2045-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.0% 06/20/2045#MA2893                                                                          | CUSIP: 36179RGA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     121108 | PA      | $117752.84     | 0.00%             | 2045-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.0% 08/20/2045#MA3035                                                                          | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72094 | PA      | $70054.69      | 0.00%             | 2045-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.0% 09/45#MA3106                                                                               | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1834 | PA      | $1781.60       | 0.00%             | 2045-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.0% 10/45#MA3174                                                                               | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      65579 | PA      | $63707.38      | 0.00%             | 2045-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4% 12/20/2045#MA3311                                                                            | CUSIP: 36179RVC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2265 | PA      | $2200.84       | 0.00%             | 2045-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 03/15/2045#AH7281                                                                        | CUSIP: 36182QCS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2402 | PA      | $2192.69       | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 01/15/2045#AK3531                                                                        | CUSIP: 36183L4Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4380 | PA      | $4009.43       | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 03/15/2045#AK7286                                                                        | CUSIP: 36183RCX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1367 | PA      | $1249.72       | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 01/15/2045#AL1889                                                                        | CUSIP: 36183XC24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1962 | PA      | $1800.61       | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 01/15/2045#AL1871                                                                        | CUSIP: 36183XCG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1058 | PA      | $967.45        | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 01/15/2045#AL1884                                                                        | CUSIP: 36183XCV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2162 | PA      | $1980.62       | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 03/15/2045#AL2277                                                                        | CUSIP: 36183XQ60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        978 | PA      | $898.81        | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 03/15/2045#AL2282                                                                        | CUSIP: 36183XRB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4237 | PA      | $3871.95       | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 03/15/2045#AL2295                                                                        | CUSIP: 36183XRQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1305 | PA      | $1215.62       | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 03/15/2045#AL2303                                                                        | CUSIP: 36183XRY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1735 | PA      | $1585.94       | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 02/15/2045#AL3843                                                                        | CUSIP: 36184AHU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3225 | PA      | $2954.44       | 0.00%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 03/15/2045#AL5244                                                                        | CUSIP: 36184BZH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2381 | PA      | $2192.42       | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 03/15/2045#AL9282                                                                        | CUSIP: 36184HJ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9864 | PA      | $9023.54       | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 03/15/2045#AL9314                                                                        | CUSIP: 36184HK37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2716 | PA      | $2488.44       | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 03/15/2045#AL9337                                                                        | CUSIP: 36184HLS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5069 | PA      | $4651.03       | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 03/15/2045#AL9557                                                                        | CUSIP: 36184HTN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3389 | PA      | $3102.71       | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 8% 11/01/2031                                                                             | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   13088000 | PA      | $14893908.02   | 0.07%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 01/15/2045#AI6880                                                                        | CUSIP: 36198TUD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5438 | PA      | $4972.82       | 0.00%             | 2045-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.50% 4/35 #003700                                                                              | CUSIP: 36202EDD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15550 | PA      | $15608.38      | 0.00%             | 2035-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.50% 2/42 #005306                                                                              | CUSIP: 36202F3P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1415 | PA      | $1419.05       | 0.00%             | 2042-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.50% 9/39 #004540                                                                              | CUSIP: 36202FBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6211 | PA      | $6231.37       | 0.00%             | 2039-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.50% 11/39 #004577                                                                             | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3478 | PA      | $3489.04       | 0.00%             | 2039-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.00% 10/40 #004833                                                                             | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37009 | PA      | $36252.67      | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.00% 1/41 #004922                                                                              | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     112219 | PA      | $109906.37     | 0.00%             | 2041-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.50% 5/41 #005055                                                                              | CUSIP: 36202FTL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31839 | PA      | $31936.25      | 0.00%             | 2041-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.50% 6/41 #005082                                                                              | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13439 | PA      | $13479.14      | 0.00%             | 2041-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.50% 11/41 #005234                                                                             | CUSIP: 36202FY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1149 | PA      | $1152.56       | 0.00%             | 2041-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 3.5% 12/20/2041#005258                                                                          | CUSIP: 36202FZX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      80817 | PA      | $77149.26      | 0.00%             | 2041-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 4.00% 8/41 #430354                                                                                 | CUSIP: 36207FBX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     162527 | PA      | $158482.51     | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 4.0% 12/15/2040#734089                                                                        | CUSIP: 3620AMRJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26900 | PA      | $26248.17      | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3.0% 05/15/2045#670008                                                                        | CUSIP: 36295GKV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4002 | PA      | $3662.47       | 0.00%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS                                    | EMIRATE OF DUBAI GOVT INTL BONDS 5.25% 01/30/2043 REGS                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |     200000 | PA      | $203500.00     | 0.00%             | 2043-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037                                                          | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6506000 | PA      | $7328130.56    | 0.03%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                                                                 | COSAN OVERSEAS LTD 8.25% PERP REGS                                                                      | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | EP               | CORP              | KY        |     970000 | PA      | $972425.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                  | GUATEMALA REP OF 4.875% 02/13/2028 144A                                                                 | CUSIP: 401494AF6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     172000 | PA      | $171678.36     | 0.00%             | 2028-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                     | HALLIBURTON CO 4.85% 11/15/2035                                                                         | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54714.53      | 0.00%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                   | HARTFORD INSURANCE GROUP INC/THE 4.3% 04/15/2043                                                        | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     604000 | PA      | $528515.17     | 0.00%             | 2043-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 5.6% 02/15/2041                                                                               | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20942.57      | 0.00%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC                                       | STATE OIL CO OF THE AZER 6.95% 03/18/2030 REGS                                                          | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | CORP              | AZ        |     450000 | PA      | $484173.00     | 0.00%             | 2030-03-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                              | INDONESIA REPUBLIC OF 8.5% 10/12/2035 144A                                                              | CUSIP: 455780AT3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1945000 | PA      | $2489600.00    | 0.01%             | 2035-10-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                              | INDONESIA REPUBLIC OF 7.75% 01/17/2038 144A                                                             | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1395000 | PA      | $1738518.75    | 0.01%             | 2038-01-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                              | INDONESIA REPUBLIC OF 5.25% 01/17/2042 144A                                                             | CUSIP: 455780BJ4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     614000 | PA      | $619756.25     | 0.00%             | 2042-01-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                              | INDONESIA REPUBLIC OF 6.75% 01/15/2044 144A                                                             | CUSIP: 455780BR6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     400000 | PA      | $464800.00     | 0.00%             | 2044-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                              | INDONESIA REPUBLIC OF 5.125% 01/15/2045 144A                                                            | CUSIP: 455780BU9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1937000 | PA      | $1923072.97    | 0.01%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                              | INDONESIA REPUBLIC OF 5.95% 01/08/2046 144A                                                             | CUSIP: 455780BW5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     458000 | PA      | $491348.13     | 0.00%             | 2046-01-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2014-C18                                                    | JPMBB COML MTG SECS TR 2014-C18 VAR 02/15/2047                                                          | CUSIP: 46641JBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     628000 | PA      | $603633.60     | 0.00%             | 2047-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JAMAICA GOVT OF                                                                    | JAMAICA GOVT OF 7.875% 07/28/2045                                                                       | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     373000 | PA      | $447665.28     | 0.00%             | 2045-07-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                   | KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040                                                          | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      13000 | PA      | $14242.47      | 0.00%             | 2040-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                   | KINDER MORGAN ENERGY PTNRS LP 5.5% 03/01/2044                                                           | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     287000 | PA      | $279684.59     | 0.00%             | 2044-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                              | KINDER MORGAN INC DEL 5.55% 06/01/2045                                                                  | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     193000 | PA      | $188555.78     | 0.00%             | 2045-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                              | KINDER MORGAN INC DEL 5.05% 02/15/2046                                                                  | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      34000 | PA      | $31059.80      | 0.00%             | 2046-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                      | METHANEX CORP 5.65% 12/01/2044                                                                          | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    1957000 | PA      | $1716535.78    | 0.01%             | 2044-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.35% 09/08/2026                                                                         | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1377000 | PA      | $1380383.91    | 0.01%             | 2026-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2015-MS1                                                   | MSC 2015-MS1 C VAR/CSTR 5/48                                                                            | CUSIP: 61765DAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     716000 | PA      | $650486.00     | 0.00%             | 2048-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                             | OCP SA 6.875% 04/25/2044 144A                                                                           | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     593000 | PA      | $616636.98     | 0.00%             | 2044-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                     | OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027                                                          | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    1699000 | PA      | $1704782.80    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                   | PACIFIC LIFECORP 5.125% 01/30/2043 144A                                                                 | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |     554000 | PA      | $529958.01     | 0.00%             | 2043-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.625% 06/15/2035                                                                   | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3475000 | PA      | $3278662.50    | 0.01%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                             | FX Forward: USD/JPY settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |          1 | NC      | $29457.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                 | FX Forward: USD/JPY settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $16925.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                 | FX Forward: USD/CAD settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20205.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                 | FX Forward: USD/AUD settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6648.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | FX Forward: USD/EUR settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-975240.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                 | FX Forward: USD/GBP settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-389817.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.5% 06/02/2041                                                                     | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     237000 | PA      | $205329.69     | 0.00%             | 2041-06-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                          | PETROLEOS DE VENEZUELA SA 9.75% 05/17/2035 144A                                                         | CUSIP: 716558AE1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     970000 | PA      | $260930.00     | 0.00%             | 2035-05-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                          | PETROLEOS DE VENEZUELA SA 6% 11/15/2026 144A                                                            | CUSIP: 716558AF8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    1000000 | PA      | $243000.00     | 0.00%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                          | PETROLEOS DE VENEZUELA SA 6% 12/31/2049 144A                                                            | CUSIP: 716558AG6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    1000000 | PA      | $243000.00     | 0.00%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                          | PETROLEOS DE VENEZUELA SA 5.375% 04/12/2027 REGS                                                        | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |    1100000 | PA      | $265870.00     | 0.00%             | 2027-04-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | FX Forward: EUR/USD settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-1437.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                 | FX Forward: USD/GBP settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9498.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                              | FX Forward: EUR/USD settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |          1 | NC      | $865.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | FX Forward: USD/EUR settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |          1 | NC      | $-3096.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                 | FX Forward: USD/JPY settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1819.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                 | FX Forward: USD/AUD settle 2025-12-11                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9173.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QATAR ST                                                                           | QATAR ST 9.75% 06/15/2030 144A                                                                          | CUSIP: 74727PAE1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     511000 | PA      | $634600.68     | 0.00%             | 2030-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                     | URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050                                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1171000 | PA      | $1120647.00    | 0.00%             | 2050-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                              | REYNOLDS AMERICAN INC 5.7% 08/15/2035                                                                   | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     551000 | PA      | $579984.29     | 0.00%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                              | REYNOLDS AMERICAN INC 5.85% 08/15/2045                                                                  | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      90000 | PA      | $89725.48      | 0.00%             | 2045-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                       | ROCKIES EXPRESS PIPELINE LLC 6.875% 04/15/2040 144A                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     391000 | PA      | $406482.43     | 0.00%             | 2040-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                       | NAVIENT CORP 5.625% 08/01/2033                                                                          | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     847000 | PA      | $763318.18     | 0.00%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                                                             | SEMPRA 6% 10/15/2039                                                                                    | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     106000 | PA      | $111834.79     | 0.00%             | 2039-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS and ANNUITY ASSN AMER                                                 | TEACHERS INS and ANNUITY ASSN AMER 4.9% 09/15/2044 144A                                                 | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    1852000 | PA      | $1708229.26    | 0.01%             | 2044-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                              | TIME WARNER CABLE LLC 6.55% 05/01/2037                                                                  | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1022000 | PA      | $1044761.12    | 0.00%             | 2037-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                              | TIME WARNER CABLE LLC 7.3% 07/01/2038                                                                   | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     430000 | PA      | $457754.57     | 0.00%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                              | TIME WARNER CABLE LLC 6.75% 06/15/2039                                                                  | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1807418.30    | 0.01%             | 2039-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                              | TIME WARNER CABLE LLC 5.875% 11/15/2040                                                                 | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2506000 | PA      | $2327970.83    | 0.01%             | 2040-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                              | TIME WARNER CABLE LLC 5.5% 09/01/2041                                                                   | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     316000 | PA      | $280077.94     | 0.00%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                              | TIME WARNER CABLE LLC 4.5% 09/15/2042                                                                   | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     929000 | PA      | $724675.14     | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 6% 01/14/2041                                                                        | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1177000 | PA      | $1059005.75    | 0.00%             | 2041-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 4.875% 04/16/2043                                                                    | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1735000 | PA      | $1335516.25    | 0.01%             | 2043-04-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 6.625% 02/17/2045                                                                    | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     452000 | PA      | $420567.92     | 0.00%             | 2045-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 4.25% 04/14/2026                                                                     | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1219000 | PA      | $1219000.00    | 0.01%             | 2026-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                 | UKRAINE GOVERNMENT VAR 08/01/2041 144A                                                                  | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     100000 | PA      | $93000.00      | 0.00%             | 2041-08-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040                                                           | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1101000 | PA      | $1102651.50    | 0.00%             | 2040-01-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 5.75% 10/12/2110                                                           | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     465000 | PA      | $398970.00     | 0.00%             | 2110-10-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 6.25% 05/15/2030                                                            | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12400000 | PA      | $13753828.16   | 0.06%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                        | VENTAS RLTY LTD PARTNERSHIP 4.125% 01/15/2026                                                           | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      14000 | PA      | $13991.15      | 0.00%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                             | VENEZUELA REPUBLIC OF 9.25% 09/15/2027                                                                  | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    5020000 | PA      | $1613118.27    | 0.01%             | 2027-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                             | VENEZUELA REPUBLIC OF 11.95% 08/05/2031 REGS                                                            | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    1000000 | PA      | $309000.00     | 0.00%             | 2031-08-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 01/01/2046#G08687                                                                        | CUSIP: 3128MJXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28712 | PA      | $27113.96      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.0% 04/01/2043#G07345                                                                        | CUSIP: 3128M9P63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     107567 | PA      | $105800.93     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                | INTESA SANPAOLO SPA 5.71% 01/15/2026 144A                                                               | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    4470000 | PA      | $4475362.61    | 0.02%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.0% 01/46#MA3377                                                                               | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2167 | PA      | $2104.91       | 0.00%             | 2046-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 03/01/2046#G60440                                                                        | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65853 | PA      | $62382.90      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 4.875% 10/09/2026                                                                    | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2150000 | PA      | $2158600.00    | 0.01%             | 2026-10-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 12/01/2045#AS6328                                                                        | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30808 | PA      | $29060.02      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 02/01/2046#BC0210                                                                          | CUSIP: 3140EUGU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26071 | PA      | $25433.11      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CJSC                                                         | SOUTHERN GAS CORRIDOR CJSC 6.875% 03/24/2026 144A                                                       | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    1455000 | PA      | $1465272.30    | 0.01%             | 2026-03-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2015-MS1                                                   | MSCI TR 2015-MS1 B CSTR 05/15/2048                                                                      | CUSIP: 61765DAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     831929 | PA      | $800732.06     | 0.00%             | 2048-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 4.4% 04/15/2046                                                               | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     950000 | PA      | $755320.78     | 0.00%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 4.5% 05/20/2041#783578                                                                          | CUSIP: 36241L6P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2185 | PA      | $2192.01       | 0.00%             | 2041-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 01/42#G60517                                                                             | CUSIP: 31335ASE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      95717 | PA      | $96509.44      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 05/01/2046#G60553                                                                        | CUSIP: 31335ATJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33563 | PA      | $31810.73      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4% 05/46#MA3664                                                                                 | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     113493 | PA      | $110377.67     | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DBJPM 16-C1                                                                        | DBJPM 16-C1 ASB 3.038% 05/10/2049                                                                       | CUSIP: 23312LAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     231004 | PA      | $230715.55     | 0.00%             | 2049-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 05/01/2046#BC0887                                                                          | CUSIP: 3140EU6Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     446716 | PA      | $409976.99     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 3.5% 07/01/2032#C91467                                                                        | CUSIP: 3128P7TY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      37897 | PA      | $37484.63      | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                           | QATAR ST 4.625% 06/02/2046 144A                                                                         | CUSIP: 74727PAV3<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    1935000 | PA      | $1824772.73    | 0.01%             | 2046-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENTUM NETHERLANDS BV                                                            | ARGENTUM NETHERLANDS BV 5.625%/VAR 08/15/2052 REGS                                                      | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |    2430000 | PA      | $2451608.36    | 0.01%             | 2052-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                   | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026                                                      | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     413000 | PA      | $412715.17     | 0.00%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1                                        | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 A4 3.209% 05/10/2049                                        | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $696114.23     | 0.00%             | 2049-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 04/01/2039#AB0050                                                                        | CUSIP: 31416VBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16119 | PA      | $16226.71      | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 09/01/2035#AB8197                                                                        | CUSIP: 31417FDB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9363 | PA      | $9429.61       | 0.00%             | 2035-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 3.5% 02/34#G30703                                                                             | CUSIP: 3132J4AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     126002 | PA      | $124452.62     | 0.00%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10                                     | BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10 B 3.79% 06/15/2049                                       | CUSIP: 06054MAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270000 | PA      | $266316.69     | 0.00%             | 2049-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK AMER MERRILL LYNCH COML MTG TR 2016-UBS10                                     | BACM 2016-UBS10 CSTR 06/49                                                                              | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1159629.72    | 0.01%             | 2049-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                           | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                                                  | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    4389000 | PA      | $4360922.95    | 0.02%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                                                | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      46000 | PA      | $46049.72      | 0.00%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 07/46#AS7533                                                                               | CUSIP: 3138WHLP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97438 | PA      | $89211.22      | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 04/01/2046#Q40165                                                                          | CUSIP: 3132WDFF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11885 | PA      | $10894.31      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 5/46#Q40310                                                                                | CUSIP: 3132WDKY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14205 | PA      | $13020.91      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 6/46#V82414                                                                                | CUSIP: 3132L7VF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      87909 | PA      | $80580.22      | 0.00%             | 2046-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 05/01/2046#V82275                                                                          | CUSIP: 3132L7Q44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      88831 | PA      | $81424.99      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                      | HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026                                                           | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     155000 | PA      | $154036.48     | 0.00%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                               | TEVA PHARMACEUTICAL FIN NETH III B V 3.15% 10/01/2026                                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1173000 | PA      | $1157463.62    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                     | BRAZIL FEDERATIVE REPUBLIC OF 5.625% 02/21/2047                                                         | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1160000 | PA      | $992380.00     | 0.00%             | 2047-02-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                               | TANGER PROPERTIES LP 3.125% 09/01/2026                                                                  | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    1289000 | PA      | $1277791.19    | 0.01%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 2.25% 08/15/2046                                                            | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      90000 | PA      | $60750.00      | 0.00%             | 2046-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2016-P4                                                      | CITIGROUP COML MTG TR 2016-P4 B 3.377% 07/10/2049                                                       | CUSIP: 29429EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $948352.20     | 0.00%             | 2049-07-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1                                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 2.967% 08/15/2049                                       | CUSIP: 95000GBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     775000 | PA      | $671544.24     | 0.00%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I                                                           | MORGAN STANLEY CAPITAL I 2.782% 08/15/2049                                                              | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2090000 | PA      | $2065895.82    | 0.01%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 07/01/2041#Q02144                                                                          | CUSIP: 3132GFLZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40767 | PA      | $40094.94      | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 02/01/2041#A96822                                                                          | CUSIP: 312945SK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71870 | PA      | $70816.20      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 09/01/2040#G06023                                                                          | CUSIP: 3128M8AY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6746 | PA      | $6655.12       | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                   | CSC HOLDINGS LLC 5.5% 04/15/2027 144A                                                                   | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     590000 | PA      | $509097.88     | 0.00%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                   | ALTRIA GROUP INC 3.875% 09/16/2046                                                                      | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     703000 | PA      | $536884.59     | 0.00%             | 2046-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 09/01/2045#AS5776                                                                          | CUSIP: 3138WFM29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11484 | PA      | $11211.73      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                          | HESS CORP 5.8% 04/01/2047                                                                               | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     608000 | PA      | $634289.03     | 0.00%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                           | SOUTH AFRICA REPUBLIC OF 5% 10/12/2046                                                                  | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     641000 | PA      | $503261.92     | 0.00%             | 2046-10-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                      | DISH DBS CORP 7.75% 07/01/2026                                                                          | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2741228.56    | 0.01%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 09/01/2046#AL9058                                                                        | CUSIP: 3138ERB41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     176580 | PA      | $166726.25     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC24                                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC24 ASB 2.825% 10/15/2049                                   | CUSIP: 95000HBG6<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |       8071 | PA      | $8055.82       | 0.00%             | 2049-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                              | BERMUDA GOVERNMENT OF 3.717% 01/25/2027 144A                                                            | CUSIP: 085209AD6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     737000 | PA      | $731933.13     | 0.00%             | 2027-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.5% 03/20/2046#MA3523                                                                          | CUSIP: 36179R4G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7487 | PA      | $7500.04       | 0.00%             | 2046-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                            | SAUDI ARABIA KINGDOM OF 4.5% 10/26/2046 144A                                                            | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1465000 | PA      | $1276483.80    | 0.01%             | 2046-10-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVESTMENTS LTD                                                      | MTN MAURITIUS INVSTMENTS 6.5% 10/13/2026 144A                                                           | CUSIP: 55377XAB2<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |     492000 | PA      | $497229.96     | 0.00%             | 2026-10-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-NXS6                                                  | WELLS FARGO COML MTG TR 2016-NXS6 4.4523% 11/15/2049                                                    | CUSIP: 95000KBH7<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    1279000 | PA      | $1233490.37    | 0.01%             | 2049-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                                     | JPMDB COML MTG SECS TR 2016-C4 ASB 2.9941% 12/15/2049                                                   | CUSIP: 46646RAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     320493 | PA      | $318605.51     | 0.00%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA                                       | BLACKBIRD AIRCRAF 2016-1A A STEP 12/16/2041 144A                                                        | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      60054 | PA      | $60072.57      | 0.00%             | 2041-12-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 08/01/2046#AL8990                                                                        | CUSIP: 3138ET7C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     124218 | PA      | $117286.33     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 08/01/2046#AL8970                                                                        | CUSIP: 3138ET6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63493 | PA      | $59949.44      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 05/01/2046#G60603                                                                        | CUSIP: 31335AU48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      76976 | PA      | $72812.80      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 11/01/2031#MA2803                                                                        | CUSIP: 31418CDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126872 | PA      | $122822.11     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 4.55% 04/17/2026                                                                           | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $250454.85     | 0.00%             | 2026-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON USA TR 2016-HHV                                                             | HILT 2016-HHV F CSTR 11/38 144A                                                                         | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2932940.10    | 0.01%             | 2038-11-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045       | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13759000 | PA      | $13182885.63   | 0.06%             | 2045-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 04/01/2044#AS2117                                                                          | CUSIP: 3138WBK79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6964 | PA      | $6811.64       | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-LC25                                                  | WELLS FARGO COML MTG TR 2016-LC25 A3 3.374% 12/15/2059                                                  | CUSIP: 95000JAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1982036 | PA      | $1965915.92    | 0.01%             | 2059-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-LC25                                                  | WELLS FARGO COML MTG TR 2016-LC25 3.486% 12/15/2059                                                     | CUSIP: 95000JAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     243826 | PA      | $243322.95     | 0.00%             | 2059-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 3% 11/46#MA4126                                                                                 | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13479944 | PA      | $12340380.45   | 0.05%             | 2046-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 12/01/2031#AS8511                                                                        | CUSIP: 3138WJN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     352319 | PA      | $340815.47     | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 4.5% 03/09/2048                                                                            | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8431.37       | 0.00%             | 2048-03-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 10/01/2031#AS8226                                                                        | CUSIP: 3138WJD88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     193051 | PA      | $186891.56     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                                     | JPMDB COML MTG SECS TR 2016-C4 2.8822% 12/15/2049                                                       | CUSIP: 46646RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     719287 | PA      | $712520.96     | 0.00%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HILTON USA TR 2016-HHV                                                             | HILTON USA TR 2016-HHV B CSTR 11/05/2038 144A                                                           | CUSIP: 43300LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $3083995.63    | 0.01%             | 2038-11-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 05/45#AZ1207                                                                               | CUSIP: 3138YSKV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5915 | PA      | $5768.61       | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 02/46#BC1578                                                                               | CUSIP: 3140EVXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23561 | PA      | $22961.93      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                | EMERA US FINANCE LP 3.55% 06/15/2026                                                                    | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      57000 | PA      | $56747.54      | 0.00%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 6% 03/25/2027                                                                        | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     194000 | PA      | $197783.00     | 0.00%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                 | DOMINICAN REPUBLIC 5.95% 01/25/2027 144A                                                                | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3200000 | PA      | $3231037.44    | 0.01%             | 2027-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-C37                                                   | WELLS FARGO COML MTG TR 2016-C37 3.525% 12/15/2049                                                      | CUSIP: 95000PAD6<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    2479752 | PA      | $2459785.79    | 0.01%             | 2049-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2014-C26                                                    | JPMBB 2014-C26 D CSTR 01/15/2048 144A                                                                   | CUSIP: 46643TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1180000 | PA      | $1032476.40    | 0.00%             | 2048-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 3% 11/46#MA4195                                                                                 | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24942 | PA      | $22833.47      | 0.00%             | 2047-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.75% 09/21/2047                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   14163000 | PA      | $11529106.89   | 0.05%             | 2047-09-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                          | EGYPT (ARAB) REPUBLIC OF 7.5% 01/31/2027 144A                                                           | CUSIP: 038461AL3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1124000 | PA      | $1151751.56    | 0.01%             | 2027-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                          | EGYPT (ARAB) REPUBLIC OF 8.5% 01/31/2047 144A                                                           | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     686000 | PA      | $640552.50     | 0.00%             | 2047-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                           | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                               | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54808.03      | 0.00%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 3% 02/15/2047                                                               | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8200000 | PA      | $6329695.29    | 0.03%             | 2047-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 4.1% 02/09/2027                                                                    | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     197000 | PA      | $196850.86     | 0.00%             | 2027-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                                | NIGERIA REPUBLIC 7.875% 02/16/2032 144A                                                                 | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     850000 | PA      | $870187.50     | 0.00%             | 2032-02-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 01/01/2032#AS8602                                                                        | CUSIP: 3138WJRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     197845 | PA      | $191458.11     | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 3% 02/47#MA4261                                                                                 | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     239329 | PA      | $219096.91     | 0.00%             | 2047-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.5% 05/46#MA3665                                                                               | CUSIP: 36179SCA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3876 | PA      | $3881.98       | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 10/01/2046#BC4760                                                                        | CUSIP: 3140F0JE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24295 | PA      | $22924.40      | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                     | OMAN SULTANATE 6.5% 03/08/2047 144A                                                                     | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     900000 | PA      | $979087.50     | 0.00%             | 2047-03-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 01/01/2047#BE5602                                                                        | CUSIP: 3140FRGL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     141443 | PA      | $133461.08     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 10/01/2046#BD7599                                                                          | CUSIP: 3140FFNR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7941 | PA      | $7719.35       | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 09/01/2046#AS7844                                                                          | CUSIP: 3138WHWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     121772 | PA      | $111490.55     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 8/46#BC1509                                                                                | CUSIP: 3140EVVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162903 | PA      | $149148.90     | 0.00%             | 2046-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                     | OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028                                                         | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     283000 | PA      | $285432.61     | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4% 03/20/2047#MA4322                                                                            | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     127252 | PA      | $123559.60     | 0.00%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4% 04/20/2047#MA4383                                                                            | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     227853 | PA      | $220957.23     | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 12/01/2046#BD8504                                                                        | CUSIP: 3140FGNW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90958 | PA      | $85824.75      | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 09/46#Q43257                                                                             | CUSIP: 3132WGTP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42084 | PA      | $39781.27      | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                         | KAZMUNAYGAS NATIONAL CO JSC 5.75% 04/19/2047 144A                                                       | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     121000 | PA      | $114888.29     | 0.00%             | 2047-04-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 4% 05/01/2037#C91938                                                                          | CUSIP: 3128P8EK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     129517 | PA      | $128833.33     | 0.00%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                          | CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026                                                             | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $4094530.29    | 0.02%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR                                             | CD 2017-CD4 ASB 3.317% 05/10/2050                                                                       | CUSIP: 12515DAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     554140 | PA      | $551431.57     | 0.00%             | 2050-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 3% 05/15/2047                                                               | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $7700000.00    | 0.03%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 5.75% 05/11/2047                                                                     | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1598000 | PA      | $1314003.44    | 0.01%             | 2047-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                                | SENEGAL REPUBLIC OF 6.25% 05/23/2033 144A                                                               | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     659000 | PA      | $401990.00     | 0.00%             | 2033-05-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                     | CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027                                                            | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2800000 | PA      | $2788188.65    | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                             | MORGAN STANLEY CAPITAL I TRUST 2017-H1 AS 3.773% 06/15/2050                                             | CUSIP: 61691JAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1180497.84    | 0.01%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                             | MORGAN STANLEY CAPITAL I TRUST 2017-H1 B 4.075% 06/15/2050                                              | CUSIP: 61691JAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $243416.38     | 0.00%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR                                             | COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR A4 3.514% 05/10/2050                                             | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1904000 | PA      | $1883589.50    | 0.01%             | 2050-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR                                             | COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR 3.947% 05/10/2050                                                | CUSIP: 12515DAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     121000 | PA      | $115283.15     | 0.00%             | 2050-05-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 3.691%/VAR 06/05/2028                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   80410000 | PA      | $79864266.18   | 0.35%             | 2028-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                        | IVORY COAST (COTE D'IVOIRE) 6.125% 06/15/2033 144A                                                      | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     500000 | PA      | $482875.00     | 0.00%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 06/47#Q48876                                                                             | CUSIP: 3132WN2J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16948 | PA      | $17003.93      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS6                                                            | GS MTG SECS TR 2017-GS6 3.164% 05/10/2050                                                               | CUSIP: 36253PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     184774 | PA      | $181887.97     | 0.00%             | 2050-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 MTG TR                                                               | DBJPM 2017-C6 ASB 3.121% 06/50                                                                          | CUSIP: 23312JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1083855 | PA      | $1075953.81    | 0.00%             | 2050-06-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.5% 09/20/2046#MA3939                                                                          | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2427 | PA      | $2433.58       | 0.00%             | 2046-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8                                            | CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 A3 3.3048% 06/15/2050                                           | CUSIP: 12532CAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4491895 | PA      | $4436140.32    | 0.02%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                             | MORGAN STANLEY CAPITAL I TRUST 2017-H1 A4 3.259% 06/15/2050                                             | CUSIP: 61691JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1482922.50    | 0.01%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                             | MORGAN STANLEY CAPITAL I TRUST 2017-H1 4.281% 06/15/2050                                                | CUSIP: 61691JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1017356 | PA      | $959322.05     | 0.00%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2017-C1                                                            | UBS COML MTG TR 2017-C1 3.196% 06/15/2050                                                               | CUSIP: 90276EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1327828 | PA      | $1312761.66    | 0.01%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                                 | BANCO MERCANTIL DEL NORTE CAYMAN ISLAND BRH 7.625%/VAR PERP 144A                                        | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |    1105000 | PA      | $1127276.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2017-BNKS                                                                     | BANK 2017-BNKS 3.179% 06/15/2060                                                                        | CUSIP: 06541WAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     789155 | PA      | $783800.88     | 0.00%             | 2060-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNKS                                                                     | BANK 2017-BNKS 3.39% 06/15/2060                                                                         | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1680757.70    | 0.01%             | 2060-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                     | BANK 2017-BNK6 ASB 3.289% 07/60                                                                         | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     158875 | PA      | $158183.57     | 0.00%             | 2060-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 3.5% 04/43#AB9891                                                                               | CUSIP: 36178W7C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3994 | PA      | $3794.02       | 0.00%             | 2043-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 3.5% 04/20/2043#AD9075                                                                          | CUSIP: 36180NCL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9374 | PA      | $8899.45       | 0.00%             | 2043-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 3.5% 03/20/2043#AD8884                                                                          | CUSIP: 36180M2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8771 | PA      | $8337.84       | 0.00%             | 2043-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                            | CORPORACION NACIONAL DEL COBRE DE CHILE 4.5% 08/01/2047 144A                                            | CUSIP: 21987BAX6<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     110000 | PA      | $90091.65      | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 COML MTG TR                                                          | CSAIL 2017-C8 C COML MTG TR 4.264798% 06/15/2050                                                        | CUSIP: 12595BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     801000 | PA      | $714893.22     | 0.00%             | 2050-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017-C38                                                   | WELLS FARGO COML MTG TR 2017-C38 3.261% 07/15/2050                                                      | CUSIP: 95001MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     333997 | PA      | $332483.94     | 0.00%             | 2050-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 2.75% 08/15/2047                                                            | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $2932187.52    | 0.01%             | 2047-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A                                                               | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $991649.20     | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 09/01/2047#MA3121                                                                          | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     166475 | PA      | $161257.05     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 3.5% 03/20/2043#AA6141                                                                          | CUSIP: 36178DZE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6942 | PA      | $6603.48       | 0.00%             | 2043-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 3.5% 02/20/2043#AD1755                                                                          | CUSIP: 36180C5Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16178 | PA      | $15389.34      | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 2017-1A A23 4.118% 07/25/2047 144A                                         | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32058700 | PA      | $31843102.04   | 0.14%             | 2047-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3% 08/01/2032#MA3090                                                                          | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     332501 | PA      | $324826.51     | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                             | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                              | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4877000 | PA      | $4713370.26    | 0.02%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTNERS LLC                                                    | TRAVERSE MIDSTREAM TERM B 1LN 02/16/2028                                                                | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    1500000 | PA      | $1502820.00    | 0.01%             | 2028-02-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                       | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A                       | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1713000 | PA      | $1712025.65    | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                          | MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A                                                        | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     324000 | PA      | $322380.00     | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                  | DNKN 2017-1A A2II 4.03% 11/20/2047 144A                                                                 | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |   15789510 | PA      | $15616360.65   | 0.07%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3% 09/32#MA3125                                                                               | CUSIP: 31418CPK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7573 | PA      | $7396.99       | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                           | SOUTH AFRICA REPUBLIC OF 4.85% 09/27/2027                                                               | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     664000 | PA      | $672724.96     | 0.00%             | 2027-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                           | SOUTH AFRICA REPUBLIC OF 5.65% 09/27/2047                                                               | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     460000 | PA      | $389502.70     | 0.00%             | 2047-09-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 07/15/2045#AK8998                                                                          | CUSIP: 36183S7K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3297 | PA      | $3004.92       | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                            | SAUDI ARABIA KINGDOM OF 4.625% 10/04/2047 144A                                                          | CUSIP: 80413TAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     990000 | PA      | $872368.20     | 0.00%             | 2047-10-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                  | JORDAN KINGDOM OF 7.375% 10/10/2047 144A                                                                | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     210000 | PA      | $209632.50     | 0.00%             | 2047-10-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                                                       | PLAINS ALL AMERN PIPELINE LP TSFR3M+437.161 PERP                                                        | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |    4426000 | PA      | $4423494.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 02/01/2047#AL9846                                                                        | CUSIP: 3138ER5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     323811 | PA      | $325347.17     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                      | CORECIVIC INC 4.75% 10/15/2027                                                                          | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    1724000 | PA      | $1715709.28    | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2                                                                     | COMM 2017-COR2 VAR 09/10/2050                                                                           | CUSIP: 12595EAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     278000 | PA      | $266757.01     | 0.00%             | 2050-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2017-4716 PA 3% 07/15/2044                                               | CUSIP: 3137FAYD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     499666 | PA      | $494826.39     | 0.00%             | 2044-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSC                                                                 | BAPCO ENERGIES BSC 7.5% 10/25/2027 144A                                                                 | CUSIP: 67778M2A7<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    1124000 | PA      | $1166318.60    | 0.01%             | 2027-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C4                                              | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 3.366% 10/15/2050                                                 | CUSIP: 90276RBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1189466 | PA      | $1181835.53    | 0.01%             | 2050-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 12/01/2046#G60989                                                                          | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     291583 | PA      | $267182.49     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 11/01/2040#A95150                                                                          | CUSIP: 312943WK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41229 | PA      | $40651.35      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 30YR 3.5% 07/47#BM3041                                                                        | CUSIP: 3140J7LX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     305927 | PA      | $289045.33     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 11/01/2045#AZ7335                                                                          | CUSIP: 3140E0EH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31603 | PA      | $30840.09      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 11/01/2045#Q37467                                                                        | CUSIP: 3132QUJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39598 | PA      | $37449.49      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                     | BRANDYWINE OPER PARTNERSHIP LP 3.95% 11/15/2027                                                         | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     247000 | PA      | $243971.43     | 0.00%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 11/01/2032#MA3187                                                                        | CUSIP: 31418CRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47384 | PA      | $45680.94      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 6.625%/VAR PERP                                                                      | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    2490000 | PA      | $2494608.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                                | NIGERIA REPUBLIC 6.5% 11/28/2027 144A                                                                   | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     530000 | PA      | $533312.50     | 0.00%             | 2027-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047       | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10414000 | PA      | $8735370.67    | 0.04%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 3.5% 11/20/2047#784391                                                                          | CUSIP: 3622A22Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     195316 | PA      | $182225.87     | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                | SYNCHRONY FINANCIAL 3.95% 12/01/2027                                                                    | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1548000 | PA      | $1535219.34    | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                           | PAKISTAN ISLAMIC REP OF 6.875% 12/05/2027 144A                                                          | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     466000 | PA      | $466373.83     | 0.00%             | 2027-12-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                              | INDONESIA REPUBLIC OF 4.35% 01/11/2048                                                                  | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     533000 | PA      | $462777.25     | 0.00%             | 2048-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC TR 2017-PFHP                                                                  | CSMC TR 2017-PFHP D TSFR1M+229.7 12/15/2020 144A                                                        | CUSIP: 12595KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     809000 | PA      | $746715.90     | 0.00%             | 2030-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2012-BWTR                                                      | GS MTG SECS CORP TR 2012-BWTR 3.313% 11/10/2050                                                         | CUSIP: 36254KAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     651074 | PA      | $646683.27     | 0.00%             | 2050-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 COML MTG TR                                                        | CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST 3.3269% 08/15/2026                                            | CUSIP: 12595JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400422 | PA      | $398158.74     | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 5.4% 06/15/2047                                                                      | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     168000 | PA      | $155585.96     | 0.00%             | 2047-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017                                                       | WFCM 2017-C42 ASB 3.488% 12/15/2050                                                                     | CUSIP: 95001GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     490237 | PA      | $487778.73     | 0.00%             | 2050-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 5.25% 06/15/2037                                                                     | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2135000 | PA      | $2088524.81    | 0.01%             | 2037-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 3.75% 01/11/2028                                                           | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1138000 | PA      | $1126620.00    | 0.00%             | 2028-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 3.869%/VAR 01/12/2029 144A                                                                 | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3711000 | PA      | $3688550.71    | 0.02%             | 2029-01-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FREDDIE MAC GOL 30YR 3.5% 09/01/2047#Q53086                                                             | CUSIP: 3132XVNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44285 | PA      | $41794.07      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 5.125% 02/17/2028                                                                    | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     835000 | PA      | $840744.80     | 0.00%             | 2028-02-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                     | OMAN SULTANATE 6.75% 01/17/2048 144A                                                                    | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     718000 | PA      | $797432.34     | 0.00%             | 2048-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                     | OMAN SULTANATE 5.625% 01/17/2028 144A                                                                   | CUSIP: 682051AH0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1246000 | PA      | $1273412.00    | 0.01%             | 2028-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS BRANCH                                                      | BBVA BANCOMER SA TEXAS BRH 5.125%/VAR 01/18/2033 144A                                                   | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | EP               | CORP              | US        |     700000 | PA      | $684005.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                   | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1036494.32    | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                          | OLIN CORP 5% 02/01/2030                                                                                 | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    2678000 | PA      | $2631908.41    | 0.01%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 3.814%/VAR 04/23/2029                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6241000 | PA      | $6198400.49    | 0.03%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FHLMC MULTIFAM STRUCTURED PASS THROUGH 2018-K072 A2 3.444% 12/25/2027                                   | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2300000 | PA      | $2283180.33    | 0.01%             | 2027-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 3.8% 01/31/2028                                                                    | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     381000 | PA      | $378966.60     | 0.00%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2017-HR2                                                   | MORGAN STANLEY CAP I TR 2017-HR2 D 2.73% 12/15/2050                                                     | CUSIP: 61691NAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1284000 | PA      | $1159261.71    | 0.01%             | 2050-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                       | COMCAST CORP 3.9% 03/01/2038                                                                            | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      71000 | PA      | $62347.68      | 0.00%             | 2038-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 02/15/2045#AL2187                                                                          | CUSIP: 36183XNC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2206 | PA      | $2019.12       | 0.00%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 07/15/2045#AL4759                                                                          | CUSIP: 36184BJC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1972 | PA      | $1798.62       | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 03/15/2045#AL5046                                                                          | CUSIP: 36184BTB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4261 | PA      | $3898.01       | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 07/15/2045#670029                                                                          | CUSIP: 36295GLJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3328 | PA      | $3048.49       | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 03/15/2045#AL2575                                                                          | CUSIP: 36183X2G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2888 | PA      | $2653.11       | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 07/45#AO0257                                                                               | CUSIP: 3617A0JA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4720 | PA      | $4306.94       | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 07/15/2045#AN5754                                                                          | CUSIP: 36186NMB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1713 | PA      | $1561.19       | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 06/45#AN5715                                                                               | CUSIP: 36186NK40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1588 | PA      | $1451.21       | 0.00%             | 2045-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 02/15/2045#AK6887                                                                          | CUSIP: 36183QUL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4421 | PA      | $4044.56       | 0.00%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 06/15/2045#AN5721                                                                          | CUSIP: 36186NLA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2238 | PA      | $2060.74       | 0.00%             | 2045-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 07/45#AK8997                                                                               | CUSIP: 36183S7J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1270 | PA      | $1157.66       | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 07/15/2045#AN7590                                                                          | CUSIP: 36186QNF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4875 | PA      | $4472.55       | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 07/15/2045#AN8980                                                                          | CUSIP: 36186S6R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5697 | PA      | $5191.20       | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 07/45#AL2996                                                                               | CUSIP: 36183YKH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4734 | PA      | $4319.87       | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 06/45#AN5733                                                                               | CUSIP: 36186NLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2375 | PA      | $2168.48       | 0.00%             | 2045-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 07/15/2045#AM8979                                                                          | CUSIP: 36185B6Q4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4114 | PA      | $3773.76       | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 30YR 3% 07/15/2045#AN7592                                                                          | CUSIP: 36186QNH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2993 | PA      | $2733.49       | 0.00%             | 2045-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                 | DOMINICAN REPUBLIC 6.5% 02/15/2048 144A                                                                 | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      55000 | PA      | $54683.75      | 0.00%             | 2048-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 10/01/2047#V83497                                                                        | CUSIP: 3132L83E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16765 | PA      | $15769.16      | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 11/01/2047#Q52131                                                                        | CUSIP: 3132XULM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53493 | PA      | $50315.62      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 12/01/2047#V83817                                                                        | CUSIP: 3132L9G25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     237888 | PA      | $223609.34     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                        | VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028                                                               | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    4570000 | PA      | $4558704.33    | 0.02%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                          | EGYPT (ARAB) REPUBLIC OF 7.903% 02/21/2048 144A                                                         | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     969000 | PA      | $852119.22     | 0.00%             | 2048-02-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                                | NIGERIA REPUBLIC 7.143% 02/23/2030 144A                                                                 | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     704000 | PA      | $712060.80     | 0.00%             | 2030-02-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                                | NIGERIA REPUBLIC 7.696% 02/23/2038 144A                                                                 | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     535000 | PA      | $523631.25     | 0.00%             | 2038-02-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                    | BANK 2018-BNK10 3.641% 02/15/2061                                                                       | CUSIP: 065404AZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     368127 | PA      | $365771.12     | 0.00%             | 2061-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                    | BANK 2018-BNK10 VAR 02/15/2061                                                                          | CUSIP: 065404BE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1340000 | PA      | $1226612.15    | 0.01%             | 2061-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP 4.5% 03/01/2028                                                                 | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     700000 | PA      | $702546.05     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP 5.3% 03/01/2048                                                                 | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2124390.43    | 0.01%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 3.55% 03/01/2038                                                                              | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1648000 | PA      | $1398097.56    | 0.01%             | 2038-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 4.2% 03/15/2048                                                               | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1871000 | PA      | $1400670.64    | 0.01%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 4.3% 03/25/2028                                                                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   27601000 | PA      | $27677529.02   | 0.12%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 4.78% 03/25/2038                                                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $2010366.30    | 0.01%             | 2038-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                                | SENEGAL REPUBLIC OF 6.75% 03/13/2048 144A                                                               | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     326000 | PA      | $182866.44     | 0.00%             | 2048-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANK and TRUST COMPANY                                              | FIRST CITIZENS BANK and TRUST CO 6.125% 03/09/2028                                                      | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     174000 | PA      | $180454.48     | 0.00%             | 2028-03-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 12/01/2047#CA0855                                                                        | CUSIP: 3140Q75R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     146249 | PA      | $137675.85     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 3% 04/01/2033#G18684                                                                          | CUSIP: 3128MMXN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     110562 | PA      | $107953.10     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 04/01/2048#BJ9939                                                                          | CUSIP: 3140HCBH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168913 | PA      | $163934.91     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 02/48#G61343                                                                               | CUSIP: 31335BP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40008 | PA      | $38873.67      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.75% 04/01/2048        | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3136000 | PA      | $2748104.52    | 0.01%             | 2048-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 02/48#CA1199                                                                               | CUSIP: 3140Q8KM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4966 | PA      | $4821.03       | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 04/48#CA1545                                                                               | CUSIP: 3140Q8WF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4518 | PA      | $4386.35       | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                 | PANAMA REPUBLIC OF 4.5% 04/16/2050                                                                      | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1393000 | PA      | $1059028.25    | 0.00%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                           | QATAR ST 5.103% 04/23/2048 144A                                                                         | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    1504000 | PA      | $1509617.44    | 0.01%             | 2048-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                        | MOODYS CORP 3.25% 01/15/2028                                                                            | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     108000 | PA      | $106348.07     | 0.00%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                      | ABU DHABI NATL ENERGY CO PJSC 4.875% 04/23/2030 144A                                                    | CUSIP: 00388WAG6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     488000 | PA      | $501644.48     | 0.00%             | 2030-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                              | INDONESIA REPUBLIC OF 4.1% 04/24/2028                                                                   | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1068000 | PA      | $1070336.25    | 0.00%             | 2028-04-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                         | KAZMUNAYGAS NATIONAL CO JSC 5.375% 04/24/2030 144A                                                      | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     593000 | PA      | $605310.68     | 0.00%             | 2030-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 20YR 3.5% 12/01/2036#BM3680                                                                   | CUSIP: 3140J8CS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164824 | PA      | $161831.06     | 0.00%             | 2036-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 20YR 3.5% 05/01/2036#BM3697                                                                   | CUSIP: 3140J8DB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127408 | PA      | $125199.98     | 0.00%             | 2036-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                     | CONSOLIDATED ENERGY FINANCE SA 6.5% 05/15/2026 144A                                                     | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    2941000 | PA      | $2789115.00    | 0.01%             | 2026-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                    | ANGOLA REPUBLIC 8.25% 05/09/2028 144A                                                                   | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1235000 | PA      | $1229210.94    | 0.01%             | 2028-05-09      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                    | ANGOLA REPUBLIC 9.375% 05/08/2048 144A                                                                  | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     838000 | PA      | $729060.00     | 0.00%             | 2048-05-08      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 04/48#Q55724                                                                             | CUSIP: 3132XYLE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2229 | PA      | $2224.83       | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 05/01/2048#Q55839                                                                        | CUSIP: 3132XYPZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4716 | PA      | $4706.83       | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 04/48#BJ5454                                                                             | CUSIP: 3140H7BY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1805 | PA      | $1799.44       | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 12/01/2047#Q53017                                                                        | CUSIP: 3132XVK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12176 | PA      | $12162.89      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 06/01/2047#BH0561                                                                        | CUSIP: 3140GNTT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4829 | PA      | $4820.27       | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 04/01/2048#Q55500                                                                        | CUSIP: 3132XYDE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2082 | PA      | $2078.41       | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 05/01/2048#BJ5507                                                                        | CUSIP: 3140H7DM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2755 | PA      | $2745.96       | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 04/01/2048#Q55660                                                                        | CUSIP: 3132XYJE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5425 | PA      | $5415.77       | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 04/01/2046#V82292                                                                          | CUSIP: 3132L7RM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11687 | PA      | $11410.54      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 07/01/2047#AS9968                                                                          | CUSIP: 3138WLCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15135 | PA      | $14721.76      | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 05/01/2048#BM3877                                                                          | CUSIP: 3140J8JX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10759 | PA      | $10444.85      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 04/01/2048#BK3836                                                                          | CUSIP: 3140HHHN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5120 | PA      | $4971.20       | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 04/01/2048#BM3700                                                                          | CUSIP: 3140J8DE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29773 | PA      | $28960.54      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 12/47#BJ2132                                                                               | CUSIP: 3140H3LN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6501 | PA      | $6311.02       | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 05/47#BM1277                                                                               | CUSIP: 3140J5M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33122 | PA      | $32217.96      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                           | VISTRA ENERGY TERM B-3 1LN 12/20/2030                                                                   | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    3729888 | PA      | $3744247.87    | 0.02%             | 2030-12-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 7.125% 03/15/2026                                                                  | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     339000 | PA      | $341161.80     | 0.00%             | 2026-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 05/01/2048#Q55992                                                                          | CUSIP: 3132XYUS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11311 | PA      | $10994.11      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                           | ENEL SPA 3.375%/VAR PERP REGS                                                                           | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     345000 | PA      | $401081.59     | 0.00%             | 2199-12-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 11/01/2032#BH5773                                                                        | CUSIP: 3140GUMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     182229 | PA      | $175742.69     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                         | BAUSCH HEALTH AMERICAS INC 8.5% 01/31/2027 144A                                                         | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     715000 | PA      | $711953.61     | 0.00%             | 2027-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028                                                       | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  109825000 | PA      | $108465296.21  | 0.47%             | 2028-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 2018-1A A2II 4.328% 07/25/2048 144A                                        | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22853700 | PA      | $22820886.66   | 0.10%             | 2048-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                                | LEBANON REPUBLIC OF 8.25% 05/17/2034 REGS                                                               | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    2600000 | PA      | $570700.00     | 0.00%             | 2034-05-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION                                                 | CASTLELAKE AIRCRAFT SECURITIZATION 2018-1 A 4.125% 06/15/2043 144A                                      | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      44812 | PA      | $44364.00      | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 4.95% 06/15/2028                                                                     | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     141000 | PA      | $143448.03     | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 5.8% 06/15/2038                                                                      | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     309000 | PA      | $317687.16     | 0.00%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 01/01/2047#Q45635                                                                        | CUSIP: 3132WKHM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3286 | PA      | $3289.92       | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 12/01/2046#Q45028                                                                        | CUSIP: 3132WJSS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3171 | PA      | $3174.19       | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 05/01/2047#Q48095                                                                        | CUSIP: 3132WM7H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15538 | PA      | $15550.78      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 02/01/2047#Q46222                                                                        | CUSIP: 3132WK4G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5615 | PA      | $5620.88       | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 06/01/2047#Q48759                                                                        | CUSIP: 3132WNWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21977 | PA      | $21995.03      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 05/47#Q47942                                                                             | CUSIP: 3132WMZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4887 | PA      | $4890.87       | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 05/01/2047#Q47935                                                                        | CUSIP: 3132WMY99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11268 | PA      | $11277.16      | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 12/01/2046#BC9079                                                                        | CUSIP: 3140F5CR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3607 | PA      | $3606.93       | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 06/47#BE9387                                                                             | CUSIP: 3140FVND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5308 | PA      | $5305.74       | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 07/01/2047#Q49393                                                                        | CUSIP: 3132WPNK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9438 | PA      | $9445.47       | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 03/46#BC0287                                                                             | CUSIP: 3140EUJ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2130 | PA      | $2135.66       | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 06/01/2047#BE3663                                                                        | CUSIP: 3140FPB99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29292 | PA      | $29282.07      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 07/47#BE3749                                                                             | CUSIP: 3140FPEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22985 | PA      | $22977.39      | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 01/01/2044#G07922                                                                        | CUSIP: 3128MAD30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     343025 | PA      | $327700.99     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 3.5% 05/38#MA3360                                                                             | CUSIP: 31418CWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126179 | PA      | $123237.95     | 0.00%             | 2038-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 01/01/2044#G60271                                                                        | CUSIP: 31335AJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     172756 | PA      | $164948.90     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B4 MTG TR                                                           | BENCHMARK MTG TR 2018-B4 A5 4.121% 07/15/2051                                                           | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     127000 | PA      | $126401.74     | 0.00%             | 2051-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                 | DOMINICAN REPUBLIC 6% 07/19/2028 144A                                                                   | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2781000 | PA      | $2847744.00    | 0.01%             | 2028-07-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                         | J P MORGAN CHASE COML MTG SECS TR 2018-WPT DFX 5.3503% 07/05/2033 144A                                  | CUSIP: 46645WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76000 | PA      | $41594.59      | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                         | J P MORGAN CHASE COML MTG SECS TR 2018-WPT CFX 4.95% 07/05/2023 144A                                    | CUSIP: 46645WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $34006.00      | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                         | J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A                                       | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     385000 | PA      | $365757.70     | 0.00%             | 2033-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIM                                                     | THUNDERBOLT AIRCRAFT LEASE 2018-A A STEP 07/15/2038 144A                                                | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1410969 | PA      | $1411674.57    | 0.01%             | 2038-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                    | ESKOM HLDGS LTD 6.35% 08/10/2028 144A                                                                   | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    1261000 | PA      | $1299224.06    | 0.01%             | 2028-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                    | ESKOM HLDGS LTD 8.45% 08/10/2028 144A                                                                   | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     685000 | PA      | $733549.38     | 0.00%             | 2028-08-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                    | CAPITAL ONE NATL ASN MCLEAN VA 4.682%/VAR 08/09/2028                                                    | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1810852.59    | 0.01%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP 4.75% 08/15/2028                                                                | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     765000 | PA      | $772101.14     | 0.00%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5.625% 09/01/2028                                                                               | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     542000 | PA      | $559732.48     | 0.00%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.5% 08/20/2048#MA5399                                                                          | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4000 | PA      | $3996.18       | 0.00%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 02/01/2045#G07949                                                                          | CUSIP: 3128MAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42049 | PA      | $41192.55      | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2018-GS10                                                           | GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051                                                           | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1650000 | PA      | $1630784.93    | 0.01%             | 2051-07-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 COML MTG TR                                                        | CSAIL 2018-CX12 COML MTG TR 3.9585% 08/15/2051                                                          | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1203531 | PA      | $1198094.41    | 0.01%             | 2051-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.5% 11/20/2048#MA5596                                                                          | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      56712 | PA      | $56597.84      | 0.00%             | 2048-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 04/01/2048#Q55484                                                                        | CUSIP: 3132XYCW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65509 | PA      | $61577.36      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 10/01/2046#BC4754                                                                          | CUSIP: 3140F0H80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79464 | PA      | $77619.26      | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 07/01/46#BC1443                                                                            | CUSIP: 3140EVS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71950 | PA      | $70324.32      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 09/46#BC2843                                                                               | CUSIP: 3140EXER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86377 | PA      | $84425.09      | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                                                       | DP WORLD PLC 5.625% 09/25/2048 144A                                                                     | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     787000 | PA      | $782081.25     | 0.00%             | 2048-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                                 | SASOL FING USA LLC 6.5% 09/27/2028                                                                      | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     610000 | PA      | $601002.50     | 0.00%             | 2028-09-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 03/01/2046#BM4548                                                                        | CUSIP: 3140J9BS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22141 | PA      | $22297.37      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                | JAPAN GOVERNMENT OF 0.1% 09/20/2028                                                                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  441000000 | PA      | $2749047.28    | 0.01%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                    | BANK 2018-BNK14 4.185% 09/15/2060                                                                       | CUSIP: 06035RAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164834 | PA      | $164674.32     | 0.00%             | 2060-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 4.5% 12/20/2048#MA5652                                                                          | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      70641 | PA      | $70410.65      | 0.00%             | 2048-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                                | TOLEDO HOSPITAL/THE 5.325% 11/15/2028                                                                   | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     154000 | PA      | $156701.47     | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                     | NRG ENERGY INC 5.75% 01/15/2028                                                                         | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     516000 | PA      | $517430.87     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 09/45#AS5764                                                                             | CUSIP: 3138WFMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     210845 | PA      | $199125.92     | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 08/42#Q10245                                                                             | CUSIP: 3132HLHW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48146 | PA      | $45967.66      | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 12/01/2042#AB7124                                                                        | CUSIP: 31417D4J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48464 | PA      | $46300.13      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 01/01/2045#G61419                                                                        | CUSIP: 31335BSG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58676 | PA      | $56009.05      | 0.00%             | 2045-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSC                                                                 | BAPCO ENERGIES BSC 8.375% 11/07/2028 144A                                                               | CUSIP: 67778M2D1<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     375000 | PA      | $404471.25     | 0.00%             | 2028-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 5.5% 02/15/2049                                                                                 | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     249000 | PA      | $231089.29     | 0.00%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 4.8% 02/15/2029                                                                                 | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     293000 | PA      | $297700.77     | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 03/01/2047#BD7060                                                                          | CUSIP: 3140FEZ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24295 | PA      | $23549.10      | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                               | BOSTON PROPERTIES LP 4.5% 12/01/2028                                                                    | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     145000 | PA      | $145706.31     | 0.00%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HORIZON 2018                                                                       | HORIZON 2018-1 A 4.458% 12/15/2038 144A                                                                 | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1288180 | PA      | $1282348.93    | 0.01%             | 2038-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                              | BERMUDA GOVERNMENT OF 4.75% 02/15/2029 144A                                                             | CUSIP: 085209AF1<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     846000 | PA      | $851549.76     | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 4.3% 02/15/2030                                                                            | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     565000 | PA      | $568156.97     | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                        | SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028                                                           | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1603000 | PA      | $1608092.73    | 0.01%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  102517000 | PA      | $103655182.69  | 0.45%             | 2029-12-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12                                     | WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052                                                            | CUSIP: 95001RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     215000 | PA      | $215512.65     | 0.00%             | 2052-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-H4                                             | MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051                                                 | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     185000 | PA      | $184007.07     | 0.00%             | 2051-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 3.859% 11/25/2028                                                        | CUSIP: 3137FKSH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5526000 | PA      | $5537335.48    | 0.02%             | 2028-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.35% 02/12/2048                                                                    | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   13841000 | PA      | $10816049.45   | 0.05%             | 2048-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 5.35% 02/12/2028                                                                    | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     758000 | PA      | $755726.00     | 0.00%             | 2028-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                          | MYLAN INC 4.55% 04/15/2028                                                                              | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    5345000 | PA      | $5342888.99    | 0.02%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                         | MARSH and MCLENNAN COS INC 4.375% 03/15/2029                                                            | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2285217.37    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 5.25% 04/15/2029                                                                     | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3592000 | PA      | $3696546.42    | 0.02%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                         | MARSH and MCLENNAN COS INC 4.75% 03/15/2039                                                             | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1134000 | PA      | $1101850.67    | 0.00%             | 2039-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                             | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                                 | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    1801000 | PA      | $1807733.07    | 0.01%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 01/01/2048#ZS4751                                                                        | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2639270 | PA      | $2477962.58    | 0.01%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3% 12/01/2032#BM5109                                                                          | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     393597 | PA      | $385503.60     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029                                                            | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     440000 | PA      | $441760.00     | 0.00%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5.875% 02/01/2029                                                                               | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2361000 | PA      | $2459860.93    | 0.01%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.431%/VAR 01/23/2030                                                                    | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   92393000 | PA      | $93085035.58   | 0.41%             | 2030-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 5.2% 05/15/2049                                                                    | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     773000 | PA      | $573952.50     | 0.00%             | 2049-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 12/01/2032#BJ3746                                                                        | CUSIP: 3140H5EU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     327770 | PA      | $315980.78     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 4.5% 01/30/2026                                                                    | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5267000 | PA      | $5267000.00    | 0.02%             | 2026-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                           | LIBERTY MUTUAL GROUP INC 4.569% 02/01/2029 144A                                                         | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130922.44     | 0.00%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 3% 02/15/2049                                                               | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1513046.88    | 0.01%             | 2049-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOK HOLDINGS INC                                                                   | PF CHANG'S TERM B 1LN 03/02/2026                                                                        | CUSIP: 69345YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     984211 | PA      | $722164.47     | 0.00%             | 2026-03-02      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                               | PARAGUAY REPUBLIC OF 5.4% 03/30/2050 144A                                                               | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     191000 | PA      | $176484.00     | 0.00%             | 2050-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 4% 04/20/2048#BG3507                                                                            | CUSIP: 3617GM3Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29155 | PA      | $27990.14      | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 4% 04/20/2048#BG7744                                                                            | CUSIP: 3617GSS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31770 | PA      | $30500.70      | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 12/01/2048#G61821                                                                        | CUSIP: 31335CAW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     155138 | PA      | $154731.24     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                   | ALTRIA GROUP INC 5.95% 02/14/2049                                                                       | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306054.50     | 0.00%             | 2049-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                   | ALTRIA GROUP INC 4.8% 02/14/2029                                                                        | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36611.41      | 0.00%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC38                                                           | GS MTG SECS TR 2019-GC38 3% 02/10/2052 144A                                                             | CUSIP: 36252SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $96540.71      | 0.00%             | 2052-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 07/01/2048#Q59935                                                                          | CUSIP: 3132Y4BD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53542 | PA      | $52292.08      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                          | EGYPT (ARAB) REPUBLIC OF 8.7002% 03/01/2049 144A                                                        | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     524000 | PA      | $496165.12     | 0.00%             | 2049-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                          | EGYPT (ARAB) REPUBLIC OF 7.6003% 03/01/2029 144A                                                        | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1135000 | PA      | $1191069.00    | 0.01%             | 2029-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                       | HUDSON PACIFIC PROPERTIES LP 4.65% 04/01/2029                                                           | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    1962000 | PA      | $1806021.00    | 0.01%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MTG TR                                                           | BENCHMARK 2019-B9 MTG TR 3.9325% 03/15/2052                                                             | CUSIP: 08160JAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     617223 | PA      | $614718.66     | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 12/01/2048#BM5106                                                                        | CUSIP: 3140J9U82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     177090 | PA      | $177029.84     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                  | STORE CAPITAL LLC 4.625% 03/15/2029                                                                     | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      79000 | PA      | $78741.43      | 0.00%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 03/01/2046#BM4980                                                                          | CUSIP: 3140J9RA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     513483 | PA      | $504916.25     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                           | QATAR ST 4.817% 03/14/2049 144A                                                                         | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    1592000 | PA      | $1536359.60    | 0.01%             | 2049-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49                                     | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 VAR 03/15/2052                                           | CUSIP: 95001WBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $97352.94      | 0.00%             | 2052-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                          | MILLICOM INTL CELLULAR SA 6.25% 03/25/2029 144A                                                         | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     630000 | PA      | $630945.00     | 0.00%             | 2029-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                             | FEDERAL HOM 15YR 3% 10/01/2031#J35799                                                                   | CUSIP: 31307SNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11051 | PA      | $10828.80      | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                  | KOSMOS ENERGY LTD 7.125% 04/04/2026 144A                                                                | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    1338000 | PA      | $1317930.00    | 0.01%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUXEMBOURG                                                        | SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A                                                      | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $201649.52     | 0.00%             | 2049-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2019-L2                                                    | MORGAN STANLEY CAP I TR 2019-L2 A3 3.806% 03/15/2052                                                    | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1437751 | PA      | $1406997.82    | 0.01%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.45% 04/03/2026                              | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     276000 | PA      | $276106.00     | 0.00%             | 2026-04-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELEFONICA CELULAR DEL PARAGUAY SA                                                 | TELEFONICA CELULAR PARAGUAY SA 5.875% 04/15/2027 144A                                                   | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |     200000 | PA      | $199110.00     | 0.00%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                             | EQUITABLE HOLDINGS INC 4.572% 02/15/2029 144A                                                           | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    2516000 | PA      | $2530457.97    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST II                                                               | PINE STR TR II 5.568% 02/15/2049 144A                                                                   | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $760799.12     | 0.00%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                  | TENCENT HLDGS LTD 3.975% 04/11/2029 144A                                                                | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     356000 | PA      | $356327.52     | 0.00%             | 2029-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                       | ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A                                                      | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1160380.48    | 0.01%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                          | SAUDI ARABIAN OIL COMPANY 4.25% 04/16/2039 144A                                                         | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    2588000 | PA      | $2350835.68    | 0.01%             | 2039-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                          | SAUDI ARABIAN OIL COMPANY 4.375% 04/16/2049 144A                                                        | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     295000 | PA      | $247872.28     | 0.00%             | 2049-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                          | SAUDI ARABIAN OIL COMPANY 3.5% 04/16/2029 144A                                                          | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1950000 | PA      | $1903161.00    | 0.01%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 3.5% 11/01/2033#G16677                                                                        | CUSIP: 3128MFUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91629 | PA      | $90201.48      | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A                                                      | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1716000 | PA      | $1714778.41    | 0.01%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1                                           | CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A                                      | CUSIP: 14855MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     493284 | PA      | $482465.58     | 0.00%             | 2039-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1                                           | CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A B 5.095% 04/15/2039 144A                                      | CUSIP: 14855MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     186315 | PA      | $177007.19     | 0.00%             | 2039-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PCI GAMING AUTHORITY                                                               | PCI GAMING TERM 1LN 07/18/2031                                                                          | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |     176504 | PA      | $176614.90     | 0.00%             | 2031-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 3.5% 02/01/2034#G16752                                                                        | CUSIP: 3128MFWM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     115810 | PA      | $113516.87     | 0.00%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3% 03/01/2033#BM4614                                                                          | CUSIP: 3140J9DU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9536 | PA      | $9330.39       | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B10 MTG TR                                                          | BENCHMARK 2019-B10 MORTGAGE TRUST 3.615% 03/15/2062                                                     | CUSIP: 08162VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     336083 | PA      | $333600.00     | 0.00%             | 2062-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                           | COOPERATIEVE RABOBANK UA 1.125% 05/07/2031 REGS                                                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     900000 | PA      | $944252.02     | 0.00%             | 2031-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                              | BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A                                  | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     235490 | PA      | $234184.24     | 0.00%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                              | BX COMMERCIAL MORTGAGE TRUST 2019-IMC D TSFR1M+201.448 04/15/2034 144A                                  | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     220000 | PA      | $216340.85     | 0.00%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                              | BX COMMERCIAL MORTGAGE TRUST 2019-IMC C TSFR1M+171.448 04/15/2034 144A                                  | CUSIP: 05608BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210000 | PA      | $207542.18     | 0.00%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                              | BX COMMERCIAL MORTGAGE TRUST 2019-IMC B TSFR1M+141.448 04/15/2034 144A                                  | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1917000 | PA      | $1898196.15    | 0.01%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 5.113% 05/03/2029                                                              | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6484000 | PA      | $6465451.68    | 0.03%             | 2029-05-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 2.875% 05/15/2049                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27953600 | PA      | $20604860.76   | 0.09%             | 2049-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3% 09/01/2032#BM1884                                                                          | CUSIP: 3140J6CW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9258 | PA      | $9044.19       | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 3% 04/01/2034#G16829                                                                          | CUSIP: 3128MFY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15311 | PA      | $14950.29      | 0.00%             | 2034-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                     | NRG ENERGY INC 5.25% 06/15/2029 144A                                                                    | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1274349.80    | 0.01%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                   | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029                                                      | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    2565000 | PA      | $2552418.96    | 0.01%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                         | DCP MIDSTREAM OPER LP 5.125% 05/15/2029                                                                 | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1320465.31    | 0.01%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A                                                           | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $742693.20     | 0.00%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 07/01/2047#Q49499                                                                        | CUSIP: 3132WPRV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13776 | PA      | $13821.85      | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 07/01/2047#G61047                                                                        | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31630 | PA      | $31744.39      | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3% 04/01/2034#BN6419                                                                          | CUSIP: 3140JPDZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     143396 | PA      | $139881.43     | 0.00%             | 2034-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C50                                                   | WELLS FARGO COML MTG TR 2019-C50 3.635% 05/15/2052                                                      | CUSIP: 95001XAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     141493 | PA      | $140114.89     | 0.00%             | 2052-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C50                                                   | WELLS FARGO COML MTG TR 2019-C50 3.729% 05/15/2052                                                      | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4884184.50    | 0.02%             | 2052-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                  | GUATEMALA REP OF 4.9% 06/01/2030 144A                                                                   | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     355000 | PA      | $352071.25     | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                  | GUATEMALA REP OF 6.125% 06/01/2050 144A                                                                 | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     566000 | PA      | $549246.40     | 0.00%             | 2050-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2013-C10                                         | JP MORGAN CHASE COML MTG SECS 2019-OSB E CSTR 06/05/2039 144A                                           | CUSIP: 46651EAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     629818 | PA      | $562258.81     | 0.00%             | 2039-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                  | DB MASTER FIN LLC 4.352% 05/20/2049                                                                     | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    1498125 | PA      | $1484288.32    | 0.01%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                      | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A                                     | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1796000 | PA      | $1795925.47    | 0.01%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2.5% 01/33#J38270                                                                             | CUSIP: 31307VFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3730 | PA      | $3597.17       | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                           | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135432.27     | 0.00%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                       | WP CAREY INC 3.85% 07/15/2029                                                                           | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      59000 | PA      | $58253.35      | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                         | UNUM GROUP 4% 06/15/2029                                                                                | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    3224000 | PA      | $3189992.15    | 0.01%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 3.5% 11/01/2033#ZT1410                                                                        | CUSIP: 3132ADR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      84324 | PA      | $82925.84      | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 07/31#BC1465                                                                             | CUSIP: 3140EVTX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     223230 | PA      | $216352.71     | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 10YR 2.5% 06/01/2029#MA3734                                                                        | CUSIP: 31418DEG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54264 | PA      | $53146.07      | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2.5% 06/01/2031#G18604                                                                        | CUSIP: 3128MMU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24855 | PA      | $24124.05      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2.5% 07/01/2031#V61246                                                                        | CUSIP: 3132KFL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42338 | PA      | $41093.79      | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2.5% 08/01/2031#V61273                                                                        | CUSIP: 3132KFMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71383 | PA      | $69257.03      | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                  | HEALTHPEAK OP LLC 3.5% 07/15/2029                                                                       | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      68000 | PA      | $66210.86      | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                  | HEALTHPEAK OP LLC 3.25% 07/15/2026                                                                      | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      59000 | PA      | $58726.53      | 0.00%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE LTD                                                       | HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A                                            | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4276623 | PA      | $4190935.89    | 0.02%             | 2039-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                  | POST HLDGS INC 5.5% 12/15/2029 144A                                                                     | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1458000 | PA      | $1458252.50    | 0.01%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                           | ELANCO ANIMAL HEALTH INC VAR 08/28/2028                                                                 | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |      92000 | PA      | $96428.14      | 0.00%             | 2028-08-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2013-C10                                         | JP MORGAN CHASE COML MTG SECS TR 2013-C10 C CSTR 06/05/2039 144A                                        | CUSIP: 46651EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     630000 | PA      | $582153.89     | 0.00%             | 2039-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PROJECT SILVER 2019                                                                | SILVER AIRCRAFT LEASE INVT LTD 2019-1 A 3.967% 07/15/2044 144A                                          | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     322596 | PA      | $316150.75     | 0.00%             | 2044-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                               | ROMANIA REPUBLIC OF 2.124% 07/16/2031 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     200000 | PA      | $203482.46     | 0.00%             | 2031-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                          | OLIN CORP 5.625% 08/01/2029                                                                             | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     560000 | PA      | $561629.04     | 0.00%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 05/01/2049#MA3663                                                                        | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3059121 | PA      | $2867373.67    | 0.01%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                               | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     405000 | PA      | $399094.00     | 0.00%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 4% 11/41#779591                                                                                 | CUSIP: 36176X2Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      90354 | PA      | $87807.80      | 0.00%             | 2041-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 4% 11/20/2042#AB9917                                                                            | CUSIP: 36178XAS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      73561 | PA      | $71480.63      | 0.00%             | 2042-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                 | PANAMA REPUBLIC OF 3.87% 07/23/2060                                                                     | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     935000 | PA      | $615230.00     | 0.00%             | 2060-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                             | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                          | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1287000 | PA      | $1083859.28    | 0.00%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 08/01/2049#MA3744                                                                          | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29045845 | PA      | $26239528.78   | 0.11%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                     | OMAN SULTANATE 6% 08/01/2029 144A                                                                       | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     696000 | PA      | $727953.36     | 0.00%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS B.V                                                    | MONG DUONG FINANCE HOLDINGS B.V 5.125% 05/07/2029 144A                                                  | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     663391 | PA      | $656346.06     | 0.00%             | 2029-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                            | EL SALVADOR REPUBLIC OF 7.1246% 01/20/2050 144A                                                         | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     475000 | PA      | $426787.50     | 0.00%             | 2050-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                                | NBM US HOLDINGS INC 6.625% 08/06/2029 144A                                                              | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |     884000 | PA      | $893503.00     | 0.00%             | 2029-08-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 2.25% 08/15/2049                                                            | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   84700000 | PA      | $54661277.13   | 0.24%             | 2049-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 2.95% 09/01/2029                                                                           | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     938000 | PA      | $899623.91     | 0.00%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 3% 08/15/2026                                                                           | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38685.50      | 0.00%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                        | VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030                                                               | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    1076000 | PA      | $1024713.15    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 09/01/2049#RA1293                                                                          | CUSIP: 3133KGNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35728 | PA      | $32488.22      | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                | SUZANO AUSTRIA GMBH 5% 01/15/2030                                                                       | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    1312000 | PA      | $1314772.26    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                                | SANCHEZ TERM 1LN DIP 12/31/2055                                                                         | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |      71751 | PA      | $0.01          | 0.00%             | 2055-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BANK 2019-BNK19                                                                    | BANK 2019-BNK19 3.071% 08/15/2061                                                                       | CUSIP: 06540WBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     994662 | PA      | $975900.85     | 0.00%             | 2061-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                  | CIGNA GROUP (THE) 4.8% 08/15/2038                                                                       | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2581000 | PA      | $2498693.79    | 0.01%             | 2038-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                  | CIGNA GROUP (THE) 4.9% 12/15/2048                                                                       | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     268000 | PA      | $243081.01     | 0.00%             | 2048-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NGG FINANCE PLC                                                                    | NGG FINANCE PLC 2.125%/VAR 09/05/2082 REGS                                                              | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |     805000 | PA      | $919081.91     | 0.00%             | 2082-09-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                            | SIMON PROPERTY GROUP LP 2.45% 09/13/2029                                                                | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     159000 | PA      | $150273.08     | 0.00%             | 2029-09-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                                  | BLACKSTONE PROP PARTNERS EUR HOLD 1.75% 03/12/2029 REGS                                                 | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    1745000 | PA      | $1935503.87    | 0.01%             | 2029-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                        | COMMONWEALTH BANK AUSTRALIA 3.61%/VAR 09/12/2034 144A                                                   | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     297000 | PA      | $287098.81     | 0.00%             | 2034-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                      | HEALTHCARE REALTY HOLDINGS LP 3.1% 02/15/2030                                                           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    1218000 | PA      | $1154123.65    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8495000 | PA      | $8071589.66    | 0.04%             | 2030-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                               | 1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A                                                   | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1389000 | PA      | $1376675.82    | 0.01%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                      | METHANEX CORP 5.25% 12/15/2029                                                                          | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     628000 | PA      | $628617.32     | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                     | PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029                                                         | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8717000 | PA      | $8464502.59    | 0.04%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IHS NETHERLANDS HOLDCO BV                                                          | IHS NETHERLANDS HOLDCO BV 8% 09/18/2027 144A                                                            | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |     532793 | PA      | $533459.28     | 0.00%             | 2027-09-18      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 10/01/2049#SD8016                                                                          | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8467450 | PA      | $7625537.72    | 0.03%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 3% 12/01/2032#SB0030                                                                          | CUSIP: 3132CWA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17619 | PA      | $17256.44      | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                    | BANK 2019-BNK20 2.933% 09/15/2062                                                                       | CUSIP: 06540AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76845 | PA      | $75076.22      | 0.00%             | 2062-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                               | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   57877500 | PA      | $65279569.23   | 0.29%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036                                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    7090000 | PA      | $7570524.75    | 0.03%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040                                                               | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     250000 | PA      | $255654.00     | 0.00%             | 2040-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046                                                               | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     286000 | PA      | $297715.42     | 0.00%             | 2046-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 7.875% 09/15/2031                                                             | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     400000 | PA      | $459175.72     | 0.00%             | 2031-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                     | OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029                                                        | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    2794000 | PA      | $2695696.38    | 0.01%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 10/01/2031#AS8010                                                                        | CUSIP: 3138WH3U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21233 | PA      | $20563.41      | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 08/01/2031#BC2778                                                                        | CUSIP: 3140EXCQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29646 | PA      | $28754.85      | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 05/01/2031#BC0919                                                                        | CUSIP: 3140EVAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21208 | PA      | $20612.64      | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2.5% 06/01/2031#J34501                                                                        | CUSIP: 31307RAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18542 | PA      | $18040.20      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 5% 04/48#784805                                                                                 | CUSIP: 3622AAGN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     207993 | PA      | $212734.98     | 0.00%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                           | SOTHEBYS 7.375% 10/15/2027 144A                                                                         | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3703593.68    | 0.02%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                           | SOUTH AFRICA REPUBLIC OF 4.85% 09/30/2029                                                               | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     650000 | PA      | $648888.50     | 0.00%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                           | SOUTH AFRICA REPUBLIC OF 5.75% 09/30/2049                                                               | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     982000 | PA      | $829299.00     | 0.00%             | 2049-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                               | EMIRATE OF ABU DHABI 3.125% 09/30/2049 144A                                                             | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    2544000 | PA      | $1856484.00    | 0.01%             | 2049-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                            | CORPORACION NACIONAL DEL COBRE DE CHILE 3% 09/30/2029 144A                                              | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     354000 | PA      | $335450.40     | 0.00%             | 2029-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                            | CORPORACION NACIONAL DEL COBRE DE CHILE 3.7% 01/30/2050 144A                                            | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1567000 | PA      | $1114998.85    | 0.00%             | 2050-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                    | BANK 2019-BN21 A5 2.851% 10/17/2052                                                                     | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112000 | PA      | $105984.59     | 0.00%             | 2052-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                                              | DP WORLD CRESCENT LTD 3.7495% 01/30/2030 144A                                                           | CUSIP: 26139PAC7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    1265000 | PA      | $1229026.56    | 0.01%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                      | ABU DHABI NATL ENERGY CO PJSC 4% 10/03/2049 144A                                                        | CUSIP: 00388WAH4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     950000 | PA      | $776587.00     | 0.00%             | 2049-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC42                                                           | GS MTG SECS TR 2019-GC42 CSTR 09/01/2052                                                                | CUSIP: 36257UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1888000 | PA      | $1627084.44    | 0.01%             | 2052-09-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 TR                                                                    | AASET 2019-2 TR 3.376% 10/16/2039 144A                                                                  | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      39806 | PA      | $39686.29      | 0.00%             | 2039-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 TR                                                                    | AASET 2019-2 B TR 4.458% 10/16/2039 144A                                                                | CUSIP: 00038RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      43519 | PA      | $42953.26      | 0.00%             | 2039-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                           | ZIGGO BV 4.875% 01/15/2030 144A                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     762000 | PA      | $721941.05     | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                       | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                       | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     391000 | PA      | $386940.64     | 0.00%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                              | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 6.25% 05/15/2026                                  | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     730000 | PA      | $729301.24     | 0.00%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                      | CABLE ONDA SA 4.5% 01/30/2030 144A                                                                      | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    1435000 | PA      | $1362302.90    | 0.01%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 05/48#ZA5379                                                                               | CUSIP: 31329N6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     173635 | PA      | $168518.02     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERATIONS USA INC                                               | GRIFOLS WORLDWIDE OPERATIONS TERM B 1LN 11/15/2027                                                      | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2475000 | PA      | $2473836.75    | 0.01%             | 2027-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 10/01/2049#SD0114                                                                        | CUSIP: 3132DMDT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     435911 | PA      | $410086.58     | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                     | BRASKEM NETHERLANDS FIN BV 5.875% 01/31/2050 144A                                                       | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     558000 | PA      | $189720.00     | 0.00%             | 2050-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 09/01/2049#FM1534                                                                        | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     859392 | PA      | $858561.70     | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                  | MDGH GMTN RSC LTD 2.875% 11/07/2029 144A                                                                | CUSIP: 55276VAJ1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    1128000 | PA      | $1073715.00    | 0.00%             | 2029-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT III AIRCRAFT LEASE LTD                                                 | THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A                                      | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     396965 | PA      | $389447.54     | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 11/01/2049#CA4628                                                                          | CUSIP: 3140QCEA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     450793 | PA      | $436099.92     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC                                        | NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC PIK 7.625% 11/08/2028 144A                                  | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |     700536 | PA      | $541654.41     | 0.00%             | 2028-11-08      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 12/01/2049#MA3870                                                                        | CUSIP: 31418DJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3780139 | PA      | $3263274.21    | 0.01%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 3.668% 10/25/2049 144A                                                     | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8282880 | PA      | $7998276.93    | 0.03%             | 2049-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 04/01/2049#FM1277                                                                          | CUSIP: 3140X4M37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     677194 | PA      | $652117.22     | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                             | COSTA RICA REPUBLIC OF 6.125% 02/19/2031 144A                                                           | CUSIP: 221597CP0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     290000 | PA      | $302760.00     | 0.00%             | 2031-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                              | VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1563000 | PA      | $1554352.31    | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                             | PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A                                           | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2226185 | PA      | $2136396.28    | 0.01%             | 2049-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                         | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                                       | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1779000 | PA      | $1779346.91    | 0.01%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                                 | BRASKEM IDESA SAPI 7.45% 11/15/2029 144A                                                                | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     769000 | PA      | $461976.75     | 0.00%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                        | BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A                                                      | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     371265 | PA      | $353243.83     | 0.00%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                        | BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A                                                      | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     111000 | PA      | $103669.69     | 0.00%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                      | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                          | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     999000 | PA      | $998761.09     | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2019-OC11                                                                    | BX TR 2019-OC11 4.075457% 12/09/2041 144A                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5460000 | PA      | $5042900.77    | 0.02%             | 2041-12-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-UVIL                                                                     | CSMC 2019-UVIL E CSTR 12/15/2041 144A                                                                   | CUSIP: 12656DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1310000 | PA      | $1146984.91    | 0.01%             | 2041-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FDG LLC                                                               | JERSEY MIKE'S FUNDING 4.433% 02/15/2050 144A                                                            | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15218925 | PA      | $15182860.71   | 0.07%             | 2050-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                              | BAUSCH HEALTH COS INC 5.25% 01/30/2030 144A                                                             | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     520000 | PA      | $382200.00     | 0.00%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2019                                                                          | BANK 2019 2.846% 12/15/2052                                                                             | CUSIP: 06541RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     244673 | PA      | $238570.79     | 0.00%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                | CALPINE CORPORATION 5.125% 03/15/2028 144A                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1208380.03    | 0.01%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2019-OC11                                                                    | BX TR 2019-OC11 4.075457% 12/09/2041 144A                                                               | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $476391.00     | 0.00%             | 2041-12-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                                                           | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2250000 | PA      | $2128500.00    | 0.01%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                         | JD.COM INC 3.375% 01/14/2030                                                                            | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     612000 | PA      | $595696.32     | 0.00%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                              | INDONESIA REPUBLIC OF 3.5% 02/14/2050                                                                   | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1145000 | PA      | $846584.38     | 0.00%             | 2050-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 3.75% 05/15/2030                                                                     | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   57521000 | PA      | $56116063.96   | 0.25%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 5% 05/15/2050                                                                        | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1051000 | PA      | $893696.96     | 0.00%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                              | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                              | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1190000 | PA      | $1191535.10    | 0.01%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                            | CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/14/2030 144A                                           | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     641000 | PA      | $606962.90     | 0.00%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 7.125%/VAR PERP                                                                      | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     555000 | PA      | $570031.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                   | ISRAEL STATE OF 3.375% 01/15/2050                                                                       | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1559000 | PA      | $1064801.27    | 0.00%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP STEP 02/01/2030                                                                 | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   32440000 | PA      | $31903576.70   | 0.14%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GC45                                                           | GS MTG SECS TR 2020-GC45 3.21854% 12/13/2039 144A                                                       | CUSIP: 36258YAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     438000 | PA      | $353969.96     | 0.00%             | 2039-12-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 02/01/2050#SD8043                                                                        | CUSIP: 3132DV5C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1702993 | PA      | $1470139.50    | 0.01%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                             | PT PERTAMINA (PERSERO) 4.175% 01/21/2050 144A                                                           | CUSIP: 69370PAG6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     774000 | PA      | $609912.00     | 0.00%             | 2050-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                          | PROSUS NV 3.68% 01/21/2030 144A                                                                         | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    1014000 | PA      | $973440.00     | 0.00%             | 2030-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                        | GEOPARK LTD 5.5% 01/17/2027 144A                                                                        | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     994000 | PA      | $945542.50     | 0.00%             | 2027-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 2.699%/VAR 01/22/2031                                                                    | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7596000 | PA      | $7136468.51    | 0.03%             | 2031-01-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                              | VICI PROPERTIES LP / VICI NOTE CO INC 4.125% 08/15/2030 144A                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2269000 | PA      | $2201291.32    | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC             | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A           | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1858000 | PA      | $1844004.24    | 0.01%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 3% 01/30/2030                                                                      | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1569000 | PA      | $1414453.50    | 0.01%             | 2030-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                            | SAUDI ARABIA KINGDOM OF 3.75% 01/21/2055 144A                                                           | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     915000 | PA      | $667492.50     | 0.00%             | 2055-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB                                                | SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.624%/VAR PERP REGS                                                | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | EP               | CORP              | SE        |     385000 | PA      | $322202.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                       | NAVIENT CORP 5% 03/15/2027                                                                              | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     595000 | PA      | $594474.02     | 0.00%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                 | DOMINICAN REPUBLIC 4.5% 01/30/2030 144A                                                                 | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1116000 | PA      | $1084891.50    | 0.00%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                                | CSN ISLANDS XI CORP 6.75% 01/28/2028 144A                                                               | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     712000 | PA      | $633680.00     | 0.00%             | 2028-01-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                                | SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2055                                                              | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | LON              | CORP              | US        |      31000 | PA      | $0.00          | 0.00%             | 2055-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CAMPOSOL SA RGS                                                                    | CAMPOSOL SA 6% 02/03/2027 144A                                                                          | CUSIP: 134638AE5<br>LEI: 5493008B0STMH3JFSW17 | Long             | DBT              | CORP              | PE        |     558000 | PA      | $549105.48     | 0.00%             | 2027-02-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GABONESE REPUBLIC                                                                  | GABONESE REPUBLIC 6.625% 02/06/2031 144A                                                                | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     642000 | PA      | $483105.00     | 0.00%             | 2031-02-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-UVIL                                                                     | CSMC 2019-UVIL A 3.1595% 12/15/2041 144A                                                                | CUSIP: 12656DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $141825.54     | 0.00%             | 2041-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                             | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1059000 | PA      | $1009621.27    | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                              | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                            | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    1159000 | PA      | $1130354.62    | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST                                        | APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A                                      | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      83613 | PA      | $82767.27      | 0.00%             | 2040-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST                                        | APOLLO AVIATION SECURITIZATION EQUITY TRUST 4.335% 01/16/2040 144A                                      | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      54382 | PA      | $52408.52      | 0.00%             | 2040-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                                          | SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A                                                        | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     490672 | PA      | $475796.31     | 0.00%             | 2040-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                                          | SAPPHIRE AVIATION FINANCE 4.335% 03/15/2040 144A                                                        | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     123091 | PA      | $120083.74     | 0.00%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                             | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                               | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |   10415780 | PA      | $10007793.94   | 0.04%             | 2026-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 3.5% 09/01/2030                                                                                 | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   45726000 | PA      | $44014247.19   | 0.19%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                  | POST HLDGS INC 4.625% 04/15/2030 144A                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1283000 | PA      | $1249660.48    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 3% 12/01/2030#ZS8591                                                                          | CUSIP: 3132A9RL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      76186 | PA      | $74760.08      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 3% 02/20/2050#BS8922                                                                            | CUSIP: 3617MK4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     310667 | PA      | $280714.58     | 0.00%             | 2050-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 3.5% 02/20/2050#MA6475                                                                          | CUSIP: 36179VFQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      45111 | PA      | $42031.12      | 0.00%             | 2050-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 03/01/2050#SD8049                                                                        | CUSIP: 3132DV5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6521304 | PA      | $5625559.47    | 0.02%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 03/01/2050#MA3964                                                                        | CUSIP: 31418DMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11111087 | PA      | $9584905.14    | 0.04%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 02/35#BO9279                                                                             | CUSIP: 3140K5JZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89130 | PA      | $85064.46      | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 3% 03/20/2050#MA6541                                                                            | CUSIP: 36179VHS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1697241 | PA      | $1536256.92    | 0.01%             | 2050-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2020-GC46                                                    | CITIGROUP COML MTG TR 2020-GC46 2.614% 02/15/2053                                                       | CUSIP: 17328RBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     940433 | PA      | $914408.63     | 0.00%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2020-C55                                                   | WELLS FARGO COML MTG TR 2020-C55 2.651% 02/15/2053                                                      | CUSIP: 95002EAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |     701146 | PA      | $682898.90     | 0.00%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                              | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 5.25% 05/15/2027                                  | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1722000 | PA      | $1699870.23    | 0.01%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2020-VIVA                                             | BX COMMERCIAL MORTGAGE TRUST 2020-VIVA E 3.54875% 03/09/2044 144A                                       | CUSIP: 12433XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1146000 | PA      | $1038319.78    | 0.00%             | 2044-03-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                   | EXXON MOBIL CORP 3.482% 03/19/2030                                                                      | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2903000 | PA      | $2848399.59    | 0.01%             | 2030-03-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030                                                           | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6455000 | PA      | $6370500.50    | 0.03%             | 2030-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  115488000 | PA      | $117017159.28  | 0.51%             | 2031-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                | ALEXANDRIA REAL EST EQUITS INC 4.9% 12/15/2030                                                          | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     616000 | PA      | $625733.87     | 0.00%             | 2030-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031                                                            | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   84338000 | PA      | $85257129.02   | 0.37%             | 2031-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                      | LOWES COS INC 4.5% 04/15/2030                                                                           | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      86000 | PA      | $87136.55      | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.412%/VAR 03/31/2031                                                                     | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   59403000 | PA      | $59594802.19   | 0.26%             | 2031-03-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                     | MCDONALDS CORP 4.2% 04/01/2050                                                                          | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1792000 | PA      | $1475507.05    | 0.01%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                     | MCDONALDS CORP 3.5% 07/01/2027                                                                          | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     139000 | PA      | $138036.76     | 0.00%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                             | OREILLY AUTOMOTIVE INC 4.2% 04/01/2030                                                                  | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     188000 | PA      | $187780.60     | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 3.625% 04/01/2027                                                                       | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     141000 | PA      | $140022.65     | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                       | AUTOZONE INC 4% 04/15/2030                                                                              | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    4169000 | PA      | $4135802.96    | 0.02%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 3.622%/VAR 04/01/2031                                                                    | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   77289000 | PA      | $75360155.62   | 0.33%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 4.194%/VAR 04/01/2031 144A                                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   40329000 | PA      | $40044978.58   | 0.17%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                         | SYSCO CORP 5.95% 04/01/2030                                                                             | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     948000 | PA      | $1005438.29    | 0.00%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                         | SYSCO CORP 6.6% 04/01/2050                                                                              | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     530000 | PA      | $588604.83     | 0.00%             | 2050-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                                                  | TJX COMPANIES INC NEW 3.875% 04/15/2030                                                                 | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3980.65       | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                        | EXELON CORP 4.05% 04/15/2030                                                                            | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   12924000 | PA      | $12824078.22   | 0.06%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 4.906% 04/02/2030                                                                      | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   47811000 | PA      | $48966968.62   | 0.21%             | 2030-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 4.7% 04/02/2027                                                                        | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2539000 | PA      | $2554284.22    | 0.01%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 5.282% 04/02/2050                                                                      | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1336000 | PA      | $1224469.41    | 0.01%             | 2050-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                        | VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030                                                            | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    6555000 | PA      | $6662367.23    | 0.03%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 04/01/2050#RA2457                                                                          | CUSIP: 3133KHWS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     241127 | PA      | $218282.40     | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                              | INDONESIA REPUBLIC OF 4.2% 10/15/2050                                                                   | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    8500000 | PA      | $7055000.00    | 0.03%             | 2050-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                              | INDONESIA REPUBLIC OF 3.85% 10/15/2030                                                                  | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     637000 | PA      | $626051.56     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                                           | QATAR ST 4.4% 04/16/2050 144A                                                                           | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     850000 | PA      | $769182.00     | 0.00%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 3.6% 05/01/2030                                                                            | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   31212000 | PA      | $30357289.03   | 0.13%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                               | EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A                                                             | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    1169000 | PA      | $964278.88     | 0.00%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 05/01/2040#MA4016                                                                        | CUSIP: 31418DPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62737 | PA      | $57251.97      | 0.00%             | 2040-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                                                   | PETRONAS CAP LTD 3.5% 04/21/2030 144A                                                                   | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     643000 | PA      | $627625.87     | 0.00%             | 2030-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                            | SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A                                                            | CUSIP: 80413TAU3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1701000 | PA      | $1405008.99    | 0.01%             | 2060-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                            | SAUDI ARABIA KINGDOM OF 3.25% 10/22/2030 144A                                                           | CUSIP: 80413TAT6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    2500000 | PA      | $2389275.00    | 0.01%             | 2030-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                  | PERU REPUBLIC OF 2.783% 01/23/2031                                                                      | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1160000 | PA      | $1076480.00    | 0.00%             | 2031-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                  | GUATEMALA REP OF 5.375% 04/24/2032 144A                                                                 | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      55000 | PA      | $55192.50      | 0.00%             | 2032-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 2.592%/VAR 04/29/2031                                                       | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   90886000 | PA      | $84975922.45   | 0.37%             | 2031-04-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                       | ENTEGRIS INC 4.375% 04/15/2028 144A                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297086.25     | 0.00%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                               | PARAGUAY REPUBLIC OF 4.95% 04/28/2031 144A                                                              | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     740000 | PA      | $745920.00     | 0.00%             | 2031-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                            | PHILIPPINES REPUBLIC OF 2.95% 05/05/2045                                                                | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     350000 | PA      | $249200.00     | 0.00%             | 2045-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.93% 05/01/2060                                                                              | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   16129000 | PA      | $16012404.27   | 0.07%             | 2060-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.15% 05/01/2030                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   24974000 | PA      | $25740214.06   | 0.11%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.705% 05/01/2040                                                                             | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1232807.00    | 0.01%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.805% 05/01/2050                                                                             | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2265564.23    | 0.01%             | 2050-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 4.25% 12/15/2027                                                                           | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1111000 | PA      | $1097352.14    | 0.00%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                               | BOSTON PROPERTIES LP 3.25% 01/30/2031                                                                   | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    5966000 | PA      | $5591538.76    | 0.02%             | 2031-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2020-VIVA                                             | BX COML MTG TR 2020-VIVA CSTR 03/09/2044 144A                                                           | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3550000 | PA      | $3315753.61    | 0.01%             | 2044-03-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                  | CHILE REPUBLIC OF 2.45% 01/31/2031                                                                      | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    2529000 | PA      | $2310241.50    | 0.01%             | 2031-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 3.375% 02/15/2030                                                                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   27934000 | PA      | $25651286.59   | 0.11%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4251000 | PA      | $4013484.73    | 0.02%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 3.65% 05/11/2027                                                                   | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5794000 | PA      | $5762067.88    | 0.03%             | 2027-05-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                   | AMERICAN INTERNATIONAL GRP INC 3.4% 06/30/2030                                                          | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2098910.95    | 0.01%             | 2030-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 4.625% 12/15/2029                                                                          | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   15578000 | PA      | $15059490.94   | 0.07%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                 | REALTY INCOME CORP 3.25% 01/15/2031                                                                     | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      92000 | PA      | $87513.70      | 0.00%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT              | INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT 5.45% 05/15/2030 144A             | CUSIP: 74445PAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    1645000 | PA      | $1695892.19    | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 3.5% 11/15/2030                                                                        | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   52667000 | PA      | $50520930.88   | 0.22%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                               | DUKE ENERGY CORP NEW 2.45% 06/01/2030                                                                   | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4913000 | PA      | $4556301.41    | 0.02%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 1.125% 05/15/2040                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10665000 | PA      | $6900171.71    | 0.03%             | 2040-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 3.95% 07/15/2030 144A                                                                          | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    9518000 | PA      | $9282755.87    | 0.04%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                 | AUTONATION INC DEL 4.75% 06/01/2030                                                                     | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     127000 | PA      | $128284.72     | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 3.073%/VAR 05/22/2028                                                                 | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6145000 | PA      | $6057017.73    | 0.03%             | 2028-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                             | FIVE CORNERS FND TR II 2.85% 05/15/2030 144A                                                            | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11135000 | PA      | $10496941.90   | 0.05%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                         | DAVITA INC 4.625% 06/01/2030 144A                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    3037000 | PA      | $2945700.79    | 0.01%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                          | EGYPT (ARAB) REPUBLIC OF 7.625% 05/29/2032 144A                                                         | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     515000 | PA      | $526845.00     | 0.00%             | 2032-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                  | TENCENT HLDGS LTD 2.39% 06/03/2030 144A                                                                 | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     850000 | PA      | $794639.50     | 0.00%             | 2030-06-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                           | VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A                                                             | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     933000 | PA      | $825726.93     | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 3.125% 04/15/2031                                                                  | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     808000 | PA      | $701142.00     | 0.00%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                   | CSC HOLDINGS LLC 4.125% 12/01/2030 144A                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $1257635.75    | 0.01%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                   | CSC HOLDINGS LLC 4.625% 12/01/2030 144A                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $598206.99     | 0.00%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                     | BRAZIL FEDERATIVE REPUBLIC OF 3.875% 06/12/2030                                                         | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1134000 | PA      | $1085238.00    | 0.00%             | 2030-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                             | UNITED PLANET FITNESS TERM B 1LN 12/30/2026                                                             | CUSIP: 91132UAK9<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |     519531 | PA      | $501347.65     | 0.00%             | 2026-12-30      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                   | BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030                                                       | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   33570000 | PA      | $33131405.94   | 0.14%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                               | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2094577.19    | 0.01%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                         | VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |    1100000 | PA      | $1253792.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A                                                             | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     170000 | PA      | $160650.00     | 0.00%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 06/01/2050#SD7518                                                                          | CUSIP: 3132DVK79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     393270 | PA      | $356010.49     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 02/01/2050#CA5122                                                                          | CUSIP: 3140QCVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     234341 | PA      | $212212.02     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                      | PG and E CORP 5% 07/01/2028                                                                             | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     401000 | PA      | $398075.87     | 0.00%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                      | PG and E CORP 5.25% 07/01/2030                                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    4790000 | PA      | $4744422.19    | 0.02%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 07/01/2050#RA2958                                                                          | CUSIP: 3133KJJB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     485524 | PA      | $403725.07     | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 2.645%/VAR 06/24/2031                                                                      | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10233000 | PA      | $9472140.12    | 0.04%             | 2031-06-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                   | VIRGIN MEDIA SECD FIN PLC 4.5% 08/15/2030 144A                                                          | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    2036000 | PA      | $1898335.45    | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 07/01/2050#CA6312                                                                          | CUSIP: 3140QEAN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     371301 | PA      | $335891.10     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 06/01/2050#MA4047                                                                          | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     939790 | PA      | $773822.93     | 0.00%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 06/01/2050#RA2677                                                                          | CUSIP: 3133KH6N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     544363 | PA      | $452651.55     | 0.00%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3.5% 02/01/2035#CA5291                                                                        | CUSIP: 3140QC2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     253672 | PA      | $249426.97     | 0.00%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                                | MESQUITE ENERGY INC                                                                                     | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |       3883 | NS      | $795668.60     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VTR FINANCE BV                                                                     | VTR FINANCE BV 6.375% 07/15/2028 144A                                                                   | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |    3252000 | PA      | $3193073.76    | 0.01%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                                             | VTR COMUNICACIONES SPA 5.125% 01/15/2028 144A                                                           | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |     949000 | PA      | $920349.69     | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 07/01/2050#RA2976                                                                        | CUSIP: 3133KJJV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     500984 | PA      | $435457.99     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 05/50#FM3269                                                                               | CUSIP: 3140X6T35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66646 | PA      | $60352.47      | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                  | TENCENT HLDGS LTD 1.81% 01/26/2026 144A                                                                 | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     350000 | PA      | $348635.00     | 0.00%             | 2026-01-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                            | SSE PLC 3.74%/VAR PERP REGS                                                                             | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |     100000 | PA      | $131993.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 5.882%/VAR 07/08/2031                                                    | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5194842.25    | 0.02%             | 2031-07-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                           | TK ELEVATOR US NEWCO INC 5.25% 07/15/2027 144A                                                          | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2869798.39    | 0.01%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                            | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2243000 | PA      | $2066322.25    | 0.01%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                       | SBA TOWER TR 1.884% 07/15/2050 144A                                                                     | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     403000 | PA      | $401451.96     | 0.00%             | 2050-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                       | SBA TOWER TR 2.328% 07/15/2052 144A                                                                     | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     308000 | PA      | $295522.52     | 0.00%             | 2052-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 07/01/2050#CA6399                                                                        | CUSIP: 3140QEDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3508129 | PA      | $3049286.32    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 07/01/2050#CA6416                                                                          | CUSIP: 3140QEDW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1083048 | PA      | $979761.29     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2020-C7                                                               | BBCMS MTG TR 2020-C7 B 3.152% 04/15/2053                                                                | CUSIP: 05492VAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1775000 | PA      | $1566009.90    | 0.01%             | 2053-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2020-C7                                                               | BBCMS MTG TR 2020-C7 CSTR 04/15/2053                                                                    | CUSIP: 05492VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     304000 | PA      | $260338.27     | 0.00%             | 2053-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIONES S A ESP                                                | COLOMBIA TELECOMUNICACINES SA 4.95% 07/17/2030 144A                                                     | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |    1411000 | PA      | $1279791.11    | 0.01%             | 2030-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                               | ROMANIA REPUBLIC OF 4% 02/14/2051 144A                                                                  | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     600000 | PA      | $410778.00     | 0.00%             | 2051-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PTT TREASURY CENTER CO LTD                                                         | PTT TREASURY CENTER CO LTD 3.7% 07/16/2070 144A                                                         | CUSIP: 74446T2C6<br>LEI: 254900FBQLIN5XACCX50 | Long             | DBT              | CORP              | TH        |    1089000 | PA      | $766459.98     | 0.00%             | 2070-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                               | OLEODUCTO CENTRAL SA 4% 07/14/2027 144A                                                                 | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     730000 | PA      | $717451.30     | 0.00%             | 2027-07-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2020-VIV2                                                           | BX COML MTG TR 2020-VIV2 3.66045% 03/09/2044 144A                                                       | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28186000 | PA      | $26472153.09   | 0.12%             | 2044-03-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 08/01/2050#MA4100                                                                          | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71182 | PA      | $58544.26      | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 07/01/2050#SD8079                                                                          | CUSIP: 3132DV6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     173475 | PA      | $142676.60     | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                          | CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029                                                             | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    3177000 | PA      | $2995817.60    | 0.01%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                  | CIGNA GROUP (THE) 3.05% 10/15/2027                                                                      | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147571.95     | 0.00%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                        | TENGIZCHEVROIL FIN CO IN 3.25% 08/15/2030 144A                                                          | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     649000 | PA      | $598905.31     | 0.00%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 08/01/2050#RA3206                                                                          | CUSIP: 3133KJR38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23067 | PA      | $19180.83      | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                                | MESQUITE ENERGY INC 7.25% PERP                                                                          | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EP               | CORP              | US        |     269000 | PA      | $26.90         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GRAHAM PACKAGING CO INC                                                            | GRAHAM PACKAGING CO INC 7.125% 08/15/2028 144A                                                          | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     461000 | PA      | $459950.44     | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                | CALPINE CORPORATION 4.625% 02/01/2029 144A                                                              | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     450000 | PA      | $446690.75     | 0.00%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 08/01/2040#MA4093                                                                          | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8550966 | PA      | $7575978.95    | 0.03%             | 2040-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                          | PROSUS NV 4.027% 08/03/2050 144A                                                                        | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    1020000 | PA      | $719100.00     | 0.00%             | 2050-08-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                                 | LEVIATHAN BOND LTD 6.5% 06/30/2027 144A REGS                                                            | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    1005000 | PA      | $1010025.00    | 0.00%             | 2027-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                                 | LEVIATHAN BOND LTD 6.75% 06/30/2030 144A REGS                                                           | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     335000 | PA      | $339530.88     | 0.00%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                   | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $2099178.77    | 0.01%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                          | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    1967000 | PA      | $1755449.35    | 0.01%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                             | HARVEST MIDSTREAM I LP 7.5% 09/01/2028 144A                                                             | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1602383.86    | 0.01%             | 2028-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                         | DAVITA INC 3.75% 02/15/2031 144A                                                                        | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     747000 | PA      | $692698.85     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     752000 | PA      | $677070.72     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2020-HR8                                            | MORGAN STANLEY CAPITAL I TRUST 2020-HR8 B 2.704% 07/15/2053                                             | CUSIP: 61692BCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270000 | PA      | $234476.99     | 0.00%             | 2053-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 2.65% 08/15/2030                                                                                | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   33444000 | PA      | $30963200.67   | 0.14%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION CORP                                                          | GAINWELL TERM B 1LN 10/01/2027                                                                          | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     488843 | PA      | $483343.88     | 0.00%             | 2027-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 10/01/2050#MA4158                                                                          | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3059124 | PA      | $2513147.32    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC             | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A             | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1599000 | PA      | $1532997.76    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                               | LXP INDUSTRIAL TRUST 2.7% 09/15/2030                                                                    | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2379799.67    | 0.01%             | 2030-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                              | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1023575.81    | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                          | PIKE CORP 5.5% 09/01/2028 144A                                                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     920000 | PA      | $917700.00     | 0.00%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                              | BERMUDA GOVERNMENT OF 2.375% 08/20/2030 144A                                                            | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    1060000 | PA      | $964600.00     | 0.00%             | 2030-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                              | BERMUDA GOVERNMENT OF 3.375% 08/20/2050 144A                                                            | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      71000 | PA      | $49984.00      | 0.00%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                            | KITE RLTY GROUP TRUST 4.75% 09/15/2030                                                                  | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     318000 | PA      | $321165.12     | 0.00%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DBJPM 2020-C9                                                                      | DBJPM 2020-C9 1.926% 08/15/2053                                                                         | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2025000 | PA      | $1813567.32    | 0.01%             | 2053-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                                | ECUADOR REPUBLIC OF STEP 07/31/2035 144A                                                                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    1933000 | PA      | $1650782.00    | 0.01%             | 2035-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                                | ECUADOR REPUBLIC OF STEP 07/31/2030 144A                                                                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    1640806 | PA      | $1595683.84    | 0.01%             | 2030-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                              | TENET HEALTHCARE CORP 6.125% 10/01/2028                                                                 | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2828000 | PA      | $2840245.24    | 0.01%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS                                    | EMIRATE OF DUBAI GOVT INTL BONDS 3.9% 09/09/2050 REGS                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |    1820000 | PA      | $1403675.00    | 0.01%             | 2050-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                              | ARGENTINA REPUBLIC OF STEP 07/09/2030                                                                   | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    9417271 | PA      | $7788083.28    | 0.03%             | 2030-07-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                              | ARGENTINA REPUBLIC OF 1% 07/09/2029                                                                     | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1384661 | PA      | $1207424.22    | 0.01%             | 2029-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                              | ARGENTINA REPUBLIC OF STEP 01/09/2038                                                                   | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3228000 | PA      | $2408088.00    | 0.01%             | 2038-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                              | ARGENTINA REPUBLIC OF STEP 07/09/2041                                                                   | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1807000 | PA      | $1204365.50    | 0.01%             | 2041-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                              | ARGENTINA REPUBLIC OF STEP 07/09/2035                                                                   | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    9172239 | PA      | $6522608.46    | 0.03%             | 2035-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2020-VIV3 B                                                               | BX TRUST 2020-VIV3 B 3.543% 03/09/2044 144A                                                             | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8328000 | PA      | $7882828.43    | 0.03%             | 2044-03-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                      | AIA GROUP LTD 3.2% 09/16/2040 144A                                                                      | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     625000 | PA      | $498534.80     | 0.00%             | 2040-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                | SUZANO AUSTRIA GMBH 3.75% 01/15/2031                                                                    | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     570000 | PA      | $535509.30     | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                         | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                                             | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298098.20     | 0.00%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                         | VMED O2 UK FINANCING I PLC 4.25% 01/31/2031 144A                                                        | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1467000 | PA      | $1340582.45    | 0.01%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 09/01/2050#SD8090                                                                          | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36419469 | PA      | $29953654.93   | 0.13%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 11/01/2047#ZM4743                                                                          | CUSIP: 3131XYHU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     466698 | PA      | $423503.09     | 0.00%             | 2047-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 01/01/2048#ZM5409                                                                          | CUSIP: 3131Y0AJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8576 | PA      | $7792.59       | 0.00%             | 2048-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 11/01/2047#ZM4820                                                                          | CUSIP: 3131XYK99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     184174 | PA      | $168048.53     | 0.00%             | 2047-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 10/01/2050#SD8098                                                                          | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1922958 | PA      | $1579758.78    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DBJPM 2020-C9                                                                      | DBJPM 2020-C9 AM 2.34% 08/15/2053                                                                       | CUSIP: 233063AZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $353547.08     | 0.00%             | 2053-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DBJPM 2020-C9                                                                      | DBJPM 2020-C9 2.567% 08/15/2053                                                                         | CUSIP: 233063BC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     749000 | PA      | $637950.56     | 0.00%             | 2053-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                    | CORNERSTONE BUILDING BRANDS INC 6.125% 01/15/2029 144A                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     825000 | PA      | $412757.83     | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                          | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     821000 | PA      | $804823.67     | 0.00%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                          | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     520000 | PA      | $512011.81     | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                               | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                       | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     948000 | PA      | $903336.69     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                      | METHANEX CORP 5.125% 10/15/2027                                                                         | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    2881000 | PA      | $2889110.02    | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                           | DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A                                                         | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $4767058.33    | 0.02%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                 | DOMINICAN REPUBLIC 4.875% 09/23/2032 144A                                                               | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2065000 | PA      | $1968652.26    | 0.01%             | 2032-09-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 11/01/2040#                                                                                | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4343800 | PA      | $3840532.50    | 0.02%             | 2040-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 06/01/2049#FM4216                                                                        | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1993502 | PA      | $1871663.30    | 0.01%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                         | CARVANA CO 5.875% 10/01/2028 144A                                                                       | CUSIP: 146869AD4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     650000 | PA      | $638625.00     | 0.00%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                 | PANAMA REPUBLIC OF 2.252% 09/29/2032                                                                    | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     630000 | PA      | $515340.00     | 0.00%             | 2032-09-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                      | FRESNILLO PLC 4.25% 10/02/2050 144A                                                                     | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $552797.00     | 0.00%             | 2050-10-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                      | DISH DBS CORP 7.375% 07/01/2028                                                                         | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     874000 | PA      | $814742.54     | 0.00%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                       | WP CAREY INC 2.4% 02/01/2031                                                                            | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    3912000 | PA      | $3521580.95    | 0.02%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                         | KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A                                                        | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     885000 | PA      | $799270.05     | 0.00%             | 2033-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                     | OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031                                                        | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    3721000 | PA      | $3473900.37    | 0.02%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                    | ANTOFAGASTA PLC 2.375% 10/14/2030 144A                                                                  | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    1120000 | PA      | $1014440.00    | 0.00%             | 2030-10-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 3% 10/20/2050#MA6932                                                                            | CUSIP: 36179VVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10173 | PA      | $9201.35       | 0.00%             | 2050-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                          | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                          | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    2711000 | PA      | $2515130.25    | 0.01%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                              | ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A                                              | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    1736000 | PA      | $1471260.00    | 0.01%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                 | VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A                                                | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1569000 | PA      | $1350039.30    | 0.01%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                 | VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A                                               | CUSIP: 92858TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $65729.14      | 0.00%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   49000000 | PA      | $43693300.00   | 0.19%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.95% 01/28/2060                                                                    | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   11590000 | PA      | $9362517.90    | 0.04%             | 2060-01-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 5.95% 01/28/2031                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   71475000 | PA      | $68906188.50   | 0.30%             | 2031-01-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCION HOLDINGS LLC                                                             | ANGUS CHEMICAL TERM 2LN 11/24/2028                                                                      | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |     110000 | PA      | $99000.00      | 0.00%             | 2028-11-24      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| ADVANCION HOLDINGS LLC                                                             | ANGUS CHEMICAL TERM B 1LN 11/24/2027                                                                    | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    3459198 | PA      | $3244728.18    | 0.01%             | 2027-11-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                   | GALAXY PIPELINE ASSETS BIDCO LTD 2.625% 03/31/2036 144A                                                 | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    2550000 | PA      | $2244000.00    | 0.01%             | 2036-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                      | SMYRNA READY MIX CONCRETE LLC 6% 11/01/2028 144A                                                        | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1418193.66    | 0.01%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                     | PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028                                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     212000 | PA      | $209713.11     | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRAVIS PERKINS PLC                                                                 | TRAVIS PERKINS PLC 3.75% 02/17/2026 REGS                                                                | CUSIP: N/A<br>LEI: 2138001I27OUBAF22K83       | Long             | DBT              | CORP              | GB        |     197000 | PA      | $256697.00     | 0.00%             | 2026-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                    | CHEMOURS CO/THE 5.75% 11/15/2028 144A                                                                   | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    1802000 | PA      | $1748927.86    | 0.01%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2% 12/01/2035#MA4206                                                                          | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1969869 | PA      | $1835605.59    | 0.01%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A                                                       | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   30498000 | PA      | $30472241.08   | 0.13%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                  | STORE CAPITAL LLC 2.75% 11/18/2030                                                                      | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    5283000 | PA      | $4821586.21    | 0.02%             | 2030-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 3.771% 05/24/2061                                                          | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     380000 | PA      | $237690.00     | 0.00%             | 2061-05-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 2.659% 05/24/2031                                                          | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     506000 | PA      | $451352.00     | 0.00%             | 2031-05-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2020-420K                                                    | CITIGROUP COMMERCIAL MORTGAGE TRUST 2020- 420K E CSTR 11/10/2042 144A                                   | CUSIP: 17328QAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1025000 | PA      | $891731.45     | 0.00%             | 2042-11-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                     | NRG ENERGY INC 3.375% 02/15/2029 144A                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1044282.13    | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                     | NRG ENERGY INC 3.625% 02/15/2031 144A                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     755000 | PA      | $706566.07     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2% 11/20/2050#MA6994                                                                            | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5680888 | PA      | $4741246.71    | 0.02%             | 2050-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2% 10/20/2050#MA6930                                                                            | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17973128 | PA      | $14996932.34   | 0.07%             | 2050-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                          | SAUDI ARABIAN OIL COMPANY 2.25% 11/24/2030 144A                                                         | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    2745000 | PA      | $2479983.98    | 0.01%             | 2030-11-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUXEMBOURG II SARL                                                   | TIERRA MOJADA LUXEMBOURG II SARL 5.75% 12/01/2040 144A                                                  | CUSIP: 30260LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     614517 | PA      | $607087.82     | 0.00%             | 2040-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                          | SAUDI ARABIAN OIL COMPANY 3.25% 11/24/2050 144A                                                         | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1060000 | PA      | $718764.80     | 0.00%             | 2050-11-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                          | SAUDI ARABIAN OIL COMPANY 3.5% 11/24/2070 144A                                                          | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1059000 | PA      | $685522.47     | 0.00%             | 2070-11-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                   | MOBICO GROUP PLC 4.25%/VAR PERP REGS                                                                    | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EP               | CORP              | GB        |     515000 | PA      | $361099.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                               | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                                 | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     770000 | PA      | $772713.48     | 0.00%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                             | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                            | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1954000 | PA      | $1432569.43    | 0.01%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.3% 02/01/2032         | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6810000 | PA      | $5852420.57    | 0.03%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                             | UZBEKISTAN REPUBLIC OF 3.7% 11/25/2030 144A                                                             | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     300000 | PA      | $276352.50     | 0.00%             | 2030-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 12/01/2040#MA4204                                                                          | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14412 | PA      | $12733.92      | 0.00%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                 | LUMEN TECHNOLOGIES 4.5% 01/15/2029 144A                                                                 | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     200000 | PA      | $185340.00     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                 | SERBIA REPUBLIC OF 2.125% 12/01/2030 144A                                                               | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1069000 | PA      | $932702.50     | 0.00%             | 2030-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                 | CNX RESOURCES CORP 6% 01/15/2029 144A                                                                   | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     321000 | PA      | $322204.71     | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                      | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1107159.76    | 0.00%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                            | PHILIPPINES REPUBLIC OF 2.65% 12/10/2045                                                                | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     800000 | PA      | $538000.00     | 0.00%             | 2045-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 11/01/2050#SD7530                                                                        | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     815615 | PA      | $708937.15     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2% 12/20/2050#MA7051                                                                            | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7818060 | PA      | $6519425.14    | 0.03%             | 2050-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                   | PUGET ENERGY INC 4.1% 06/15/2030                                                                        | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    2812000 | PA      | $2753858.55    | 0.01%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A                                                      | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   11855000 | PA      | $11839155.20   | 0.05%             | 2026-12-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                               | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     817000 | PA      | $730821.94     | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 01/01/2051#MA4237                                                                          | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4809021 | PA      | $3950732.03    | 0.02%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 4% 09/15/2030                                                                      | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     936000 | PA      | $878475.69     | 0.00%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| ENFRAGEN ENERGIA SUR SA                                                            | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                          | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    3869000 | PA      | $3593333.75    | 0.02%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 07/01/2050#MA4077                                                                          | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25823304 | PA      | $21238704.55   | 0.09%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                    | BANK 2020-BNK30 2.91823% 12/15/2053                                                                     | CUSIP: 06541UBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5208000 | PA      | $3907329.08    | 0.02%             | 2053-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 11/01/2050#SD8106                                                                          | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12733570 | PA      | $10460948.63   | 0.05%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                              | TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030                                                          | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5027000 | PA      | $4811056.82    | 0.02%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                              | TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050                                                          | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     542000 | PA      | $424787.24     | 0.00%             | 2050-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                              | GFL ENVIRONMENTAL INC 3.5% 09/01/2028 144A                                                              | CUSIP: 36168QAM6<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |     458000 | PA      | $449375.40     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 1.5% 11/01/2035#SB8073                                                                        | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     452262 | PA      | $411223.27     | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 1.5% 01/01/2036#SB8083                                                                        | CUSIP: 3132D56U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     801576 | PA      | $726586.26     | 0.00%             | 2036-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 12/01/2035#FM4701                                                                        | CUSIP: 3140X8GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54612 | PA      | $49503.26      | 0.00%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 12/01/2035#MA4205                                                                        | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1688987 | PA      | $1530977.54    | 0.01%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 1.5% 12/01/2035#SB8078                                                                        | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1606980 | PA      | $1456642.03    | 0.01%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                       | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A                         | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4722000 | PA      | $4706259.69    | 0.02%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 10YR 2.5% 02/01/2030#RD5018                                                                        | CUSIP: 3133LPSF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     136032 | PA      | $132883.75     | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B21 MTG TR                                                          | BENCHMARK 2020-B21 MTG TR 2.2543% 12/17/2053                                                            | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540000 | PA      | $473573.47     | 0.00%             | 2053-12-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 06/01/2050#CA5966                                                                        | CUSIP: 3140QDTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     234955 | PA      | $204591.06     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 2.6% 02/15/2033 144A                                                                       | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     156000 | PA      | $138683.91     | 0.00%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAS CAPITAL NO 1 LTD                                                               | CAS CAPITAL NO 1 LIMITED 4%/VAR PERP REGS                                                               | CUSIP: N/A<br>LEI: 254900REJZW5L9QRTD85       | Long             | EP               | CORP              | VG        |     900000 | PA      | $885783.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 3.75% 04/19/2071                                                           | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2050000 | PA      | $1231025.00    | 0.01%             | 2071-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 02/01/2041#                                                                                | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15421 | PA      | $13609.03      | 0.00%             | 2041-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1                                                                       | BX 2021-MFM1 G TSFR1M+401.448 01/15/2034 144A                                                           | CUSIP: 05608VAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $698906.24     | 0.00%             | 2034-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1                                                                       | BX 2021-MFM1 TSFR1M+311.448 01/15/2034 144A                                                             | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1695743 | PA      | $1694338.92    | 0.01%             | 2034-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                         | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A                                        | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     833000 | PA      | $801116.68     | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                             | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     800000 | PA      | $706819.94     | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 3.729%/VAR 01/14/2032                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2941806.54    | 0.01%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 02/01/2051#SD8128                                                                          | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5756894 | PA      | $4725835.64    | 0.02%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                 | DOMINICAN REPUBLIC 5.3% 01/21/2041 144A                                                                 | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     350000 | PA      | $313906.25     | 0.00%             | 2041-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                     | OMAN SULTANATE 6.25% 01/25/2031 144A                                                                    | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     775000 | PA      | $830350.50     | 0.00%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                     | OMAN SULTANATE 7% 01/25/2051 144A                                                                       | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     229000 | PA      | $262848.49     | 0.00%             | 2051-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                          | PIKE TERM B 1LN 01/21/2028                                                                              | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    1493893 | PA      | $1496223.33    | 0.01%             | 2028-01-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                                    | MARB BONDCO PLC 3.95% 01/29/2031 144A                                                                   | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    1465000 | PA      | $1314251.50    | 0.01%             | 2031-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                              | CPI PROPERTY GROUP SA 3.75%/VAR PERP REGS                                                               | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | EP               | CORP              | LU        |     415000 | PA      | $430226.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 5.875% 06/26/2031                                                                    | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     750000 | PA      | $750705.00     | 0.00%             | 2031-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 4.75% 01/26/2026                                                                     | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     403000 | PA      | $403201.50     | 0.00%             | 2026-01-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                         | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A                         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2721000 | PA      | $2582674.70    | 0.01%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                   | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2599000 | PA      | $2415206.78    | 0.01%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                  | CHILE REPUBLIC OF 3.1% 01/22/2061                                                                       | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1385000 | PA      | $887785.00     | 0.00%             | 2061-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                               | COMMERCIAL METALS CO 3.875% 02/15/2031                                                                  | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     221000 | PA      | $209059.86     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                                 | HOWARD HUGHES CORP 4.375% 02/01/2031 144A                                                               | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1394835.97    | 0.01%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1                                           | CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A                                         | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      32924 | PA      | $32699.21      | 0.00%             | 2046-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RVR DEALERSHIP HOLDINGS LLC                                                        | RV RETAILER TERM B 1LN 02/08/2028                                                                       | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2957599 | PA      | $2845033.04    | 0.01%             | 2028-02-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                               | PARAGUAY REPUBLIC OF 2.739% 01/29/2033 144A                                                             | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1050000 | PA      | $926100.00     | 0.00%             | 2033-01-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                       | US FOODS INC 4.75% 02/15/2029 144A                                                                      | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    1418000 | PA      | $1411395.52    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 03/01/2036#                                                                              | CUSIP: 31418DXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151445 | PA      | $137277.19     | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                       | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                      | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    6834000 | PA      | $6113965.66    | 0.03%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                            | SAUDI ARABIA KINGDOM OF 2.25% 02/02/2033 144A                                                           | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1521000 | PA      | $1309489.74    | 0.01%             | 2033-02-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                            | SAUDI ARABIA KINGDOM OF 3.45% 02/02/2061 144A                                                           | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1653000 | PA      | $1094087.64    | 0.00%             | 2061-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                        | ASURION TERM B9 1LN 07/31/2027                                                                          | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    2593652 | PA      | $2589449.86    | 0.01%             | 2027-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                        | ASURION TERM B3 2LN 01/31/2028                                                                          | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    2985000 | PA      | $2852555.55    | 0.01%             | 2028-01-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                                | REPUBLIC OF ARMENIA 3.6% 02/02/2031 144A                                                                | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     824000 | PA      | $747780.00     | 0.00%             | 2031-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                       | NAVIENT CORP 4.875% 03/15/2028                                                                          | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     230000 | PA      | $227092.09     | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCB TIER 1 SUKUK LTD                                                               | NCB TIER 1 SUKUK LTD 3.5%/VAR PERP REGS                                                                 | CUSIP: N/A<br>LEI: 549300DJLY2JZABDD193       | Long             | EP               | CORP              | KY        |     515000 | PA      | $504056.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2021-SAVE                                                  | WELLS FARGO COML MTG TR 2021-SAVE D TSFR1M+261.448 02/15/2040 144A                                      | CUSIP: 95003LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $599172.96     | 0.00%             | 2040-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                  | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                                     | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1492850.45    | 0.01%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                        | BX 2021-LBA FV TSFR1M+251.448 02/15/2028 144A                                                           | CUSIP: 05609BBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     310788 | PA      | $310406.19     | 0.00%             | 2036-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                        | BX 2021-LBA FJV TSFR1M+251.448 02/15/2028 144A                                                          | CUSIP: 05609BAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99877.07      | 0.00%             | 2036-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHITBREAD GROUP PLC                                                                | WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS                                                              | CUSIP: N/A<br>LEI: 2138006LIAYQKUCYBB20       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $128158.28     | 0.00%             | 2027-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 1.875% 02/15/2051                                                           | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9500000 | PA      | $5486250.00    | 0.02%             | 2051-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMERICA INC                                                | KLOECKNER PENTAPLAST TERM B 1LN 2/12/2026                                                               | CUSIP: 49865NAT7<br>LEI: 529900H8J1B7UA1CG794 | Long             | LON              | CORP              | US        |    1940647 | PA      | $886875.84     | 0.00%             | 2026-02-12      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                        | BX 2021-LBA TSFR1M+211.448 02/15/2036 144A                                                              | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $998770.80     | 0.00%             | 2036-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                        | BX 2021-LBA TSFR1M+211.45 02/15/2036 144A                                                               | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     723591 | PA      | $722701.50     | 0.00%             | 2036-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC                                      | SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A                         | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1018864 | PA      | $1019085.10    | 0.00%             | 2033-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG L LTD / MADISON PK FDG L LLC                                        | MADISON PK FDG L LTD / MADISON PK FDG L LLC A TSFR3M+140.161 04/19/2034 144A                            | CUSIP: 55821FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7200000 | PA      | $7204780.80    | 0.03%             | 2034-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                          | EGYPT (ARAB) REPUBLIC OF 7.5% 02/16/2061 144A                                                           | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1590000 | PA      | $1316424.60    | 0.01%             | 2061-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                                   | GUARA NORTE SARL 5.198% 06/15/2034 144A                                                                 | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    1039496 | PA      | $1008550.56    | 0.00%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                       | PERATON TERM B 1LN 02/01/2028                                                                           | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    9142593 | PA      | $8004705.45    | 0.03%             | 2028-02-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 03/01/2051#SD8134                                                                          | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9610213 | PA      | $7889025.74    | 0.03%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 02/01/2041#MA4269                                                                        | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     277208 | PA      | $251605.02     | 0.00%             | 2041-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRAILER WORLD CORP                                                        | AMERICAN TRAILER WORLD TERM B 1LN 3/3/2028                                                              | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |    3088015 | PA      | $2724463.31    | 0.01%             | 2028-03-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                   | GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 144A                                                  | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     564246 | PA      | $509102.54     | 0.00%             | 2034-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 02/01/2051#FM5997                                                                          | CUSIP: 3140X9UX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94923 | PA      | $78930.81      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HILTON USA TR 2016-HHV                                                             | HILTON USA TR 2016-HHV VAR 11/05/2038 144A                                                              | CUSIP: 43300LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $986404.20     | 0.00%             | 2038-11-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                       | INTERNET BRANDS TERM B 2LN 02/23/2029                                                                   | CUSIP: 55303BAD5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    3130000 | PA      | $2422964.30    | 0.01%             | 2029-02-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                                    | DIGICERT TERM B 2LN 02/19/2029                                                                          | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     735000 | PA      | $659662.50     | 0.00%             | 2029-02-19      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2% 02/20/2051#MA7192                                                                            | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8621788 | PA      | $7187964.88    | 0.03%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARES XLI CLO LTD / ARES XLI CLO LLC                                                | ARES XLI CLO LTD / ARES XLI CLO LLC AR2 TSFR3M+133.161 04/15/2034 144A                                  | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |    5656000 | PA      | $5660711.45    | 0.02%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                       | REALPAGE TERM B 1LN 4/24/2028                                                                           | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    1865420 | PA      | $1862453.84    | 0.01%             | 2028-04-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                               | CONSTANT CONTACT INC TERM B 2LN 02/12/2029                                                              | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |     152000 | PA      | $134103.52     | 0.00%             | 2029-02-12      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                             | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                            | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    1272000 | PA      | $1275856.70    | 0.01%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                                                     | NBK TIER 1 LTD 3.625%/VAR PERP 144A                                                                     | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | EP               | CORP              | AE        |     280000 | PA      | $274400.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                                                       | NATIONAL MENTOR TERM C 1LN 03/02/2028                                                                   | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |      52773 | PA      | $51862.93      | 0.00%             | 2028-03-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                                                       | NATIONAL MENTOR TERM B 1LN 03/02/2028                                                                   | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    1807284 | PA      | $1776108.60    | 0.01%             | 2028-03-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                                | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    1101000 | PA      | $1102056.96    | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                      | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                      | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1174000 | PA      | $1123524.69    | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                   | TRINET GROUP INC 3.5% 03/01/2029 144A                                                                   | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    1189000 | PA      | $1121936.36    | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                               | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                                 | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     627000 | PA      | $607286.68     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                    | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   15339714 | PA      | $12486527.12   | 0.05%             | 2028-03-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                       | SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030                                                            | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2431000 | PA      | $2445408.83    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                            | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    4622000 | PA      | $4226772.78    | 0.02%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 03/01/2041#MA4287                                                                          | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15802 | PA      | $13937.38      | 0.00%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXI LTD 2019-21A A                                                       | MAGNETITE XXI LTD 2019-21A A AR TSFR3M+128.161 04/20/2034 144A                                          | CUSIP: 55954PAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1238000 | PA      | $1238489.01    | 0.01%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC          | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A            | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1457000 | PA      | $1356087.60    | 0.01%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                  | KOSMOS ENERGY LTD 7.5% 03/01/2028 144A                                                                  | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     778000 | PA      | $536820.00     | 0.00%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                                    | NETWORK I2I LTD T5Y+NA PERP 144A                                                                        | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | EP               | CORP              | MU        |     400000 | PA      | $396750.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                         | TRONOX INC 4.625% 03/15/2029 144A                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2067040.64    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                  | CIGNA GROUP (THE) 2.375% 03/15/2031                                                                     | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $3289728.77    | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                      | CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A                                                          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    1426000 | PA      | $1328691.61    | 0.01%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                        | COMMONWEALTH BANK AUSTRALIA 2.688% 03/11/2031 144A                                                      | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1138000 | PA      | $1036890.63    | 0.00%             | 2031-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                                | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                                | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     705000 | PA      | $498573.77     | 0.00%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CONSTANT CONTACT INC                                                               | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                  | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    5106708 | PA      | $4878744.68    | 0.02%             | 2028-02-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AHLSTROM-MUNKSJO OYJ                                                               | AHLSTROM-MUNKSJO TERM 1LN 02/04/2028                                                                    | CUSIP: N/A<br>LEI: 213800F2MJ5Z2TAQ1726       | Long             | LON              | CORP              | FI        |     243210 | PA      | $242845.47     | 0.00%             | 2028-02-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                  | PERU REPUBLIC OF 3.3% 03/11/2041                                                                        | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     986000 | PA      | $770066.00     | 0.00%             | 2041-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                     | OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033                                                         | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   58354000 | PA      | $52029068.88   | 0.23%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                         | COPT DEFENSE PROPERTIES LP 2.75% 04/15/2031                                                             | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   36171000 | PA      | $32912879.45   | 0.14%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2021-1                                                             | BARINGS CLO LTD 2021-1 A TSFR3M+128.161 04/25/2034 144A                                                 | CUSIP: 06762EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1547000 | PA      | $1549352.99    | 0.01%             | 2034-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                        | ENERGEAN ISRAEL FINANCE LTD 5.375% 03/30/2028 144A REGS                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    1123000 | PA      | $1104407.61    | 0.00%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                        | ENERGEAN ISRAEL FINANCE LTD 5.875% 03/30/2031 144A REGS                                                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     325000 | PA      | $313983.77     | 0.00%             | 2031-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2051#BR5633                                                                          | CUSIP: 3140L4HK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1375873 | PA      | $1142783.27    | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                              | MINERVA LUXMBOURG SA 4.375% 03/18/2031 144A                                                             | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $92038.00      | 0.00%             | 2031-03-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                       | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                       | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     581000 | PA      | $560555.25     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                       | CHARLES RIVER LABS INTL INC 4% 03/15/2031 144A                                                          | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     124000 | PA      | $117301.42     | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                  | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     454334 | PA      | $455130.46     | 0.00%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                            | CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A                                                           | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1956237 | PA      | $1596795.11    | 0.01%             | 2061-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 1.5% 04/01/2051#SD8139                                                                        | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3394170 | PA      | $2636269.68    | 0.01%             | 2051-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARES LIX CLO LTD                                                                   | ARES LIX CLO LTD A TSFR3M+129.161 04/25/2034 144A                                                       | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1292000 | PA      | $1293173.14    | 0.01%             | 2034-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BW GAS and CONVENIENCE HLDGS LLC                                                   | BW GAS TERM B 1LN 3/31/2028                                                                             | CUSIP: 05604YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3746760 | PA      | $3734283.34    | 0.02%             | 2028-03-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 1.5% 12/01/2040#MA4202                                                                        | CUSIP: 31418DU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12540777 | PA      | $10741748.60   | 0.05%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                                             | VTR COMUNICACIONES SPA 4.375% 04/15/2029 144A                                                           | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |     150000 | PA      | $140484.00     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 2.55% 03/21/2031                                                             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   37592000 | PA      | $34394785.74   | 0.15%             | 2031-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                              | AHLSTROM HOLDING 3 OY 4.875% 02/04/2028 144A                                                            | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |     451000 | PA      | $438460.56     | 0.00%             | 2028-02-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                                 | SASOL FING USA LLC 4.375% 09/18/2026                                                                    | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     853000 | PA      | $847139.89     | 0.00%             | 2026-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                  | CBRE SERVICES INC 2.5% 04/01/2031                                                                       | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1051714.15    | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                            | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                              | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    1014000 | PA      | $990074.77     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                     | YUM BRANDS INC 4.625% 01/31/2032                                                                        | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    1766000 | PA      | $1738875.12    | 0.01%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                                 | SASOL FING USA LLC 5.5% 03/18/2031                                                                      | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     210000 | PA      | $178146.55     | 0.00%             | 2031-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                               | LIFE 2021-BMR MTG TR TSFR1M+151.448 03/15/2026 144A                                                     | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     224000 | PA      | $222204.12     | 0.00%             | 2038-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                               | LIFE 2021-BMR MTG TR 21-BMR E TSFR1M+186.448 6 03/15/2036 144A                                          | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195300 | PA      | $193365.84     | 0.00%             | 2038-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                               | LIFE 2021-BMR MTG TR TSFR1M+121.448 03/15/2036 144A                                                     | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24564 | PA      | $24444.44      | 0.00%             | 2038-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 0.75% 03/31/2026                                                                              | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3470000 | PA      | $3435679.55    | 0.02%             | 2026-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                                 | REDFIN CORP CONV 0.5% 04/01/2027                                                                        | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    4352000 | PA      | $4060416.00    | 0.02%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                    | CORNERSTONE BUILDING BRANDS TERM B 04/12/2028                                                           | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    4356332 | PA      | $3455790.73    | 0.02%             | 2028-04-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2% 08/35#MA4095                                                                               | CUSIP: 31418DRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1326847 | PA      | $1238898.98    | 0.01%             | 2035-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                           | MHC 2021 MHC G TSFR1M+331.544 9 04/15/2026 144A                                                         | CUSIP: 55316VAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2603236.47    | 0.01%             | 2038-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                           | PAKISTAN ISLAMIC REP OF 6% 04/08/2026 144A                                                              | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    1038000 | PA      | $1032810.00    | 0.00%             | 2026-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 02/01/2051#RA4527                                                                        | CUSIP: 3133KLA49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16966 | PA      | $14640.75      | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-MHC                                                                     | JPMCC 2021-MHC E TSFR1M+256.448 04/15/2038 144A                                                         | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1485000 | PA      | $1484998.81    | 0.01%             | 2038-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTERNATIONAL FINANCE LTD                                                  | OOREDOO INTL FIN LTD 2.625% 04/08/2031 144A                                                             | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |     575000 | PA      | $529963.13     | 0.00%             | 2031-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2% 04/51#MA7311                                                                                 | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     127689 | PA      | $106449.31     | 0.00%             | 2051-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                           | PAKISTAN ISLAMIC REP OF 7.375% 04/08/2031 144A                                                          | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    1349000 | PA      | $1324718.00    | 0.01%             | 2031-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TORY BURCH                                                                         | TORY BURCH TERM B 1LN 4/17/2028                                                                         | CUSIP: 89148GAF7<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |    2815669 | PA      | $2801139.84    | 0.01%             | 2028-04-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                 | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3784000 | PA      | $3168928.96    | 0.01%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| MHC COML MTG TR 2021-MHC                                                           | MHC COML MTG TR 2021-MHC A TSFR1M+91.544 096 04/15/2026 144A                                            | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     382518 | PA      | $382399.35     | 0.00%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 2.662% 04/25/2051 144A                                                     | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11635962 | PA      | $11081411.14   | 0.05%             | 2051-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                                | INVERSIONES CMPC SA 3% 04/06/2031 144A                                                                  | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     717000 | PA      | $634731.42     | 0.00%             | 2031-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 3.151% 04/25/2051 144A                                                     | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28839488 | PA      | $26533101.40   | 0.12%             | 2051-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                 | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     593000 | PA      | $577917.82     | 0.00%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 05/51#RA5117                                                                               | CUSIP: 3133KLVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36843463 | PA      | $30509618.52   | 0.13%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                            | GENM CAPITAL LABUAN LTD 3.882% 04/19/2031 144A                                                          | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    1035000 | PA      | $930812.55     | 0.00%             | 2031-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                                | MORTON TERM B 1LN 01/31/2029                                                                            | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1912847 | PA      | $1913803.70    | 0.01%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 04/01/2051#SD8140                                                                          | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1166394 | PA      | $956764.15     | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 05/01/2051#SD8146                                                                          | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9636689 | PA      | $7904736.72    | 0.03%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 03/01/2051#QC0161                                                                          | CUSIP: 3133AJFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      99456 | PA      | $82607.11      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                              | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                             | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     767000 | PA      | $767781.57     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GEORGIA REPUBLIC OF                                                                | GEORGIA REPUBLIC OF 2.75% 04/22/2026 144A                                                               | CUSIP: 37311PAB6<br>LEI: 254900MHQHBC58M2GR84 | Long             | DBT              | NUSS              | GE        |     735000 | PA      | $723515.63     | 0.00%             | 2026-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INVESTMENT ENERGY RESOURCES LTD                                                    | INVESTMENT ENERGY RESOURCES LTD 6.25% 04/26/2029 144A                                                   | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $995000.00     | 0.00%             | 2029-04-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 01/01/2051#MA4239                                                                          | CUSIP: 31418DV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     787899 | PA      | $707096.26     | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                       | ENTEGRIS INC 3.625% 05/01/2029 144A                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2122851.14    | 0.01%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 3.25% 04/22/2032                                                                   | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     620000 | PA      | $525760.00     | 0.00%             | 2032-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 4.5% 06/01/2033 144A                                                             | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1434000 | PA      | $1259777.89    | 0.01%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    1143000 | PA      | $1119394.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                              | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                       | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |    6541391 | PA      | $5806727.49    | 0.03%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                                                        | MEGLOBAL BV 2.625% 04/28/2028 144A                                                                      | CUSIP: 29441WAD7<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |     596000 | PA      | $570115.72     | 0.00%             | 2028-04-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METALSA S A DE C V                                                                 | METALSA S A DE C V 3.75% 05/04/2031 144A                                                                | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | MX        |     660000 | PA      | $565329.60     | 0.00%             | 2031-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                                       | STONEMOR INC 8.5% 05/15/2029 144A                                                                       | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2714620.79    | 0.01%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                                                   | PETRONAS CAP LTD 3.404% 04/28/2061 144A                                                                 | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    1157000 | PA      | $805225.72     | 0.00%             | 2061-04-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021                                         | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A                        | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1021000 | PA      | $1018998.84    | 0.00%             | 2031-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                                 | HERENS HOLDCO SARL 4.75% 05/15/2028 144A                                                                | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    2474000 | PA      | $2152331.76    | 0.01%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                   | TKC HOLDINGS INC 10.5% 05/15/2029 144A                                                                  | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1609000 | PA      | $1650043.98    | 0.01%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                   | CSC HOLDINGS LLC 4.5% 11/15/2031 144A                                                                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     895000 | PA      | $506020.02     | 0.00%             | 2031-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                        | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A                                        | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1112000 | PA      | $1090334.13    | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                   | TKC HOLDINGS INC 6.875% 05/15/2028 144A                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1681000 | PA      | $1693520.09    | 0.01%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                         | CLUB CAR TERM 1LN 06/01/2028                                                                            | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    1669749 | PA      | $1492572.36    | 0.01%             | 2028-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2% 09/20/2050#MA6864                                                                            | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14912861 | PA      | $12460196.80   | 0.05%             | 2050-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                       | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2458000 | PA      | $2042395.95    | 0.01%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                                     | TULLOW OIL PLC 10.25% 05/15/2026 144A                                                                   | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    2858000 | PA      | $2063990.44    | 0.01%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                                                                | CONAIR TERM B 1LN 05/17/2028                                                                            | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    2454295 | PA      | $1208740.14    | 0.01%             | 2028-05-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | UNIVISION TERM B 1LN 01/31/2029                                                                         | CUSIP: 914908BB3<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    3729538 | PA      | $3689930.70    | 0.02%             | 2029-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SAGICOR FINANCIAL CO LTD                                                           | SAGICOR FINANCIAL CO LTD 5.3% 05/13/2028 144A                                                           | CUSIP: 78669QAA8<br>LEI: 984500P7FADAA3A50B04 | Long             | DBT              | CORP              | BM        |     834000 | PA      | $828800.01     | 0.00%             | 2028-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                                                | ORBIA ADVANCE CORPORATION SAB DE CV 2.875% 05/11/2031 144A                                              | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     706000 | PA      | $574422.78     | 0.00%             | 2031-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                         | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1118600.00    | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                    | BANK 2021-BNK33 VAR 05/15/2064                                                                          | CUSIP: 06541CBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9566300 | PA      | $365696.69     | 0.00%             | 2064-05-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                              | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                                | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $1274009.17    | 0.01%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                                | HILTON GRAND VACATIONS TERM B 1LN 08/02/2028                                                            | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    2754030 | PA      | $2744859.04    | 0.01%             | 2028-08-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032                                                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2163000 | PA      | $1948578.13    | 0.01%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 06/01/2041#MA4364                                                                          | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16927 | PA      | $14897.48      | 0.00%             | 2041-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                 | VORNADO REALTY LP 2.15% 06/01/2026                                                                      | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     407000 | PA      | $401552.22     | 0.00%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MHC TR 2021-MHC2                                                                   | MHC TR 2021-MHC2 TSFR1M+251.448 05/15/2023 144A                                                         | CUSIP: 55293AAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2181600 | PA      | $2181598.25    | 0.01%             | 2038-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 1.5% 06/36#SB8106                                                                             | CUSIP: 3132D6AF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     161993 | PA      | $146686.28     | 0.00%             | 2036-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 04/01/2036#MA4302                                                                        | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5242966 | PA      | $4752470.93    | 0.02%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 05/36#MA4328                                                                             | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81479 | PA      | $73779.86      | 0.00%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                 | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 06/01/2029 144A                                                 | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1066000 | PA      | $1054423.77    | 0.00%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                          | BLOCK INC 3.5% 06/01/2031                                                                               | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    2458000 | PA      | $2305750.25    | 0.01%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                                                              | TENET HEALTHCARE CORP 4.25% 06/01/2029                                                                  | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     864000 | PA      | $846879.06     | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                                                        | ACADEMY SPORTS and OUTDOORS TERM B 1LN 11/5/2027                                                        | CUSIP: 00400YAK7<br>LEI: 549300BN53IR80C35Z14 | Long             | LON              | CORP              | US        |     102085 | PA      | $102084.58     | 0.00%             | 2027-11-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CWGS GROUP LLC                                                                     | CAMPING WORLD TERM B 1LN 06/03/2028                                                                     | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2243215 | PA      | $2185922.98    | 0.01%             | 2028-06-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                         | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 7.125% 06/01/2028 144A                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2719000 | PA      | $2734495.58    | 0.01%             | 2028-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE LTD                                                                  | CIMIC FINANCE LTD 1.5% 05/28/2029 REGS                                                                  | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |     745000 | PA      | $805513.76     | 0.00%             | 2029-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 4.5% 04/15/2050                                                                        | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     207000 | PA      | $174253.64     | 0.00%             | 2050-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 3.875% 04/15/2030                                                                      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   39925000 | PA      | $39327616.60   | 0.17%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 2.25% 11/15/2031                                                                       | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   27711000 | PA      | $24627687.92   | 0.11%             | 2031-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                       | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A                         | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     541000 | PA      | $542784.00     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                | INTESA SANPAOLO SPA 4.198%/VAR 06/01/2032 144A                                                          | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3523000 | PA      | $3359382.58    | 0.01%             | 2032-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                          | AMERICAN ROCK SALT TERM 1LN 6/9/2028                                                                    | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |     162038 | PA      | $123048.75     | 0.00%             | 2028-06-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                              | BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     850000 | PA      | $769246.06     | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 2.105%/VAR 11/28/2031 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    1185000 | PA      | $1537566.51    | 0.01%             | 2031-11-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 4.7%/VAR PERP                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |    1440000 | PA      | $1328464.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRITAX EUROBOX PLC                                                                 | TRITAX EUROBOX PLC 0.95% 06/02/2026 REGS                                                                | CUSIP: N/A<br>LEI: 213800HK59N7H979QU33       | Long             | DBT              | CORP              | GB        |     510000 | PA      | $586751.40     | 0.00%             | 2026-06-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 1.5% 03/01/2051#SD8133                                                                        | CUSIP: 3132DWBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1155477 | PA      | $897464.98     | 0.00%             | 2051-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 1.5% 04/01/2036#SB8097                                                                        | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     155622 | PA      | $141063.40     | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 05/01/2051#SD7540                                                                        | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3184673 | PA      | $2764155.17    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2% 05/01/2036#SB8512                                                                          | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     130619 | PA      | $121267.27     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2% 02/01/2036#SB8510                                                                          | CUSIP: 3132D6N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     136994 | PA      | $127185.34     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIDELIDADE CO DE SEGUROS SAPORTUGAL                                                | FIDELIDADE CO DE SEGUROS SAPORTUGAL 4.25%/VAR 09/04/2031 REGS                                           | CUSIP: N/A<br>LEI: 529900FNLE8ZOPUOT704       | Long             | DBT              | CORP              | PT        |     300000 | PA      | $350676.69     | 0.00%             | 2031-09-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 06/01/2051#SD8150                                                                          | CUSIP: 3132DWBT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58731 | PA      | $48175.41      | 0.00%             | 2051-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2.5% 06/20/2051#MA7418                                                                          | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     960347 | PA      | $833979.92     | 0.00%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2% 06/01/2036#BT0154                                                                          | CUSIP: 3140LNE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     118585 | PA      | $110390.81     | 0.00%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                    | BANK 2021-BNK33 2.893% 05/15/2064                                                                       | CUSIP: 06541CBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $432897.30     | 0.00%             | 2064-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                  | SOLERA TERM B 1LN 06/02/2028                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   11463835 | PA      | $10787698.38   | 0.05%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP LP / CARETRUST CAP CORP                                            | CTR PARTNERSHIP LP / CARETRUST CAP CORP 3.875% 06/30/2028 144A                                          | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1013000 | PA      | $985262.64     | 0.00%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                    | CEMEX SAB DE CV T5Y+NA PERP 144A                                                                        | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |    2060000 | PA      | $2051966.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                    | MADISON IAQ TERM B 1LN 06/21/2028                                                                       | CUSIP: N/A<br>LEI: 549300IXDNBXNHUPBU73       | Long             | LON              | CORP              | US        |    2556229 | PA      | $2564051.08    | 0.01%             | 2028-06-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 08/01/2050#SD7523                                                                        | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3175314 | PA      | $2761986.32    | 0.01%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                                                      | WESTERN ALLIANCE BANCORPORATN 3%/VAR 06/15/2031                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    2138000 | PA      | $2046023.24    | 0.01%             | 2031-06-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA FOOD CO                                                                    | JBS USA FOOD CO 3.625% 01/15/2032 144A                                                                  | CUSIP: 46592QAA7<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |     165000 | PA      | $150181.19     | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GROUPE SOLMAX INC                                                                  | SOLMAX TERM B 1LN 5/29/2028                                                                             | CUSIP: N/A<br>LEI: 549300UUEKZ3HF9FNI46       | Long             | LON              | CORP              | CA        |    1620732 | PA      | $1314834.97    | 0.01%             | 2028-05-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP                                    | LADDER CAP FIN HLDGS LLLP/CORP 4.75% 06/15/2029 144A                                                    | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     868000 | PA      | $855585.60     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                             | OCP SA 3.75% 06/23/2031 144A                                                                            | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1365000 | PA      | $1272435.94    | 0.01%             | 2031-06-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 11/01/2050#SD8108                                                                          | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     105271 | PA      | $94541.01      | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 03/01/2050#FM3663                                                                          | CUSIP: 3140X7B99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1328996 | PA      | $1282771.89    | 0.01%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                      | AIRCASTLE LTD 5.25%/VAR PERP 144A                                                                       | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | BM        |    1543000 | PA      | $1535659.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                                                               | GEORGIAN RAILWAY JSC 4% 06/17/2028 144A                                                                 | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |     356000 | PA      | $333009.52     | 0.00%             | 2028-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                             | OCP SA 5.125% 06/23/2051 144A                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     275000 | PA      | $227246.25     | 0.00%             | 2051-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                             | COMSTOCK RESOURCES INC 5.875% 01/15/2030 144A                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $1938339.41    | 0.01%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                      | LGI HOMES INC 4% 07/15/2029 144A                                                                        | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     608000 | PA      | $555645.36     | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| ROYAL CARIBBEAN CRUISES LTD                                                        | ROYAL CARIBBEAN CRUISES LTD 4.25% 07/01/2026 144A                                                       | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1171000 | PA      | $1170486.65    | 0.01%             | 2026-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GTC AURORA LUXEMBOURG SA                                                           | GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS                                                          | CUSIP: N/A<br>LEI: 549300UAWIR6P1PVC062       | Long             | DBT              | CORP              | LU        |    1225000 | PA      | $1400832.24    | 0.01%             | 2026-06-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L         | BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A       | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1589536 | PA      | $1506815.31    | 0.01%             | 2046-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                       | SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031                                                            | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    7487000 | PA      | $6827791.44    | 0.03%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OSMOSE UTILITIES SERVICES INC                                                      | OSMOSE TERM B 1LN 06/23/2028                                                                            | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |    1561506 | PA      | $1507837.51    | 0.01%             | 2028-06-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 12/01/2050#MA4211                                                                          | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1441907 | PA      | $1294033.68    | 0.01%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 6.2% 07/15/2030                                                                      | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1355066.42    | 0.01%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 5.3% 10/01/2029                                                                      | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2407000 | PA      | $2486000.77    | 0.01%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                           | DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A                                                         | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $980695.99     | 0.00%             | 2032-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 07/01/2050#FM3742                                                                        | CUSIP: 3140X7EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2445212 | PA      | $2126920.35    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                               | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                    | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    2333552 | PA      | $2180074.46    | 0.01%             | 2028-06-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER (OSPREY) FINANCING PLC                                               | ANGLIAN WATER (OSPREY) FINANCING PLC 2% 07/31/2028 REGS                                                 | CUSIP: N/A<br>LEI: 21380072JDZ74GW9ZY87       | Long             | DBT              | CORP              | GB        |     180000 | PA      | $216885.15     | 0.00%             | 2028-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                  | KENYA REPUBLIC OF 6.3% 01/23/2034 144A                                                                  | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     241000 | PA      | $209894.13     | 0.00%             | 2034-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 2.45% 07/15/2028                                                                           | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    7705000 | PA      | $7182993.96    | 0.03%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                        | STARWOOD PPTY TR INC 3.625% 07/15/2026 144A                                                             | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     145000 | PA      | $143883.82     | 0.00%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                    | QATAR PETROLEUM 3.125% 07/12/2041 144A                                                                  | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    1920000 | PA      | $1484582.40    | 0.01%             | 2041-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                    | QATAR PETROLEUM 2.25% 07/12/2031 144A                                                                   | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    2600000 | PA      | $2344186.00    | 0.01%             | 2031-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                    | QATAR PETROLEUM 3.3% 07/12/2051 144A                                                                    | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    2457000 | PA      | $1745600.22    | 0.01%             | 2051-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                           | AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031                                                              | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     357000 | PA      | $319214.78     | 0.00%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                              | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.375% 02/01/2029                                 | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4128000 | PA      | $3595494.19    | 0.02%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                                    | QATAR PETROLEUM 1.375% 09/12/2026 144A                                                                  | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    1396000 | PA      | $1363473.20    | 0.01%             | 2026-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AP CORE HOLDINGS II LLC                                                            | YAHOO MEDIA TERM B1 1LN 09/01/2027                                                                      | CUSIP: 00187GAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     579120 | PA      | $575141.68     | 0.00%             | 2027-09-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                        | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                             | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1103000 | PA      | $1081032.43    | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2% 05/01/2041#RB5111                                                                          | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     401764 | PA      | $353781.27     | 0.00%             | 2041-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                          | PROSUS NV 3.061% 07/13/2031 144A                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     738000 | PA      | $668701.80     | 0.00%             | 2031-07-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 08/01/2051#MA4398                                                                          | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66955 | PA      | $54921.45      | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                          | MERIT 2021-STOR G TSFR1M+286.448 07/15/2038 144A                                                        | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2473000 | PA      | $2462997.21    | 0.01%             | 2038-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                          | MERIT 2021-STOR F TSFR1M+231.448 07/15/2038 144A                                                        | CUSIP: 55293BAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2327000 | PA      | $2318312.15    | 0.01%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 05/51#SD7541                                                                               | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3482066 | PA      | $2898690.36    | 0.01%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 05/51#QC1514                                                                               | CUSIP: 3133AKVF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      37441 | PA      | $31098.29      | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 07/51#BT1461                                                                               | CUSIP: 3140LPTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27010 | PA      | $22409.20      | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 07/51#QC4163                                                                               | CUSIP: 3133ANTU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33195 | PA      | $27540.14      | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                             | UZBEKISTAN REPUBLIC OF 3.9% 10/19/2031 144A                                                             | CUSIP: 91822Q2E6<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     281000 | PA      | $257677.00     | 0.00%             | 2031-10-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2.5% 07/20/2051#MA7472                                                                          | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1816005 | PA      | $1577047.07    | 0.01%             | 2051-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                   | AMWINS GROUP INC 4.875% 06/30/2029 144A                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     192000 | PA      | $187261.32     | 0.00%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX GLOBAL AB                                                                | ANTICIMEX TERM B1 1LN 11/16/2028                                                                        | CUSIP: N/A<br>LEI: 54930005SBU6WYFBEB41       | Long             | LON              | CORP              | SE        |    1126935 | PA      | $1131363.39    | 0.00%             | 2028-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 12/01/2048#CA2797                                                                        | CUSIP: 3140QADB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     397315 | PA      | $397179.63     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DOWNSTREAM TRADING SARL                                                  | MC BRAZIL DOWNSTREAM TRADING SARL 7.25% 06/30/2031 144A                                                 | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    1624644 | PA      | $1355927.83    | 0.01%             | 2031-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   64799000 | PA      | $58268410.33   | 0.25%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                        | ASURION TERM B4 2LN 01/20/2029                                                                          | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    6340000 | PA      | $5925237.20    | 0.03%             | 2029-01-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032                                                       | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15884000 | PA      | $14248566.68   | 0.06%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 10/01/2048#CA2432                                                                        | CUSIP: 3140Q9V26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     849351 | PA      | $849061.46     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 07/01/2050#FM3897                                                                          | CUSIP: 3140X7KK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     464365 | PA      | $386130.90     | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AP CORE HOLDINGS II LLC                                                            | YAHOO MEDIA TERM B2 1LN 09/01/2027                                                                      | CUSIP: 00187GAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5480000 | PA      | $5433748.80    | 0.02%             | 2027-09-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                           | BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A                                                          | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1417000 | PA      | $1346796.86    | 0.01%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 07/01/2049#RA1171                                                                        | CUSIP: 3133KGJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     927496 | PA      | $925730.04     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2.5% 08/20/2051#MA7534                                                                          | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   44849992 | PA      | $38948432.57   | 0.17%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                       | NOVELIS CORP 3.875% 08/15/2031 144A                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     894000 | PA      | $815597.45     | 0.00%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| SWEETWATER BORROWER LLC                                                            | SWEETWATER BORROWER TERM B 1LN 8/7/2028                                                                 | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |    2025324 | PA      | $2029131.56    | 0.01%             | 2028-08-07      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                           | MHC COML MTG TR 2021-MHC TSFR1M+271.544 096 04/15/2038 144A                                             | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2314400 | PA      | $2317281.19    | 0.01%             | 2038-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                | ACRISURE LLC / ACRISURE FINANCE INC 6% 08/01/2029 144A                                                  | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $589282.58     | 0.00%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                             | JEFFERIES FIN LLC/JFIN 5% 08/15/2028 144A                                                               | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1451000 | PA      | $1378257.02    | 0.01%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KNDR TR 2021-KIND                                                                  | KNDR 2021-KIND F TSFR1M+186.448 08/15/2026 144A                                                         | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     322353 | PA      | $318766.14     | 0.00%             | 2038-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 11/01/2050#CA7616                                                                          | CUSIP: 3140QFPA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     178025 | PA      | $147142.55     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 2.625% 08/01/2031                                                                          | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1628036.66    | 0.01%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 1.5% 08/01/2051#MA4397                                                                        | CUSIP: 31418D3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     586168 | PA      | $455279.72     | 0.00%             | 2051-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RWANDA REPUBLIC OF                                                                 | RWANDA REPUBLIC OF 5.5% 08/09/2031 144A                                                                 | CUSIP: 78347YAL7<br>LEI: 213800AKFASSQE52AZ88 | Long             | DBT              | NUSS              | RW        |     832000 | PA      | $761022.08     | 0.00%             | 2031-08-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                         | HESS MIDSTREAM PARTNERS LP 4.25% 02/15/2030 144A                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     546000 | PA      | $532529.20     | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                     | ALTICE FING SA 5.75% 08/15/2029 144A                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    4591000 | PA      | $3064492.50    | 0.01%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                            | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1489000 | PA      | $1261671.24    | 0.01%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                                                       | UBS GROUP AG 1.494%/VAR 08/10/2027 144A                                                                 | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2024000 | PA      | $1986231.84    | 0.01%             | 2027-08-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 07/01/2051#RA5574                                                                        | CUSIP: 3133KMFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     453852 | PA      | $392505.34     | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BERKELEY GROUP PLC                                                             | THE BERKELEY GROUP PLC 2.5% 08/11/2031 REGS                                                             | CUSIP: N/A<br>LEI: 2138001V85JLYR7AUB61       | Long             | DBT              | CORP              | GB        |    1755000 | PA      | $2004835.93    | 0.01%             | 2031-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 2% 08/15/2051                                                               | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $2961523.45    | 0.01%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                    | CHEMOURS CO/THE 4.625% 11/15/2029 144A                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    1617000 | PA      | $1444458.18    | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 3.875% 09/15/2028                                                                  | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1322000 | PA      | $1282964.25    | 0.01%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 07/01/2051#CB1109                                                                          | CUSIP: 3140QLGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28032 | PA      | $23073.20      | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                               | TANGER PROPERTIES LP 2.75% 09/01/2031                                                                   | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    1817000 | PA      | $1646484.63    | 0.01%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 02/01/2051#SD7535                                                                        | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18982877 | PA      | $16500027.10   | 0.07%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                             | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 5.125% 08/11/2061 144A                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     348000 | PA      | $277721.40     | 0.00%             | 2061-08-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                     | NRG ENERGY INC 3.875% 02/15/2032 144A                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     266000 | PA      | $248602.06     | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| KENNEDY-WILSON INC                                                                 | KENNEDY-WILSON INC 4.75% 02/01/2030                                                                     | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    1184000 | PA      | $1133324.80    | 0.00%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                               | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    2454000 | PA      | $2310168.75    | 0.01%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                      | MODIVCARE INC 5% 10/01/2029 144A                                                                        | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     649000 | PA      | $64.90         | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                                | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    2613000 | PA      | $6532.50       | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 10/01/2050#CA7323                                                                          | CUSIP: 3140QFD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     236997 | PA      | $197661.41     | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                       | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                         | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1538000 | PA      | $1520076.15    | 0.01%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                    | ADAPTHEALTH LLC 5.125% 03/01/2030 144A                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1326000 | PA      | $1287633.12    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 06/01/2050#SD8070                                                                          | CUSIP: 3132DV6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2834731 | PA      | $2731707.41    | 0.01%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TACO BELL FDG LLC                                                                  | TACO BELL FDG LLC 1.946% 08/25/2051 144A                                                                | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8308020 | PA      | $8054604.62    | 0.04%             | 2051-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                         | CARVANA CO 4.875% 09/01/2029 144A                                                                       | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     585000 | PA      | $542587.50     | 0.00%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENSTALL GROUP BV                                                                   | ESDEC SOLAR TERM B 1LN 8/30/2028                                                                        | CUSIP: N/A<br>LEI: 724500UTJRTIU7878U15       | Long             | LON              | CORP              | NL        |    2910022 | PA      | $1382260.51    | 0.01%             | 2028-08-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60                                     | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 2.5% 08/15/2054 144A                                     | CUSIP: 95003DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $192083.35     | 0.00%             | 2054-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 2.45% 01/15/2031                                                                               | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   73010000 | PA      | $66236371.67   | 0.29%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRIMA CAPITAL CRE SECURITIZATION 2020-VIII LTD                                     | PRIMA CAPITAL CRE SECURITIZATION 2020-VIII LTD 3% 12/26/2070 144A                                       | CUSIP: 74167UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1786000 | PA      | $1525779.80    | 0.01%             | 2070-12-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBW ENERGIE BADEN-WUERTTEM AG                                                     | ENBW ENERGIE BADEN-WUERTTEM AG EUSA5+NA 08/31/2081 REGS                                                 | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |    1600000 | PA      | $1764376.25    | 0.01%             | 2081-08-31      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 07/01/2050#CA6275                                                                          | CUSIP: 3140QD6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     202572 | PA      | $167746.99     | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                      | DISH DBS CORP 5.125% 06/01/2029                                                                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2162469.22    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2.5% 09/20/2051#MA7589                                                                          | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2302282 | PA      | $1999337.95    | 0.01%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QBE INS GROUP LTD                                                                  | QBE INS GROUP LTD 2.5%/VAR 09/13/2038 REGS                                                              | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |     415000 | PA      | $517932.05     | 0.00%             | 2038-09-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 09/01/2051#RA5931                                                                          | CUSIP: 3133KMSU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     117607 | PA      | $97499.34      | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                               | EMIRATE OF ABU DHABI 3% 09/15/2051 144A                                                                 | CUSIP: 29135LAR1<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    1669000 | PA      | $1165537.81    | 0.01%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 2.159%/VAR 09/15/2029 144A                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2300000 | PA      | $2170477.11    | 0.01%             | 2029-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 3.8% 12/01/2057                                                                            | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3772000 | PA      | $2679565.81    | 0.01%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                     | ASHTON WOODS USA LLC/FIN CO 4.625% 04/01/2030 144A                                                      | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1026000 | PA      | $971298.60     | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 2.65% 01/15/2032                                                                     | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2834000 | PA      | $2525991.24    | 0.01%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 3.75% 02/15/2052                                                                     | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     210000 | PA      | $149208.19     | 0.00%             | 2052-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Arc Falcon I Inc                                                                   | ARCLIN TERM B 1LN 09/30/2028                                                                            | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5057126 | PA      | $5047668.80    | 0.02%             | 2028-09-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                               | OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A                                              | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1557000 | PA      | $1504391.31    | 0.01%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 11/01/2050#MA4184                                                                          | CUSIP: 31418DUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     155159 | PA      | $139344.06     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 06/01/2050#SD8080                                                                          | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   50871037 | PA      | $41887221.78   | 0.18%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 10/01/2051#MA4437                                                                          | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86121 | PA      | $70616.00      | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                   | SOUTHERN COMPANY EUSA5+NA 09/15/2081                                                                    | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |     680000 | PA      | $763432.12     | 0.00%             | 2081-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                  | PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032                                                      | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     443000 | PA      | $380028.49     | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX 2021-VOLT                                                                       | BX 2021-VOLT G TSFR1M+296.448 09/15/2023 144A                                                           | CUSIP: 05609VAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2929937 | PA      | $2929095.91    | 0.01%             | 2036-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX 2021-VOLT                                                                       | BX 2021-VOLT F TSFR1M+251.448 09/15/2036 144A                                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1379611 | PA      | $1378756.44    | 0.01%             | 2036-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                | HUNGARY REPUBLIC OF 2.125% 09/22/2031 144A                                                              | CUSIP: 445545AM8<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    1300000 | PA      | $1117194.00    | 0.00%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US ANESTHESIA PARTNERS INC                                                         | US ANESTHESIA PARTNERS TERM B 1LN 10/1/2028                                                             | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |    2319972 | PA      | $2325052.46    | 0.01%             | 2028-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                | HUNGARY REPUBLIC OF 3.125% 09/21/2051 144A                                                              | CUSIP: 445545AN6<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     710000 | PA      | $439845.00     | 0.00%             | 2051-09-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 08/01/2050#FM7147                                                                        | CUSIP: 3140XA5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6222716 | PA      | $5850173.51    | 0.03%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                          | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                         | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1203710.28    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2021-SDMF                                                                       | BX 2021-SDMF TSFR1M+205.148 7 09/15/2023 144A                                                           | CUSIP: 12434CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1441147 | PA      | $1430409.51    | 0.01%             | 2034-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                               | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                                    | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   38265000 | PA      | $35004012.70   | 0.15%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 10/01/2051#CB1799                                                                          | CUSIP: 3140QL7M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     583617 | PA      | $485474.96     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                                | NIGERIA REPUBLIC 6.125% 09/28/2028 144A                                                                 | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    2148000 | PA      | $2127712.14    | 0.01%             | 2028-09-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                             | MPT OPER PARTNERSHIP LP/CORP 0.993% 10/15/2026                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     465000 | PA      | $514744.30     | 0.00%             | 2026-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CORAL-US CO-BORROWER LLC                                                           | CABLE and WIRELESS TERM B6 1LN 10/15/2029                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1000000 | PA      | $982500.00     | 0.00%             | 2029-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3% 02/01/2035#                                                                                | CUSIP: 3140XC4X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100611 | PA      | $98801.00      | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 10/01/2051#RA6076                                                                          | CUSIP: 3133KMXD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     764295 | PA      | $632425.79     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BETHP 2021                                                                         | BETHP 2021 A TSFR3M+139.161 01/15/2035 144A                                                             | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1224000 | PA      | $1225713.60    | 0.01%             | 2035-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                     | CONSOLIDATED ENERGY FINANCE SA 5.625% 10/15/2028 144A                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     820000 | PA      | $569080.00     | 0.00%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.25% 01/15/2029        | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7871000 | PA      | $7320013.23    | 0.03%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC                        | UNITI GRP/UNITI HLD/CSL 6% 01/15/2030 144A                                                              | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3269000 | PA      | $3014847.35    | 0.01%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| SUN CMNTYS OPER LTD PRTNRSHP                                                       | SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028                                                            | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     642000 | PA      | $610293.57     | 0.00%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                      | TOPBUILD CORP 4.125% 02/15/2032 144A                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1144167.00    | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 3.187% 11/15/2036 144A                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4113000 | PA      | $3551962.53    | 0.02%             | 2036-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX 2021-XL2                                                                        | BX 2021-XL2 TSFR1M+295.728 10/15/2038 144A                                                              | CUSIP: 05609KAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380100 | PA      | $378916.03     | 0.00%             | 2038-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                             | MORGAN STANLEY CAPITAL I TRUST 2017-H1 D 2.546% 06/15/2050 144A                                         | CUSIP: 61691JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     307836 | PA      | $260210.94     | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 1.5% 01/01/2051#MA4236                                                                        | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2571377 | PA      | $1997202.23    | 0.01%             | 2051-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                 | HARBOUR ENERGY PLC 5.5% 10/15/2026 144A                                                                 | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     190000 | PA      | $188575.00     | 0.00%             | 2026-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                     | AIR LEASE CORP 4.125%/VAR PERP                                                                          | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    3645000 | PA      | $3529384.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                               | HEIMSTADEN BOSTAD AB EUSA5+NA PERP REGS                                                                 | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | EP               | CORP              | SE        |     875000 | PA      | $1003343.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RH                                                                                 | RH TERM B 1LN 10/20/2028                                                                                | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    3335304 | PA      | $3234343.91    | 0.01%             | 2028-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B29 MORTGAGE TRUST                                                  | BENCHMARK 2021-B29 B MORTGAGE TRUST 2.4534% 09/15/2054                                                  | CUSIP: 08163JAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     575000 | PA      | $481019.53     | 0.00%             | 2054-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 1.5% 06/01/2051#MA4354                                                                        | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     294333 | PA      | $228610.08     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 11/51#MA4468                                                                             | CUSIP: 31418D6E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     324863 | PA      | $302774.46     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 10/01/2041#RB5132                                                                        | CUSIP: 3133KYVZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     200476 | PA      | $181077.71     | 0.00%             | 2041-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EP PURCHASER LLC                                                                   | ENTERTAINMENT PARTNERS TERM B 1LN 11/6/2028                                                             | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |     228403 | PA      | $180111.85     | 0.00%             | 2028-11-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                  | DB MASTER FIN LLC 2.045% 11/20/2051 144A                                                                | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    7648320 | PA      | $7480283.35    | 0.03%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 02/01/2036#MA4260                                                                        | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117745 | PA      | $106729.31     | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 02/01/2036#FM5367                                                                        | CUSIP: 3140X86D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114514 | PA      | $103800.86     | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 1.5% 08/01/2036#SB8114                                                                        | CUSIP: 3132D6AP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      98620 | PA      | $89301.58      | 0.00%             | 2036-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 01/01/2036#MA4228                                                                        | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     741942 | PA      | $672531.04     | 0.00%             | 2036-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 1.5% 03/01/2036#SB8092                                                                        | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      90649 | PA      | $82168.36      | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                  | DB MASTER FIN LLC 21-1A A23 2.791% 11/20/2051 144A                                                      | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |   22272960 | PA      | $19931637.58   | 0.09%             | 2051-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                              | BX COMMERCIAL MORTGAGE TRUST 2021-PAC B TSFR1M+101.328 21 10/15/2036 144A                               | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3496000 | PA      | $3485104.37    | 0.02%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                              | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+121.308 21 10/15/2036 144A                                 | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5034000 | PA      | $5012035.15    | 0.02%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                              | BX COMMERCIAL MORTGAGE TRUST 2021-PAC G TSFR1M+306.058 21 10/15/2036 144A                               | CUSIP: 05609PAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     667732 | PA      | $666066.88     | 0.00%             | 2036-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                              | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+141.278 21 10/15/2036 144A                                 | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1147000 | PA      | $1141280.37    | 0.00%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                              | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+206.198 21 10/15/2036 144A                                 | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3283000 | PA      | $3270721.25    | 0.01%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                              | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A                                  | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3274000 | PA      | $3267916.91    | 0.01%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 10/01/2051#FM8864                                                                        | CUSIP: 3140XCZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1952107 | PA      | $1694342.80    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                           | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    1272000 | PA      | $1234003.58    | 0.01%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                           | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1694127.36    | 0.01%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                  | DB MASTER FIN LLC 2.493% 11/20/2051 144A                                                                | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |   22615680 | PA      | $21358680.15   | 0.09%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                | GRAY TELEVISION TERM D 1LN 12/01/2028                                                                   | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     553250 | PA      | $553089.81     | 0.00%             | 2028-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.3% 01/30/2032                               | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   34205000 | PA      | $31685297.23   | 0.14%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3% 10/29/2028                                 | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10525000 | PA      | $10189101.89   | 0.04%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 2.45% 10/29/2026                              | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     484000 | PA      | $476715.42     | 0.00%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                  | KOSMOS ENERGY LTD 7.75% 05/01/2027 144A                                                                 | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     669000 | PA      | $585375.00     | 0.00%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                              | CANADA GOVERNMENT OF 1.5% 12/01/2031                                                                    | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     435000 | PA      | $288098.06     | 0.00%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BX 2021-BXMF                                                                       | BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A                                                              | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8090486 | PA      | $8070438.57    | 0.04%             | 2026-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA PLC                                                        | PRUDENTIAL FUNDING ASIA PLC T5Y+NA 11/03/2033 REGS                                                      | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |     975000 | PA      | $933045.05     | 0.00%             | 2033-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                       | ECOPETROL SA 4.625% 11/02/2031                                                                          | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     610000 | PA      | $542900.00     | 0.00%             | 2031-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECHO GLOBAL LOGISTICS INC                                                          | ECHO GLOBAL LOGISTICS TERM 1LN 11/23/2028                                                               | CUSIP: 28257KAB2<br>LEI: 549300WRZ9Y84GWVYR04 | Long             | LON              | CORP              | US        |    1369749 | PA      | $1344313.18    | 0.01%             | 2028-11-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BYJU'S ALPHA INC                                                                   | BYJU'S TERM B 1LN 11/24/2026                                                                            | CUSIP: N/A<br>LEI: 254900EAJ040Y8AVVN71       | Long             | LON              | CORP              | US        |     246629 | PA      | $13564.61      | 0.00%             | 2026-11-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                  | PERU REPUBLIC OF 3% 01/15/2034                                                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     500000 | PA      | $436250.00     | 0.00%             | 2034-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                               | TEVA PHARMACEUTICAL FIN NETH III B V 4.75% 05/09/2027                                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     118000 | PA      | $117910.33     | 0.00%             | 2027-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                       | NAVIENT CORP 5.5% 03/15/2029                                                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     555000 | PA      | $546765.74     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 11/01/2051#RA6302                                                                          | CUSIP: 3133KNAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     601811 | PA      | $496283.90     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                            | RAILWORKS HOLDINGS LP/R 8.25% 11/15/2028 144A                                                           | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2371000 | PA      | $2378207.84    | 0.01%             | 2028-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 TR                                                                    | AASET 2021-1 TR 2.95% 11/16/2041 144A                                                                   | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     665007 | PA      | $639203.50     | 0.00%             | 2041-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 1.875% 11/15/2051                                                           | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31946000 | PA      | $18265375.00   | 0.08%             | 2051-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE PTE LTD                                                          | MEDCO LAUREL TREE PTE LTD 6.95% 11/12/2028 144A                                                         | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |    1006000 | PA      | $1010863.41    | 0.00%             | 2028-11-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                    | BX TR 2021-ACNT TSFR1M+340.948 3 11/15/2026 144A                                                        | CUSIP: 05609QAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     780162 | PA      | $774342.10     | 0.00%             | 2038-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                               | EDISON INTERNATIONAL 5%/VAR PERP                                                                        | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |    1165000 | PA      | $1157879.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STWD TR 2021-LIH                                                                   | STWD TR 2021-LIH TSFR1M+424.7 11/15/2036 144A                                                           | CUSIP: 78486EAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     252000 | PA      | $250509.67     | 0.00%             | 2036-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STWD TR 2021-LIH                                                                   | STWD TR 2021-LIH TSFR1M+359.8 1 11/15/2036 144A                                                         | CUSIP: 78486EAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1523000 | PA      | $1520157.78    | 0.01%             | 2036-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                      | DISH DBS CORP 5.25% 12/01/2026 144A                                                                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $244233.15     | 0.00%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                                | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                             | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2580428 | PA      | $2251423.43    | 0.01%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                         | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                        | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     434000 | PA      | $411002.25     | 0.00%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| OPEN TEXT CORPORATION                                                              | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                            | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |    1474000 | PA      | $1397834.29    | 0.01%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                             | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1510583.43    | 0.01%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                                                                 | REALTY INCOME CORP 3.4% 01/15/2028                                                                      | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     141000 | PA      | $139506.48     | 0.00%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                 | REALTY INCOME CORP 2.2% 06/15/2028                                                                      | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      80000 | PA      | $76673.40      | 0.00%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                 | REALTY INCOME CORP 2.85% 12/15/2032                                                                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     835000 | PA      | $751559.25     | 0.00%             | 2032-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 2% 11/15/2041                                                               | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13900000 | PA      | $9897777.31    | 0.04%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                    | BAHRAIN KINGDOM 5.625% 05/18/2034 144A                                                                  | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     515000 | PA      | $493915.90     | 0.00%             | 2034-05-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                  | SREIT TR 2021-MFP G TSFR1M+308.828 38 11/15/2038 144A                                                   | CUSIP: 78472UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2558467 | PA      | $2555347.29    | 0.01%             | 2038-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                  | SREIT TR 2021-MFP D TSFR1M+169.268 82 11/15/2038 144A                                                   | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3020669 | PA      | $3017845.44    | 0.01%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                  | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                                                      | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19248896 | PA      | $19230909.81   | 0.08%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                  | SREIT TR 2021-MFP TSFR1M+144.348 9 11/15/2038 144A                                                      | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     569573 | PA      | $569041.17     | 0.00%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                  | SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A                                                   | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8114114 | PA      | $8106531.95    | 0.04%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2% 12/01/2035#FM5278                                                                          | CUSIP: 3140X82L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77427 | PA      | $71786.73      | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 11/01/2051#FM9633                                                                          | CUSIP: 3140XDV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     586340 | PA      | $527674.16     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                                 | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                                | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    6484000 | PA      | $1183330.00    | 0.01%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                                  | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    1182000 | PA      | $1120070.29    | 0.00%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                              | TENET HEALTHCARE CORP 4.375% 01/15/2030                                                                 | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1749000 | PA      | $1713869.06    | 0.01%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 11/01/2051#FM9501                                                                        | CUSIP: 3140XDRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     883162 | PA      | $764613.65     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 12/01/2051#RA6434                                                                        | CUSIP: 3133KNEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     434183 | PA      | $374816.69     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GABONESE REPUBLIC                                                                  | GABONESE REPUBLIC 7% 11/24/2031 144A                                                                    | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     308000 | PA      | $230307.00     | 0.00%             | 2031-11-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 2.279%/VAR 11/24/2027                                                                      | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7150000 | PA      | $7016673.59    | 0.03%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 12/01/2051#CB2289                                                                        | CUSIP: 3140QMRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     583782 | PA      | $503960.50     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 TR                                                                    | AASET 2021-2 TR 2.798% 01/15/2047 144A                                                                  | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1821724 | PA      | $1726642.44    | 0.01%             | 2047-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                    | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                                  | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    1129000 | PA      | $1120758.30    | 0.00%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                    | IHS HOLDING LTD 6.25% 11/29/2028 144A                                                                   | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     595000 | PA      | $591281.25     | 0.00%             | 2028-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 11/01/2051#FM9539                                                                          | CUSIP: 3140XDS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     669045 | PA      | $554654.96     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 11/01/2051#FM9568                                                                          | CUSIP: 3140XDT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1057352 | PA      | $878223.81     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE (IRELAND) DAC                                                       | ZURICH FINANCE (IRELAND) DAC 3.5%/VAR 05/02/2052 REGS                                                   | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |    1605000 | PA      | $1462093.29    | 0.01%             | 2052-05-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXIII LTD                                                                | MAGNETITE XXIII LTD AR TSFR3M+139.161 01/25/2035 144A                                                   | CUSIP: 55954NAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1275000 | PA      | $1276259.70    | 0.01%             | 2035-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2.154% 10/25/2031                                                        | CUSIP: 3137H4R36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1800000 | PA      | $1624416.48    | 0.01%             | 2031-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 12/01/2051#CB2376                                                                        | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     413747 | PA      | $357562.46     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAST and CREW PAYROLL LLC                                                          | CAST and CREW TERM B 1LN 12/29/2028                                                                     | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    3034305 | PA      | $2032650.30    | 0.01%             | 2028-12-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 12/01/2051#CB2348                                                                          | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301130 | PA      | $249644.50     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 12/01/2051#CB2350                                                                          | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     454738 | PA      | $376278.34     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                      | COHERENT CORP 5% 12/15/2029 144A                                                                        | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    2378000 | PA      | $2356673.14    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 12/01/2051#RA6510                                                                          | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     540964 | PA      | $448473.02     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2021-CIP                                                            | BX COML MTG TR 2021-CIP F TSFR1M+333.348 73 11/15/2036 144A                                             | CUSIP: 12434FAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1433821 | PA      | $1431151.55    | 0.01%             | 2038-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 12/01/2051#CB2320                                                                        | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     436533 | PA      | $377936.13     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2021-CIP                                                            | BX COML MTG TR 2021-CIP TSFR1M+293.448 12/15/2028 144A                                                  | CUSIP: 12434FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1234142 | PA      | $1231844.20    | 0.01%             | 2038-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 11/01/2051#RA6241                                                                          | CUSIP: 3133KM5A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     754981 | PA      | $624718.46     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 11/01/2051#RA6239                                                                          | CUSIP: 3133KM4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1080985 | PA      | $896163.49     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2.5% 12/20/2051#MA7767                                                                          | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22218054 | PA      | $19297977.15   | 0.08%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 06/01/2051#MA4358                                                                        | CUSIP: 31418DZY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24259 | PA      | $22632.00      | 0.00%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 1.5% 10/01/2035#SB8068                                                                        | CUSIP: 3132D56D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     867275 | PA      | $788577.82     | 0.00%             | 2035-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 12/01/2050#SD8115                                                                          | CUSIP: 3132DWAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     862553 | PA      | $774633.56     | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STWD TR 2021-LIH                                                                   | STWD TR 2021-LIH TSFR1M+295 11/15/2036 144A                                                             | CUSIP: 78486EAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     645000 | PA      | $644197.49     | 0.00%             | 2036-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 01/01/2052#QD4275                                                                          | CUSIP: 3133B1XC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2131721 | PA      | $1911105.41    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034                                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1537000 | PA      | $1333347.50    | 0.01%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                        | ROYAL CARIBBEAN CRUISES LTD 5.375% 07/15/2027 144A                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     618000 | PA      | $622769.51     | 0.00%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                         | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.25% 04/15/2030 144A                                        | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     401000 | PA      | $373737.37     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POWER STOP LLC                                                                     | POWER STOP TERM 1LN 01/26/2029                                                                          | CUSIP: 73931HAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     801519 | PA      | $662255.42     | 0.00%             | 2029-01-26      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MHP 2022-MHIL F                                                                    | MHP 2022-MHIL F TSFR1M+325.92 01/15/2027 144A                                                           | CUSIP: 55293DAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1748000 | PA      | $1745828.29    | 0.01%             | 2039-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MHP 2022-MHIL F                                                                    | MHP 2022-MHIL F TSFR1M+395.75 01/15/2027 144A                                                           | CUSIP: 55293DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     913600 | PA      | $913542.99     | 0.00%             | 2027-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR 2022-CP1                                                                | NYMT LN TR 2022-CP1 2.0424% 07/25/2061 144A                                                             | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     273142 | PA      | $257987.99     | 0.00%             | 2061-07-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 07/01/2051#SD0716                                                                          | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1837615 | PA      | $1533765.74    | 0.01%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                             | LOGICOR FINANCING SARL 1.625% 01/17/2030 REGS                                                           | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |     420000 | PA      | $456086.61     | 0.00%             | 2030-01-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                             | LOGICOR FINANCING SARL 2% 01/17/2034 REGS                                                               | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |    1365000 | PA      | $1359266.83    | 0.01%             | 2034-01-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                 | PANAMA REPUBLIC OF 3.298% 01/19/2033                                                                    | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     707000 | PA      | $614029.50     | 0.00%             | 2033-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                          | PROSUS NV 4.193% 01/19/2032 144A                                                                        | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $576750.00     | 0.00%             | 2032-01-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC                 | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $481577.30     | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC                 | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A                | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3799000 | PA      | $3543121.01    | 0.02%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                             | CALUMET SPEC PROD PRT/FIN CORP 8.125% 01/15/2027 144A                                                   | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1059000 | PA      | $1055743.15    | 0.00%             | 2027-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 05/01/2051#RA5267                                                                          | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     575681 | PA      | $517722.10     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 1.5% 01/01/2051#SD8120                                                                        | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2544968 | PA      | $1976689.80    | 0.01%             | 2051-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                               | COMMERCIAL METALS CO 4.375% 03/15/2032                                                                  | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1268800.59    | 0.01%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                   | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     870000 | PA      | $799386.62     | 0.00%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                            | EIG PEARL HOLDINGS SARL 3.545% 08/31/2036 144A                                                          | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    2446826 | PA      | $2259864.08    | 0.01%             | 2036-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                               | COMMERCIAL METALS CO 4.125% 01/15/2030                                                                  | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     442000 | PA      | $427494.44     | 0.00%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 19TH HOLDINGS GOLF LLC                                                             | TAYLOR MADE TERM B 1LN 02/07/2029                                                                       | CUSIP: 68250XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3028747 | PA      | $3032532.95    | 0.01%             | 2029-02-07      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                       | EMBECTA TERM B 1LN 3/30/2029                                                                            | CUSIP: 29081LAC8<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | LON              | CORP              | US        |     205176 | PA      | $205196.29     | 0.00%             | 2029-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NOVAE LLC                                                                          | NOVAE TERM 1LN 12/22/2028                                                                               | CUSIP: 66988QAB5<br>LEI: 549300IO3D43N4TFUV08 | Long             | LON              | CORP              | US        |    2829584 | PA      | $2645660.85    | 0.01%             | 2028-12-22      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                               | ROMANIA REPUBLIC OF 3% 02/27/2027 144A                                                                  | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     538000 | PA      | $527778.00     | 0.00%             | 2027-02-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                               | ROMANIA REPUBLIC OF 3.625% 03/27/2032 144A                                                              | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     614000 | PA      | $557395.34     | 0.00%             | 2032-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   24669000 | PA      | $22832123.32   | 0.10%             | 2033-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 11/01/2050#SD7528                                                                          | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2469569 | PA      | $2055824.25    | 0.01%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                       | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                                      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2813000 | PA      | $2657428.10    | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                          | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 6.375% 02/01/2030 144A                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    3213000 | PA      | $3093903.41    | 0.01%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TR 2022-VAMF                                                                    | BX TR 2022-VAMF TSFR1M+329.9 01/15/2039 144A                                                            | CUSIP: 05609TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1391105.38    | 0.01%             | 2039-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                             | CNTL AMR BOTTLING CORP 5.25% 04/27/2029 144A                                                            | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    1251000 | PA      | $1224528.84    | 0.01%             | 2029-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2022-LBA6                                                                    | BX TR 2022-LBA6 TSFR1M+335 01/15/2039 144A                                                              | CUSIP: 12433EAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     647360 | PA      | $646148.72     | 0.00%             | 2039-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                    | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                    | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    2520000 | PA      | $2523150.00    | 0.01%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                             | PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A                                           | CUSIP: 72703PAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1633745 | PA      | $1607952.90    | 0.01%             | 2051-12-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                             | PLANET FITNESS MASTER ISSUER LLC 18-1A 4.008% 12/05/2051 144A                                           | CUSIP: 72703PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1618305 | PA      | $1517029.21    | 0.01%             | 2051-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                             | ATHENAHEALTH GROUP TERM B 1LN 02/15/2029                                                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    6974910 | PA      | $6960402.09    | 0.03%             | 2029-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ACCELERATED HEALTH SYSTEMS LLC                                                     | ATHLETICO PHYSICAL THERAPY TERM B 1LN 02/15/2029                                                        | CUSIP: 04747LAM5<br>LEI: 549300FAKU4HJQC25564 | Long             | LON              | CORP              | US        |     661334 | PA      | $502852.13     | 0.00%             | 2029-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 11/01/2051#SD7548                                                                        | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40701565 | PA      | $35352598.04   | 0.15%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                  | CHILE REPUBLIC OF 3.5% 01/31/2034                                                                       | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     453000 | PA      | $417892.50     | 0.00%             | 2034-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                  | CHILE REPUBLIC OF 4% 01/31/2052                                                                         | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     475000 | PA      | $383562.50     | 0.00%             | 2052-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                  | CHILE REPUBLIC OF 2.75% 01/31/2027                                                                      | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     474000 | PA      | $466416.00     | 0.00%             | 2027-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                           | CT TRUST 5.125% 02/03/2032 144A                                                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    1150000 | PA      | $1091787.00    | 0.00%             | 2032-02-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 02/01/2042#MA4540                                                                          | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11541912 | PA      | $10103331.72   | 0.04%             | 2042-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                             | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                                      | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200151 | PA      | $1197905.92    | 0.01%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                                        | PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1313713.85    | 0.01%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                             | BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A                                     | CUSIP: 05610HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3727500 | PA      | $3722850.68    | 0.02%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                             | BX COMMERCIAL MORTGAGE TRUST 22-LP2 TSFR1M+196.27 02/15/2039 144A                                       | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     592200 | PA      | $591461.29     | 0.00%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-LP2                                              | BX 2022-LP2 G TSFR1M+411.27 02/15/39 144A                                                               | CUSIP: 05610HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     795900 | PA      | $795376.38     | 0.00%             | 2039-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                             | BX COMMERCIAL MORTGAGE TRUST 2021 SR1M+156.27 02/15/2039 144A                                           | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2060800 | PA      | $2058229.32    | 0.01%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 12/01/2051#SD0785                                                                          | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1888948 | PA      | $1568937.39    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RR 7 LTD                                                                           | RR 7 LTD A1AB TSFR3M+134 01/15/2037 144A                                                                | CUSIP: 74980EAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4495000 | PA      | $4500420.97    | 0.02%             | 2037-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29700000 | PA      | $18610066.33   | 0.08%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 02/52#RA6824                                                                               | CUSIP: 3133KNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1442773 | PA      | $1194742.96    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 02/01/2052#RA6823                                                                          | CUSIP: 3133KNSL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1476243 | PA      | $1220613.18    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 3% 02/20/2052#MA7882                                                                            | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     343684 | PA      | $310279.56     | 0.00%             | 2052-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 01/01/2052#FS0286                                                                          | CUSIP: 3140XFJ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2633309 | PA      | $2180610.65    | 0.01%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 01/01/2052#FS0288                                                                          | CUSIP: 3140XFKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1147979 | PA      | $945604.58     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 02/01/2052#CB2842                                                                          | CUSIP: 3140QNEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2731259 | PA      | $2249772.87    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DRYDEN 98 CLO LTD                                                                  | DRYDEN 98 CLO LTD A TSFR3M+130 04/20/2035 144A                                                          | CUSIP: 26248AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3389000 | PA      | $3391236.74    | 0.01%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 01/01/2052#SD7549                                                                          | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3280453 | PA      | $2727779.34    | 0.01%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                   | CSN RESOURCES SA 5.875% 04/08/2032 144A                                                                 | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     861000 | PA      | $651346.50     | 0.00%             | 2032-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPGN 2022-TFLM MTG TR                                                              | SPGN 2022-TFLM B TSFR1M+200 02/15/2039 144A                                                             | CUSIP: 78473HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     501000 | PA      | $500907.57     | 0.00%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SPGN 2022-TFLM MTG TR                                                              | SPGN 2022-TFLM C TSFR1M+265 02/15/2039 144A                                                             | CUSIP: 78473HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     261000 | PA      | $261524.38     | 0.00%             | 2039-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2021                                                    | BINOM SECURITIZATION TRUST 2022-RPL1 A1 2.9359% 02/25/2061 144A                                         | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     856757 | PA      | $806445.41     | 0.00%             | 2061-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OLAPLEX INC                                                                        | OLAPLEX TERM B 1LN 02/23/2029                                                                           | CUSIP: 67936UAB7<br>LEI: 254900QYCAW2BUUZ1O97 | Long             | LON              | CORP              | US        |     435463 | PA      | $424101.41     | 0.00%             | 2029-02-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HEXION INC                                                                         | HEXION TERM 2LN 03/15/2030                                                                              | CUSIP: 42829JAB5<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |     312941 | PA      | $304923.62     | 0.00%             | 2030-03-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                   | TKC HOLDINGS TERM 1LN 2/15/2027                                                                         | CUSIP: 87256KAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1759167 | PA      | $1763564.53    | 0.01%             | 2027-02-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 12/01/2051#FS0002                                                                          | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2968573 | PA      | $2663205.56    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 04/01/2051#BR9775                                                                          | CUSIP: 3140L82H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1869025 | PA      | $1680853.17    | 0.01%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                           | ISRAEL ELECTRIC CORP LTD 3.75% 02/22/2032 144A REGS                                                     | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | CORP              | IL        |     400000 | PA      | $375125.46     | 0.00%             | 2032-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD 2022                                                             | CEDAR FUNDING LTD 2022 A TSFR3M+132 04/20/2035 144A                                                     | CUSIP: 15032QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1985000 | PA      | $1983316.72    | 0.01%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 02/01/2052#FS0631                                                                          | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     329594 | PA      | $296101.37     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2% 02/20/2052#MA7880                                                                            | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25976884 | PA      | $21663970.29   | 0.09%             | 2052-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 03/01/2052#                                                                              | CUSIP: 3133KNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     307179 | PA      | $286196.53     | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2052#CB3037                                                                          | CUSIP: 3140QNLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     292808 | PA      | $242104.49     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-MHC                                                                     | JPMCC 2021-MHC F TSFR1M+306.448 04/15/2038 144A                                                         | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1178000 | PA      | $1177998.94    | 0.01%             | 2038-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2044                                                            | CUSIP: 3136BL6D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4560940 | PA      | $4398534.90    | 0.02%             | 2044-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                                    | BANK 2022-BNK39 C CSTR 02/15/2055                                                                       | CUSIP: 06539VBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     466000 | PA      | $406215.56     | 0.00%             | 2055-02-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 3.273%/VAR 03/01/2030                                                              | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   13183000 | PA      | $12799510.48   | 0.06%             | 2030-03-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                  | CHILE REPUBLIC OF 4.34% 03/07/2042                                                                      | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     439000 | PA      | $396197.50     | 0.00%             | 2042-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 03/01/2052#RA6988                                                                          | CUSIP: 3133KNXR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     610236 | PA      | $546699.74     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                            | ALABAMA POWER CO 3.05% 03/15/2032                                                                       | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    3058000 | PA      | $2844603.52    | 0.01%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 03/01/2052#RA6986                                                                        | CUSIP: 3133KNXP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     143189 | PA      | $133676.90     | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 03/01/2052#RA6987                                                                        | CUSIP: 3133KNXQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1031511 | PA      | $962439.62     | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 05/01/2041#SC0167                                                                        | CUSIP: 3132D9FG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     136314 | PA      | $123636.61     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 03/01/2052#CB3174                                                                        | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     658671 | PA      | $613268.32     | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 01/01/2051#FM7031                                                                          | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     828303 | PA      | $800011.75     | 0.00%             | 2051-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2% 03/20/2052#                                                                                  | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   87787685 | PA      | $73212391.86   | 0.32%             | 2052-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 1.5% 11/01/2041#MA4473                                                                        | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1095076 | PA      | $929130.69     | 0.00%             | 2041-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RESTAURANT TECHNOLOGIES INC                                                        | RESTAURANT TECHNOLOGIES TERM B 1LN 4/2/2029                                                             | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    3939819 | PA      | $3933042.45    | 0.02%             | 2029-04-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033         | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   62443000 | PA      | $58867374.57   | 0.26%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053        | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   41121000 | PA      | $33327075.75   | 0.15%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063         | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4096000 | PA      | $3295712.54    | 0.01%             | 2063-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 10/01/2051#                                                                              | CUSIP: 3132DWCL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     387423 | PA      | $361080.99     | 0.00%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 02/01/2051#                                                                              | CUSIP: 3140QHK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     222283 | PA      | $208003.03     | 0.00%             | 2051-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 11/01/2051#                                                                              | CUSIP: 3140QMKN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     124295 | PA      | $115843.72     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 08/01/2050#FM7569                                                                        | CUSIP: 3140XBMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1851855 | PA      | $1731150.13    | 0.01%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                   | PUGET ENERGY INC 4.224% 03/15/2032                                                                      | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    6234000 | PA      | $5985406.66    | 0.03%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.7% 02/16/2032                                                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   30067000 | PA      | $29791886.95   | 0.13%             | 2032-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                              | CANADA GOVERNMENT OF 2% 06/01/2032                                                                      | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     380000 | PA      | $257277.33     | 0.00%             | 2032-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                                            | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   75141000 | PA      | $74595803.20   | 0.33%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                                | OWENS and MINOR INC 6.625% 04/01/2030 144A                                                              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    1352000 | PA      | $867045.85     | 0.00%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                            | PHILIPPINES REPUBLIC OF 3.556% 09/29/2032                                                               | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $189500.00     | 0.00%             | 2032-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                         | HUMANA INC 3.7% 03/23/2029                                                                              | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     981000 | PA      | $962831.48     | 0.00%             | 2029-03-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2.5% 11/01/2031#ZS8629                                                                        | CUSIP: 3132A9SS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     164681 | PA      | $159421.34     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 02/01/2052#FS1015                                                                          | CUSIP: 3140XGDV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1285200 | PA      | $1064258.05    | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                      | LOWES COS INC 3.35% 04/01/2027                                                                          | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      91000 | PA      | $90233.16      | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                      | LOWES COS INC 3.75% 04/01/2032                                                                          | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   20893000 | PA      | $20078433.12   | 0.09%             | 2032-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 3% 03/20/2052#                                                                                  | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2894058 | PA      | $2612772.71    | 0.01%             | 2052-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 04/01/2042#MA4587                                                                        | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10422569 | PA      | $9390455.59    | 0.04%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | NOVOLEX TERM 1LN 04/13/2029                                                                             | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    8378404 | PA      | $8342795.67    | 0.04%             | 2029-04-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                     | YUM BRANDS INC 5.375% 04/01/2032                                                                        | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     827000 | PA      | $839266.89     | 0.00%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                          | INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032                                              | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    7852000 | PA      | $7625565.28    | 0.03%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                               | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1134000 | PA      | $1135779.25    | 0.00%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | CLYDESDALE ACQUISITION HOLDINGS INC 6.625% 04/15/2029 144A                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     593000 | PA      | $600036.54     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KNDR TR 2021-KIND                                                                  | KNDR 2021-KIND B TSFR1M+146.448 08/15/2038 144A                                                         | CUSIP: 482606AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     173575 | PA      | $172179.80     | 0.00%             | 2038-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN LIMITED                                                    | MISC CAPITAL TWO LABUAN LIMITED 3.75% 04/06/2027 144A                                                   | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    1275000 | PA      | $1265106.00    | 0.01%             | 2027-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-SOAR                                             | BX TRUST 2022-IND A TSFR1M+139.8 04/15/2024 144A                                                        | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2196681 | PA      | $2197364.13    | 0.01%             | 2037-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                  | BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A                                                          | CUSIP: 05609WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     842800 | PA      | $843324.74     | 0.00%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                  | BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A                                                          | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190399 | PA      | $190576.93     | 0.00%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                  | BX TRUST 2022-IND TSFR1M+274.6 04/15/2024 144A                                                          | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     159599 | PA      | $159798.03     | 0.00%             | 2037-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 01/52#SD7552                                                                             | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     139744 | PA      | $121073.18     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                           | AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032                                                              | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3197701.89    | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B33 MORTGAGE TRUST                                                  | BENCHMARK 2022-B33 MORTGAGE TRUST VAR 03/15/2055                                                        | CUSIP: 08163PBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $803190.20     | 0.00%             | 2055-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                         | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                         | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     411000 | PA      | $415284.68     | 0.00%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                       | SUN CMNTYS OPER LTD PRTNRSHP 4.2% 04/15/2032                                                            | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     726000 | PA      | $708844.80     | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                       | ENTEGRIS INC 4.75% 04/15/2029 144A                                                                      | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    1837000 | PA      | $1833408.67    | 0.01%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 04/01/2052#CB3331                                                                        | CUSIP: 3140QNVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2481893 | PA      | $2322448.89    | 0.01%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                     | BLACKSTONE PRIVATE CREDIT FUND 4.875% 04/14/2026 REGS                                                   | CUSIP: N/A<br>LEI: 549300ORP3TTCNXSYO43       | Long             | DBT              | CORP              | US        |     905000 | PA      | $1197209.68    | 0.01%             | 2026-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                              | FREEPORT INDONESIA PT 4.763% 04/14/2027 144A                                                            | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     425000 | PA      | $425929.69     | 0.00%             | 2027-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                              | FREEPORT INDONESIA PT 6.2% 04/14/2052 144A                                                              | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     425000 | PA      | $435493.25     | 0.00%             | 2052-04-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                              | FREEPORT INDONESIA PT 5.315% 04/14/2032 144A                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    1012000 | PA      | $1026216.68    | 0.00%             | 2032-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                    | ANGOLA REPUBLIC 8.75% 04/14/2032 144A                                                                   | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     500000 | PA      | $477500.00     | 0.00%             | 2032-04-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2% 10/01/2041#RB5131                                                                          | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1009128 | PA      | $885340.66     | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 10/01/2041#                                                                                | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17166 | PA      | $15059.81      | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2% 07/01/2041#                                                                                | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16843 | PA      | $14810.54      | 0.00%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONGRUEX GROUP LLC                                                                 | CONGRUEX GROUP TERM B 1LN 05/03/2029                                                                    | CUSIP: 20729MAJ8<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |     552731 | PA      | $448308.72     | 0.00%             | 2029-05-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 1.5% 03/01/2041#RB5104                                                                        | CUSIP: 3133KYU56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      62490 | PA      | $53404.20      | 0.00%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 1.5% 04/01/2041#RB5107                                                                        | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6708130 | PA      | $5724477.71    | 0.03%             | 2041-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 1.5% 12/01/2040#RB5089                                                                        | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36555 | PA      | $31310.45      | 0.00%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 1.5% 02/01/2041#RB5099                                                                        | CUSIP: 3133KYUY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12875153 | PA      | $11002625.50   | 0.05%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 1.5% 11/01/2040#MA4175                                                                        | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57362 | PA      | $49170.22      | 0.00%             | 2040-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 1.5% 01/01/2041#MA4231                                                                        | CUSIP: 31418DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3170905 | PA      | $2714069.03    | 0.01%             | 2041-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 1.5% 02/01/2041#MA4266                                                                        | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61123 | PA      | $52277.80      | 0.00%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 1.5% 03/01/2041#MA4286                                                                        | CUSIP: 31418DXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62471 | PA      | $53396.38      | 0.00%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                           | SOUTH AFRICA REPUBLIC OF 5.875% 04/20/2032                                                              | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     673000 | PA      | $692133.39     | 0.00%             | 2032-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 1.5% 02/01/2051#MA4254                                                                        | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2073239 | PA      | $1610295.61    | 0.01%             | 2051-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 05/01/2051#SD0702                                                                        | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1999276 | PA      | $1750278.01    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 11/01/2051#                                                                                | CUSIP: 3140XDKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58621 | PA      | $52939.05      | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14536000 | PA      | $14684281.59   | 0.06%             | 2033-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 11/01/2050#CA7597                                                                        | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1847365 | PA      | $1616708.92    | 0.01%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2% 04/20/2052#                                                                                  | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   41287213 | PA      | $34432342.62   | 0.15%             | 2052-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 4.75% 02/15/2028                                                                     | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   19276000 | PA      | $19472211.37   | 0.09%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 4.95% 02/15/2030                                                                     | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   22647000 | PA      | $22917248.92   | 0.10%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 5.125% 05/15/2032                                                                    | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    3179000 | PA      | $3206387.15    | 0.01%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                          | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 7.875% 05/01/2027 144A                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    1446000 | PA      | $1455025.93    | 0.01%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 05/01/2052#RA7311                                                                        | CUSIP: 3133KPDQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     572215 | PA      | $534202.82     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033                                                       | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     800000 | PA      | $803308.96     | 0.00%             | 2033-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 05/01/2052#CB3509                                                                          | CUSIP: 3140QN3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2180019 | PA      | $2101470.44    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 11/01/2050#RA3913                                                                        | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8584294 | PA      | $7469565.70    | 0.03%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                              | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                                | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    1842000 | PA      | $1883067.39    | 0.01%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                              | MINERAL RESOURCES LTD 8.5% 05/01/2030 144A                                                              | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    1638000 | PA      | $1702342.23    | 0.01%             | 2030-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| RH                                                                                 | RH TERM B2 1LN 10/20/2028                                                                               | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |     455900 | PA      | $445528.27     | 0.00%             | 2028-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AZZ INC                                                                            | AZZ TERM B 1LN 05/14/2029                                                                               | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     632864 | PA      | $634902.10     | 0.00%             | 2029-05-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                     | SMRT 2022-MINI TSFR1M+270 01/15/2039 144A                                                               | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $2085628.02    | 0.01%             | 2039-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 04/01/2052#SD0958                                                                        | CUSIP: 3132DNB36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     231743 | PA      | $216927.68     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                              | VICI PROPERTIES LP / VICI NOTE CO INC 4.5% 09/01/2026 144A                                              | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2834000 | PA      | $2837411.51    | 0.01%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 2.355% 03/15/2032                                                            | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3270197.09    | 0.01%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                 | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A                                       | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7860000 | PA      | $7576525.96    | 0.03%             | 2039-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                 | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+179.391 05/15/2039 144A                                       | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1986000 | PA      | $1783760.26    | 0.01%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                 | LIFE FINANCIAL SERVICES TRUST 2022-BMR2 C TSFR1M+209.31 05/15/2039 144A                                 | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1113000 | PA      | $996892.62     | 0.00%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                 | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+254.191 05/15/2039 144A                                       | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1354000 | PA      | $1044665.02    | 0.00%             | 2039-05-15      | Variable      | 0.07%                 | No            |                  3 | On Loan: No      |
| WFCM 2022                                                                          | WFCM 2022 VAR 04/15/2055                                                                                | CUSIP: 95003MBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     886000 | PA      | $803311.13     | 0.00%             | 2055-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 2.875% 05/15/2032                                                                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14377000 | PA      | $13660396.41   | 0.06%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                           | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10996000 | PA      | $7924851.51    | 0.03%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 4.927%/VAR 05/10/2028                                                              | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3386000 | PA      | $3421574.60    | 0.01%             | 2028-05-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                    | ANTOFAGASTA PLC 5.625% 05/13/2032 144A                                                                  | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $411508.00     | 0.00%             | 2032-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HLDGS LTD                                                               | ENN ENERGY HLDGS LTD 4.625% 05/17/2027 144A                                                             | CUSIP: 29336EAA1<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |     903000 | PA      | $905754.15     | 0.00%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12305000 | PA      | $10459730.63   | 0.05%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 09/01/2035#MA4122                                                                        | CUSIP: 31418DSL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     823207 | PA      | $748509.06     | 0.00%             | 2035-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.658%/VAR 05/24/2028                                                                     | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   71045000 | PA      | $71644611.27   | 0.31%             | 2028-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.91%/VAR 05/24/2033                                                                      | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   20195000 | PA      | $20566602.74   | 0.09%             | 2033-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                               | ROMANIA REPUBLIC OF 6% 05/25/2034 144A                                                                  | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     490000 | PA      | $493459.40     | 0.00%             | 2034-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B35 MTG TR                                                          | BENCHMARK 2022-B35 MTG TR VAR 05/15/2055                                                                | CUSIP: 08163RBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $437904.15     | 0.00%             | 2055-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 04/01/2042#RB5154                                                                        | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7836954 | PA      | $7061250.05    | 0.03%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                | KINETIK HOLDINGS LP 5.875% 06/15/2030 144A                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    1036000 | PA      | $1044257.96    | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                              | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                                 | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1523000 | PA      | $1556720.74    | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC          | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6% 06/15/2027 144A            | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     573000 | PA      | $573000.00     | 0.00%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                                  | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     418000 | PA      | $422680.49     | 0.00%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 5.67% 06/08/2032                                                                  | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    7443000 | PA      | $7716669.36    | 0.03%             | 2032-06-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 4.75% 06/09/2027                                                                          | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2111106.08    | 0.01%             | 2027-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC                | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                  | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1029979.91    | 0.00%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1304000 | PA      | $1322823.24    | 0.01%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP NEW                                                               | DUKE ENERGY CORP NEW 3.85% 06/15/2034                                                                   | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     350000 | PA      | $404696.08     | 0.00%             | 2034-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 05/01/2051#CB0414                                                                        | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41062 | PA      | $35434.28      | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | TELEVISAUNIVISION TERM 1LN 06/24/2029                                                                   | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    3061988 | PA      | $3055618.91    | 0.01%             | 2029-06-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                | HUNGARY REPUBLIC OF 5.25% 06/16/2029 144A                                                               | CUSIP: 445545AP1<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     913000 | PA      | $928425.14     | 0.00%             | 2029-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                | HUNGARY REPUBLIC OF 5.5% 06/16/2034 144A                                                                | CUSIP: 445545AQ9<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     832000 | PA      | $841634.56     | 0.00%             | 2034-06-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                  | JORDAN KINGDOM OF 7.75% 01/15/2028 144A                                                                 | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     165000 | PA      | $171910.20     | 0.00%             | 2028-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AASET 2022-1 LTD                                                                   | AASET 2022-1 LTD 6% 05/16/2047 144A                                                                     | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8238474 | PA      | $8411603.32    | 0.04%             | 2047-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                       | ENTEGRIS INC 5.95% 06/15/2030 144A                                                                      | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    2681000 | PA      | $2744579.92    | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP CY451600 12/16/72 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      20000 | NC      | $-88.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1% 12/01/2036#FS1679                                                                          | CUSIP: 3140XG2M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2114370 | PA      | $1839961.84    | 0.01%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 05/01/2052#CB3508                                                                          | CUSIP: 3140QN3S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     981502 | PA      | $948284.83     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 05/01/2051#CB0404                                                                        | CUSIP: 3140QKNW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2628429 | PA      | $2284645.42    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 11/01/2051#CB2164                                                                          | CUSIP: 3140QMMN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     931989 | PA      | $839904.37     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2022-C16                                                              | BBCMS MTG TR 2022-C16 4.6% 06/15/2055                                                                   | CUSIP: 05552YAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $280052.94     | 0.00%             | 2055-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MFA 2022-RPL1 TR                                                                   | MFA 2022-RPL1 TR 3.3% 08/25/2061 144A                                                                   | CUSIP: 55285TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1445443 | PA      | $1376672.76    | 0.01%             | 2061-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 02/01/2052#CB2886                                                                          | CUSIP: 3140QNF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3337026 | PA      | $2997927.66    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                              | CELANESE US HLDGS LLC VAR 07/15/2032                                                                    | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1132436.43    | 0.00%             | 2032-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                              | BERMUDA GOVERNMENT OF 5% 07/15/2032 144A                                                                | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     328000 | PA      | $333535.00     | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARDENAS MERGER SUB LLC                                                            | CARDENAS TONY'S FRESH MARKET TERM 1LN 08/01/2029                                                        | CUSIP: 14141NAB6<br>LEI: 254900WQ0CLAIQ6DHO57 | Long             | LON              | CORP              | US        |    3836501 | PA      | $2822014.98    | 0.01%             | 2029-08-01      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2022                                                                | TOWD PT MTG TR 2022 3.75% 07/25/2062 144A                                                               | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1105550 | PA      | $1068983.34    | 0.00%             | 2062-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033                                                            | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   32834000 | PA      | $33587169.28   | 0.15%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   35040000 | PA      | $35977847.35   | 0.16%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.889%/VAR 07/20/2033                                                                    | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   30465000 | PA      | $31186118.43   | 0.14%             | 2033-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 05/01/2051#CB0454                                                                        | CUSIP: 3140QKQG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3623472 | PA      | $3130293.56    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                      | CAMELOT RETURN MERGER SUB INC 8.75% 08/01/2028 144A                                                     | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     956000 | PA      | $799455.10     | 0.00%             | 2028-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033                                                       | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   42344000 | PA      | $43567345.26   | 0.19%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                    | CORNERSTONE BUILDING PRODUCTS TERM 1LN 08/01/2028                                                       | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     254346 | PA      | $202205.19     | 0.00%             | 2028-08-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 3.5% 07/20/2052#MA8149                                                                          | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22734956 | PA      | $21115315.44   | 0.09%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A                                                      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    3927000 | PA      | $4041090.42    | 0.02%             | 2027-07-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2.5% 04/25/2049                                                          | CUSIP: 3137H56A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     700349 | PA      | $628375.34     | 0.00%             | 2049-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 2.625% 07/31/2029                                                                             | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11120000 | PA      | $10772065.65   | 0.05%             | 2029-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2020-420K                                                    | CITIGROUP COML MTG TR 2020-420K D CSTR 11/10/2042 144A                                                  | CUSIP: 17328QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     625000 | PA      | $560765.13     | 0.00%             | 2042-11-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 5.247%/VAR 07/26/2030                                                              | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   35090000 | PA      | $36161515.61   | 0.16%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-PALM                                                                 | SREIT TR 2021-PALM TSFR1M+373.058 61 10/15/2034 144A                                                    | CUSIP: 85237AAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1146000 | PA      | $1144993.81    | 0.01%             | 2034-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WMB HOLDINGS INC                                                                   | CORPORATION SERVICE COMPANY TERM B 1LN 11/2/2029                                                        | CUSIP: 22006VAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3655288 | PA      | $3649183.77    | 0.02%             | 2029-11-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 3% 08/15/2052                                                               | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56140000 | PA      | $41473425.00   | 0.18%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 2.75% 08/15/2032                                                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11000000 | PA      | $10337851.59   | 0.05%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 4.65% 08/15/2032                                                                       | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4427000 | PA      | $4454369.48    | 0.02%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 4.875% 05/19/2033                                                          | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     398000 | PA      | $384269.00     | 0.00%             | 2033-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 4.95% 09/01/2032                                                                                | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   14376000 | PA      | $14491216.60   | 0.06%             | 2032-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 1.5% 04/01/2052#FS2099                                                                        | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21439 | PA      | $16651.70      | 0.00%             | 2052-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                        | ASURION TERM B10 1LN 08/19/2028                                                                         | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    1974593 | PA      | $1970268.49    | 0.01%             | 2028-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 09/01/2050#CA6947                                                                        | CUSIP: 3140QEWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15311322 | PA      | $13337398.36   | 0.06%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 3.5% 08/20/2052#MA8199                                                                          | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13423610 | PA      | $12467310.77   | 0.05%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                     | SYNCHRONY BANK 5.625% 08/23/2027                                                                        | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1540235.56    | 0.01%             | 2027-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                      | LOWES COS INC 5.625% 04/15/2053                                                                         | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20776.17      | 0.00%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10058000 | PA      | $10737397.38   | 0.05%             | 2033-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2% 04/01/2036#BR0968                                                                          | CUSIP: 3140KYCE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     832479 | PA      | $772096.05     | 0.00%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                              | BAUSCH HEALTH COS INC 11% 09/30/2028 144A                                                               | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     585000 | PA      | $611481.97     | 0.00%             | 2028-09-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 09/01/2052#SD1572                                                                          | CUSIP: 3132DNW90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     299936 | PA      | $303329.87     | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2022-C17                                                              | BBCMS MTG TR 2022-C17 4.889% 09/15/2055                                                                 | CUSIP: 054976AK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $242470.58     | 0.00%             | 2055-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                 | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     644000 | PA      | $668535.76     | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 3.5% 09/20/2052#MA8266                                                                          | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6464943 | PA      | $6004379.38    | 0.03%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 3.125% 11/23/2031                                                                 | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    2683000 | PA      | $2445453.70    | 0.01%             | 2031-11-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                                              | GACI FIRST INVESTMENT 5% 10/13/2027 REGS                                                                | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    1250000 | PA      | $1264950.00    | 0.01%             | 2027-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                                              | GACI FIRST INVESTMENT 5.25% 10/13/2032 REGS                                                             | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |     600000 | PA      | $621312.00     | 0.00%             | 2032-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                            | PHILIPPINES REPUBLIC OF 5.609% 04/13/2033                                                               | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      50000 | PA      | $53250.00      | 0.00%             | 2033-04-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                            | PHILIPPINES REPUBLIC OF 5.95% 10/13/2047                                                                | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     632000 | PA      | $674265.00     | 0.00%             | 2047-10-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                              | ELECTRICITE DE FRANCE 4.75% 10/12/2034 REGS                                                             | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $998796.30     | 0.00%             | 2034-10-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                               | ENEL FINANCE INTL NV 7.5% 10/14/2032 144A                                                               | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     245000 | PA      | $283288.82     | 0.00%             | 2032-10-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 02/01/2051#CA8955                                                                        | CUSIP: 3140QG5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37998 | PA      | $32790.74      | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                  | MDGH GMTN RSC LTD 5.5% 04/28/2033 144A                                                                  | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     749000 | PA      | $794314.50     | 0.00%             | 2033-04-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 4% 10/20/2052#MA8346                                                                            | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12538619 | PA      | $12007301.71   | 0.05%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 07/01/2047#FS1789                                                                        | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3872456 | PA      | $3692566.82    | 0.02%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 8.75% 06/02/2029                                                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     800000 | PA      | $856000.00     | 0.00%             | 2029-06-02      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2% 02/01/2036#FM6147                                                                          | CUSIP: 3140X9ZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36834 | PA      | $34369.76      | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                     | URUGUAY REPUBLICA ORIENTAL DL 5.75% 10/28/2034                                                          | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     671000 | PA      | $717970.00     | 0.00%             | 2034-10-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 10/31/2029                                                                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5600000 | PA      | $5689906.26    | 0.02%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 7.437%/VAR 11/02/2033                                                                      | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3625000 | PA      | $4172071.19    | 0.02%             | 2033-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C3 MTG TR                                                                 | BMO 2022-C3 MTG TR 22-C3 ASB VAR 09/15/2054                                                             | CUSIP: 05602QAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2906525.72    | 0.01%             | 2054-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4% 11/15/2052                                                               | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  256713000 | PA      | $229186548.10  | 1.00%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 11/15/2032                                                                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   82955000 | PA      | $84662706.65   | 0.37%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANCION HOLDINGS LLC                                                             | ANGUS CHEMICAL TERM 1LN 11/24/2027                                                                      | CUSIP: 04317JAG3<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    1290565 | PA      | $1135697.25    | 0.00%             | 2027-11-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                  | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1294820.40    | 0.01%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                               | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                              | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    2662000 | PA      | $2642035.00    | 0.01%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $585093.56     | 0.00%             | 2034-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 9.875% 01/15/2028                                                                    | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1383000 | PA      | $1520608.50    | 0.01%             | 2028-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 7.1% 11/15/2027                                                                           | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   25628000 | PA      | $26838391.22   | 0.12%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                               | BOSTON PROPERTIES LP 6.75% 12/01/2027                                                                   | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     733000 | PA      | $767390.22     | 0.00%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST 2019                                                            | CPT MORTGAGE TRUST 2019 CSTR 11/13/2039 144A                                                            | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $83388.98      | 0.00%             | 2039-11-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                 | POLAND REPUBLIC OF 5.75% 11/16/2032                                                                     | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     840000 | PA      | $903924.00     | 0.00%             | 2032-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 04/01/2052#SD7554                                                                        | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7888809 | PA      | $6847137.64    | 0.03%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELEK US HOLDINGS INC                                                              | DELEK TERM B 1LN 11/19/2029                                                                             | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |    1224218 | PA      | $1224878.67    | 0.01%             | 2029-11-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-4 LLC                                                   | ENTERPRISE FLEET FING 2022-4 LLC 5.76% 10/22/2029 144A                                                  | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1688968 | PA      | $1696178.81    | 0.01%             | 2029-10-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44                                                                    | BANK 2022-BNK44 5.746245% 11/15/2055                                                                    | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7185000 | PA      | $7657585.47    | 0.03%             | 2055-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                 | PANAMA REPUBLIC OF 6.4% 02/14/2035                                                                      | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     546000 | PA      | $569374.26     | 0.00%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                               | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                                  | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    8980223 | PA      | $8752664.21    | 0.04%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5% 10/01/2052#FS3047                                                                          | CUSIP: 3140XJL50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     646494 | PA      | $653000.14     | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 12/01/2051#CB2420                                                                          | CUSIP: 3140QMVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     262108 | PA      | $236210.54     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 11/01/2051#FM9632                                                                          | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     604449 | PA      | $544726.83     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 08/01/2051#FM9973                                                                          | CUSIP: 3140XECK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     360034 | PA      | $325023.69     | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 3.5% 10/20/2052#MA8345                                                                          | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4305172 | PA      | $3994098.05    | 0.02%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                        | SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS                                                      | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |     385000 | PA      | $486085.70     | 0.00%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 8% 04/20/2033                                                                      | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     718000 | PA      | $781184.00     | 0.00%             | 2033-04-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 12/01/2052#SD1924                                                                          | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     734688 | PA      | $742770.83     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5% 11/01/2052#CB5128                                                                          | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     534923 | PA      | $542313.09     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 11/01/2052#SD1862                                                                          | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     324433 | PA      | $328914.48     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 7.416%/VAR 06/06/2033 REGS                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     380000 | PA      | $531270.38     | 0.00%             | 2033-06-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 11/01/2052#SD1863                                                                          | CUSIP: 3132DPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1044118 | PA      | $1055604.87    | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                     | ALTICE FINANCING TERM B 1LN 10/31/2027                                                                  | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |     104731 | PA      | $76977.12      | 0.00%             | 2027-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 12/01/2052#RA8292                                                                          | CUSIP: 3133KQF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     267458 | PA      | $269982.75     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 12/01/2052#RA8291                                                                          | CUSIP: 3133KQF84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     299341 | PA      | $302634.38     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5% 11/01/2052#FS3248                                                                          | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     519015 | PA      | $524887.51     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5% 12/01/2052#CB5273                                                                          | CUSIP: 3140QQ2F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     328662 | PA      | $332277.51     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5% 11/01/2052#FS3295                                                                          | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     322878 | PA      | $325925.59     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                     | BRANDYWINE OPER PARTNERSHIP LP 8.3% 03/15/2028                                                          | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2304006.03    | 0.01%             | 2028-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 10/01/2052#SD1733                                                                          | CUSIP: 3132DN4S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     343154 | PA      | $347036.96     | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5% 10/01/2052#CB4893                                                                          | CUSIP: 3140QQNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     433702 | PA      | $438608.71     | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 12/31/2029                                                                             | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   78205000 | PA      | $79112300.00   | 0.35%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                        | EXELON CORP 3.35% 03/15/2032                                                                            | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5149000 | PA      | $4831065.98    | 0.02%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 6.691%/VAR 01/10/2034 144A                                                      | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1180000 | PA      | $1291727.78    | 0.01%             | 2034-01-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035                                                           | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     538000 | PA      | $566836.80     | 0.00%             | 2035-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                | HUNGARY REPUBLIC OF 6.25% 09/22/2032 144A                                                               | CUSIP: 445545AS5<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     228000 | PA      | $243390.00     | 0.00%             | 2032-09-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                | HUNGARY REPUBLIC OF 6.125% 05/22/2028 144A                                                              | CUSIP: 445545AR7<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     378000 | PA      | $391979.69     | 0.00%             | 2028-05-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                | HUNGARY REPUBLIC OF 6.75% 09/25/2052 144A                                                               | CUSIP: 445545AT3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |      98000 | PA      | $105546.00     | 0.00%             | 2052-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                               | ROMANIA REPUBLIC OF 6.625% 02/17/2028 144A                                                              | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     568000 | PA      | $591168.72     | 0.00%             | 2028-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                               | ROMANIA REPUBLIC OF 7.125% 01/17/2033 144A                                                              | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     504000 | PA      | $545897.52     | 0.00%             | 2033-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                            | PHILIPPINES REPUBLIC OF 5.5% 01/17/2048                                                                 | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     500000 | PA      | $506875.00     | 0.00%             | 2048-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                            | PHILIPPINES REPUBLIC OF 5% 07/17/2033                                                                   | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     765000 | PA      | $785081.25     | 0.00%             | 2033-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                              | POSCO 5.75% 01/17/2028 144A                                                                             | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |     840000 | PA      | $865778.18     | 0.00%             | 2028-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                              | POSCO 5.875% 01/17/2033 144A                                                                            | CUSIP: 73730EAE3<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $213846.12     | 0.00%             | 2033-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    4927000 | PA      | $5165341.90    | 0.02%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                       | ECOPETROL SA 8.875% 01/13/2033                                                                          | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2502000 | PA      | $2674137.60    | 0.01%             | 2033-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 9.375% 01/19/2033                                                                    | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1394000 | PA      | $1636556.00    | 0.01%             | 2033-01-19      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                                           | LIBERTY COSTA RICA SR SF 10.875% 01/15/2031 144A                                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |     650000 | PA      | $683153.25     | 0.00%             | 2031-01-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 10/01/2052#SD1772                                                                          | CUSIP: 3132DN6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     688360 | PA      | $665063.04     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 04/01/2052#FS1647                                                                          | CUSIP: 3140XGZM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     669914 | PA      | $645985.69     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                  | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                                | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     477000 | PA      | $490264.42     | 0.00%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                       | TRANSOCEAN INTERNATIONAL LTD 8.75% 02/15/2030 144A                                                      | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     647250 | PA      | $674826.73     | 0.00%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 7.375% 02/01/2031 144A                                                               | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7098000 | PA      | $7386588.50    | 0.03%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C4 MTG TR                                                                 | BMO 2023-C4 MTG TR CSTR 02/15/2056                                                                      | CUSIP: 05610CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     710989 | PA      | $722308.51     | 0.00%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                              | ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS                                                              | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $262008.32     | 0.00%             | 2035-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                 | SERBIA REPUBLIC OF 6.5% 09/26/2033 144A                                                                 | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     773000 | PA      | $834092.12     | 0.00%             | 2033-09-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.5% 01/31/2030                                                                               | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $9973828.10    | 0.04%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 12/01/2052#SD2175                                                                          | CUSIP: 3132DPMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138246 | PA      | $139550.66     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 01/01/2053#SD2186                                                                          | CUSIP: 3132DPNB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     472562 | PA      | $476874.91     | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                          | CAESARS ENTERTAINMENT INC 7% 02/15/2030 144A                                                            | CUSIP: 12769GAB6<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |     875000 | PA      | $905802.63     | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 7.5% 02/02/2034                                                                    | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     593000 | PA      | $623836.00     | 0.00%             | 2034-02-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                          | ELDORADO RESORTS TERM B 1LN 2/6/2030                                                                    | CUSIP: 12768EAG1<br>LEI: 5299000BKFWWVND5L441 | Long             | LON              | CORP              | US        |    4330930 | PA      | $4284025.91    | 0.02%             | 2030-02-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DLLAD 2023-1A                                                                      | DLLAD 2023-1A 4.79% 01/20/2028 144A                                                                     | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1030824 | PA      | $1035381.67    | 0.00%             | 2028-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B27 MTG TR                                                          | BENCHMARK 2021-B27 C MTG TR CSTR 7/15/2054                                                              | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4048008 | PA      | $192456.89     | 0.00%             | 2054-07-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                            | CORPORACION NACIONAL DEL COBRE DE CHILE 5.125% 02/02/2033 144A                                          | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     574000 | PA      | $575790.88     | 0.00%             | 2033-02-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 11/01/2051#FM9505                                                                        | CUSIP: 3140XDR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     859390 | PA      | $741884.33     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 11/01/2051#FM9517                                                                        | CUSIP: 3140XDSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1124669 | PA      | $970891.07     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                 | DOMINICAN REPUBLIC 7.05% 02/03/2031 144A                                                                | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     612000 | PA      | $655146.00     | 0.00%             | 2031-02-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  196335000 | PA      | $163794007.13  | 0.72%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.5% 02/15/2033                                                                               | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  137914000 | PA      | $135204205.05  | 0.59%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 02/01/2052#RA6799                                                                        | CUSIP: 3133KNRU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     131948 | PA      | $123224.19     | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 01/01/2052#CB2679                                                                        | CUSIP: 3140QM6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72139 | PA      | $67368.94      | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 02/01/2052#CB2906                                                                        | CUSIP: 3140QNGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112701 | PA      | $105002.52     | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                              | CANADA GOVERNMENT OF 2.75% 06/01/2033                                                                   | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3000000 | PA      | $2110971.91    | 0.01%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 01/01/2037#FS1654                                                                        | CUSIP: 3140XGZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     833842 | PA      | $793203.88     | 0.00%             | 2037-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 04/01/2052#CB3313                                                                          | CUSIP: 3140QNVF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     887838 | PA      | $853351.48     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                             | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 04/15/2028 144A                            | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     789000 | PA      | $803403.98     | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                    | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                    | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3626000 | PA      | $3741654.90    | 0.02%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 5.05% 07/15/2033                                                                       | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    9288000 | PA      | $9536091.86    | 0.04%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSNET LTD                                                                       | TRANSNET LTD 8.25% 02/06/2028 144A                                                                      | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     395000 | PA      | $418700.00     | 0.00%             | 2028-02-06      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                               | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     680000 | PA      | $691009.26     | 0.00%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OTP BANK PLC                                                                       | OTP BANK PLC 8.75%/VAR 05/15/2033 REGS                                                                  | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |     400000 | PA      | $425624.00     | 0.00%             | 2033-05-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                     | BRASKEM NETHERLANDS FIN BV 7.25% 02/13/2033 144A                                                        | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1358000 | PA      | $483678.86     | 0.00%             | 2033-02-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 6.7% 02/14/2033                                                                           | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2478000 | PA      | $2594232.50    | 0.01%             | 2033-02-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| ASURION LLC                                                                        | ASURION TERM LOAN B11 1LN 08/19/2028                                                                    | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    3786085 | PA      | $3777149.58    | 0.02%             | 2028-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE NETHERLANDS B.V.                                           | IMPERIAL BRANDS FINANCE NETHERLANDS B.V. 5.25% 02/15/2031 REGS                                          | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |    2010000 | PA      | $2529734.27    | 0.01%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                     | GREENSAIF PIPELINES BIDCO SARL 6.129% 02/23/2038 144A                                                   | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    1934000 | PA      | $2054758.96    | 0.01%             | 2038-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                     | GREENSAIF PIPELINES BIDCO SARL 6.51% 02/23/2042 144A                                                    | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     605000 | PA      | $658209.75     | 0.00%             | 2042-02-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6.75% 08/15/2028 144A                                                                     | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $1145460.00    | 0.01%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 1.5% 02/01/2036#SB8088                                                                        | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     143017 | PA      | $129637.07     | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CLAIMS MGMT SVCS INC                                                      | SEDGWICK TERM B 1LN 07/31/2031                                                                          | CUSIP: N/A<br>LEI: 549300BIN4DWJG5VWF64       | Long             | LON              | CORP              | US        |    3542659 | PA      | $3548185.40    | 0.02%             | 2031-07-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 02/28/2030                                                                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     368000 | PA      | $374138.13     | 0.00%             | 2030-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-1 LLC                                                   | ENTERPRISE FLEET FING 2023-1 LLC 5.51% 01/22/2029 144A                                                  | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2906965 | PA      | $2912242.72    | 0.01%             | 2029-01-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 01/01/2052#SD0856                                                                          | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     799547 | PA      | $655598.52     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                   | DEUTSCHE BANK AG 6.125%/VAR 12/12/2030 REGS                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    1200000 | PA      | $1665860.56    | 0.01%             | 2030-12-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2% 02/01/2028#FS3865                                                                          | CUSIP: 3140XKJK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     329851 | PA      | $323883.44     | 0.00%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                    | BANK 2023-BNK45 B VAR 02/15/2056                                                                        | CUSIP: 06541BBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     305000 | PA      | $317803.72     | 0.00%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 5.4% 03/02/2026                                                                        | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     675000 | PA      | $677351.42     | 0.00%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                                                 | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5706000 | PA      | $5727648.68    | 0.03%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                               | TEVA PHARMACEUTICAL FIN NETH III B V 7.875% 09/15/2029                                                  | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     811000 | PA      | $887654.10     | 0.00%             | 2029-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 02/01/2053#CB5600                                                                        | CUSIP: 3140QRGJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158760 | PA      | $162511.46     | 0.00%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                             | INEOS QUATTRO TERM B 1LN 3/14/2030                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1433460 | PA      | $1069719.85    | 0.00%             | 2030-03-14      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                           | VIRGIN MEDIA TERM Y 1LN 03/31/2031                                                                      | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |    1215000 | PA      | $1191635.55    | 0.01%             | 2031-03-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MOROCCO KINGDOM OF                                                                 | MOROCCO KINGDOM OF 6.5% 09/08/2033 144A                                                                 | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     801000 | PA      | $868284.00     | 0.00%             | 2033-09-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                               | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                              | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     860000 | PA      | $888060.94     | 0.00%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 6.254%/VAR 03/09/2034                                                                 | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $547963.22     | 0.00%             | 2034-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2% 02/01/2036#QN5328                                                                          | CUSIP: 3133GB4M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      86072 | PA      | $79909.27      | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2% 03/01/2036#QN5744                                                                          | CUSIP: 3133GCLZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      74782 | PA      | $69428.01      | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2% 03/01/2036#RC1891                                                                          | CUSIP: 3133L8C45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14431 | PA      | $13393.30      | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2% 02/01/2036#BR1356                                                                          | CUSIP: 3140KYQJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     101289 | PA      | $94163.32      | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2% 02/01/2036#BR3300                                                                          | CUSIP: 3140L1U29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71235 | PA      | $66357.27      | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2% 03/01/2036#CA9438                                                                          | CUSIP: 3140QHPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91366 | PA      | $84567.84      | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2% 02/01/2036#FM6186                                                                          | CUSIP: 3140X92U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72013 | PA      | $66947.40      | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2% 02/01/2036#FM6089                                                                          | CUSIP: 3140X9XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104467 | PA      | $97151.19      | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2% 02/01/2036#FM6342                                                                          | CUSIP: 3140XABL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94716 | PA      | $87816.14      | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2% 05/01/2036#FM6899                                                                          | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109344 | PA      | $101856.91     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5.5% 03/01/2053#SD7559                                                                        | CUSIP: 3132DVMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2168880 | PA      | $2235038.18    | 0.01%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 9.375% 03/14/2029                                                                    | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1959000 | PA      | $2201426.25    | 0.01%             | 2029-03-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 12/01/2051#FM9777                                                                          | CUSIP: 3140XD2K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     394009 | PA      | $354586.44     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 4.75%/VAR 03/17/2032 REGS                                                                  | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    1900000 | PA      | $2368098.30    | 0.01%             | 2032-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2% 06/01/2035#QN2431                                                                          | CUSIP: 3133G8VY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10249479 | PA      | $9570105.70    | 0.04%             | 2035-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 1.5% 08/01/2035#SB8066                                                                        | CUSIP: 3132D56B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     326782 | PA      | $297129.38     | 0.00%             | 2035-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 11/01/2035#BQ5806                                                                        | CUSIP: 3140KRNY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1529992 | PA      | $1391159.45    | 0.01%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 11/01/2035#BQ6318                                                                        | CUSIP: 3140KSAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1605905 | PA      | $1455667.73    | 0.01%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 11/01/2035#CA7953                                                                        | CUSIP: 3140QFZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     824569 | PA      | $747428.28     | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 1.5% 04/01/2051#QC0798                                                                        | CUSIP: 3133AJ3F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     380437 | PA      | $295487.82     | 0.00%             | 2051-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 1.5% 03/01/2051#QC0226                                                                        | CUSIP: 3133AJHB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     237252 | PA      | $184571.70     | 0.00%             | 2051-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2% 02/01/2041#RB5100                                                                          | CUSIP: 3133KYUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     417793 | PA      | $368684.98     | 0.00%             | 2041-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.625% 03/31/2030                                                                             | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     969000 | PA      | $970816.88     | 0.00%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                             | COSTA RICA REPUBLIC OF 6.55% 04/03/2034 144A                                                            | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     289000 | PA      | $310891.75     | 0.00%             | 2034-04-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                 | POLAND REPUBLIC OF 5.5% 04/04/2053                                                                      | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     426000 | PA      | $413207.22     | 0.00%             | 2053-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                        | BX 2021-LBA TSFR1M+91.45 02/15/2036 144A                                                                | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1398279.40    | 0.01%             | 2036-02-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                           | CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A                                                             | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    5774000 | PA      | $5956071.54    | 0.03%             | 2029-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                              | ZF NORTH AMER CAP INC 6.875% 04/14/2028 144A                                                            | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     565000 | PA      | $576652.56     | 0.00%             | 2028-04-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                  | JORDAN KINGDOM OF 7.5% 01/13/2029 144A                                                                  | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     850000 | PA      | $892457.50     | 0.00%             | 2029-01-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 9.125% 07/13/2030                                                                    | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     555000 | PA      | $633812.78     | 0.00%             | 2030-07-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                     | BRAZIL FEDERATIVE REPUBLIC OF 6% 10/20/2033                                                             | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     863000 | PA      | $878534.00     | 0.00%             | 2033-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 02/01/2053#SD7561                                                                          | CUSIP: 3132DVMJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8739778 | PA      | $8419412.51    | 0.04%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 11/01/2051#FM9464                                                                          | CUSIP: 3140XDQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43273 | PA      | $39078.97      | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OPTIV PARENT INC                                                                   | OPTIV TERM B 1LN 07/31/2026                                                                             | CUSIP: 68405PAB8<br>LEI: 549300EMRBO1UNORKL53 | Long             | LON              | CORP              | US        |    2430449 | PA      | $1703744.90    | 0.01%             | 2026-07-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                       | INTERNET BRANDS TERM B 1LN 05/03/2028                                                                   | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    5116408 | PA      | $4612902.73    | 0.02%             | 2028-05-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP 04/17/65 B                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     180000 | NC      | $31229.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP 04/17/65 B                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     330000 | NC      | $57254.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                      | ABU DHABI NATL ENERGY CO PJSC 4.375% 01/24/2029 144A                                                    | CUSIP: 00388WAL5<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     505000 | PA      | $508762.25     | 0.00%             | 2029-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                      | ABU DHABI NATL ENERGY CO PJSC 4.696% 04/24/2033 144A                                                    | CUSIP: 00388WAM3<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     468000 | PA      | $472413.24     | 0.00%             | 2033-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2023-A                                                       | ARI FLEET LEASE TRUST 2023-A A3 5.33% 02/17/2032 144A                                                   | CUSIP: 00218GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6187000 | PA      | $6225272.16    | 0.03%             | 2032-02-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 4.5% 04/20/2053#MA8799                                                                          | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3838566 | PA      | $3778071.46    | 0.02%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 6.338% 05/04/2053                                                          | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     846000 | PA      | $820027.80     | 0.00%             | 2053-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERTAMINA GEOTHERMAL ENERGY PT                                                     | PERTAMINA GEOTHERMAL ENERGY PT 5.15% 04/27/2028 144A                                                    | CUSIP: 69379VAA7<br>LEI: 2549009CVV6Y7H26NV14 | Long             | DBT              | CORP              | ID        |     361000 | PA      | $366527.81     | 0.00%             | 2028-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                                  | COPELAND TERM B 1LN 05/31/2030                                                                          | CUSIP: N/A<br>LEI: 5493000GJYE7GAQCUC61       | Long             | LON              | CORP              | US        |     314212 | PA      | $314199.93     | 0.00%             | 2030-05-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 01/01/2042#RB5142                                                                        | CUSIP: 3133KYWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     411607 | PA      | $371137.87     | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 11/01/2041#MA4475                                                                        | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     269911 | PA      | $243782.42     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BANK                                                          | MAGYAR EXPORT-IMPORT BANK 6.125% 12/04/2027 144A                                                        | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | CORP              | HU        |     400000 | PA      | $412250.00     | 0.00%             | 2027-12-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO                                                      | EMPRESA NACIONAL DEL PETROLEO 6.15% 05/10/2033 144A                                                     | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     569000 | PA      | $600471.39     | 0.00%             | 2033-05-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                                 | SASOL FING USA LLC 8.75% 05/03/2029 144A                                                                | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     515000 | PA      | $523663.33     | 0.00%             | 2029-05-03      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 04/01/2042#BV7699                                                                        | CUSIP: 3140MMRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88243 | PA      | $79693.27      | 0.00%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 11/01/2041#CB2113                                                                        | CUSIP: 3140QMK37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81228 | PA      | $73586.10      | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 11/01/2041#FM9585                                                                        | CUSIP: 3140XDUK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87897 | PA      | $79644.82      | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 11/01/2041#FS1573                                                                        | CUSIP: 3140XGXB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     272482 | PA      | $246777.88     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 02/01/2042#FS1810                                                                        | CUSIP: 3140XHAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     208265 | PA      | $188798.70     | 0.00%             | 2042-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                | GSCOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      30000 | NC      | $5204.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 11/01/2041#BT9396                                                                        | CUSIP: 3140LYNN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88815 | PA      | $80393.66      | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 06/01/2041#BR1090                                                                        | CUSIP: 3140KYF82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94929 | PA      | $86163.94      | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 11/01/2041#QK1203                                                                        | CUSIP: 3133D4KQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     122932 | PA      | $111271.93     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 04/01/2042#SC0270                                                                        | CUSIP: 3132D9JP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      79619 | PA      | $71873.25      | 0.00%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A                                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   10485000 | PA      | $10933131.52   | 0.05%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                          | VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC 9.5% 06/01/2028 144A                          | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     832000 | PA      | $861663.30     | 0.00%             | 2028-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.9% 04/05/2032                                                                | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   36646000 | PA      | $34835191.41   | 0.15%             | 2032-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                              | TENET HEALTHCARE CORP 6.75% 05/15/2031                                                                  | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     310000 | PA      | $322983.42     | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.829%/VAR 05/09/2027                                                                      | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3236000 | PA      | $3258031.04    | 0.01%             | 2027-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 6.224%/VAR 05/09/2034                                                                      | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7080000 | PA      | $7657735.01    | 0.03%             | 2034-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.375% 05/15/2033                                                                             | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  146650000 | PA      | $142342156.25  | 0.62%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC                                          | EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.625% 12/15/2030 144A                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2906000 | PA      | $3011641.82    | 0.01%             | 2030-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT                                      | CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT D 6.43808% 06/10/2028 144A                                | CUSIP: 17291NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1343000 | PA      | $1346175.52    | 0.01%             | 2040-10-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP CY451600 12/16/72 S                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      20000 | NC      | $88.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.85% 04/05/2029                                                               | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   31450000 | PA      | $30972094.92   | 0.14%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                          | CUSIP: 3137H5KC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     656599 | PA      | $604374.67     | 0.00%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      60000 | NC      | $10409.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047                                                            | CUSIP: 3136BLES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3224063 | PA      | $2920110.86    | 0.01%             | 2047-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                     | FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A                                                    | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   13478000 | PA      | $13525175.70   | 0.06%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 07/01/2041#CB2014                                                                        | CUSIP: 3140QMGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     179735 | PA      | $162822.59     | 0.00%             | 2041-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 03/01/2040#FM2646                                                                        | CUSIP: 3140X55G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86216 | PA      | $78650.60      | 0.00%             | 2040-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 04/01/2041#MA4312                                                                        | CUSIP: 31418DYJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     260433 | PA      | $236305.65     | 0.00%             | 2041-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                        | BX 2021-LBA DV TSFR1M+171.448 02/15/2036 144A                                                           | CUSIP: 05609BBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     988512 | PA      | $986064.46     | 0.00%             | 2036-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 3.875% 05/15/2043                                                           | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $3662397.20    | 0.02%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                  | MDGH GMTN RSC LTD 4.375% 11/22/2033 144A                                                                | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     402000 | PA      | $397147.86     | 0.00%             | 2033-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                  | MDGH GMTN RSC LTD 5.084% 05/22/2053 144A                                                                | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     929000 | PA      | $896485.00     | 0.00%             | 2053-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNELIAN POINT HOLDINGS LP                                                        | CARNELIAN POINT HOLDINGS LP WT 06/30/27                                                                 | CUSIP: 155371529<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        350 | NS      | $1022.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                            | MNGT SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     180000 | NC      | $31229.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                        | BANK GOSPODARSTWA KRAJOWEGO 5.375% 05/22/2033 144A                                                      | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     750000 | PA      | $778365.00     | 0.00%             | 2033-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 4.856%/VAR 05/23/2033 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     775000 | PA      | $972222.46     | 0.00%             | 2033-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 1.5% 02/01/2051#SD8127                                                                        | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2588136 | PA      | $2010219.06    | 0.01%             | 2051-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                | GSCOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     370000 | NC      | $64194.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO INC                                                                            | XPO INC 7.125% 06/01/2031 144A                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     459000 | PA      | $480163.11     | 0.00%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                         | FIRST QUANTUM MINERALS LTD 8.625% 06/01/2031 144A                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     366000 | PA      | $383439.90     | 0.00%             | 2031-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                                                           | GOLDEN ENTERTAINMENT TERM B 1LN 05/26/2030                                                              | CUSIP: 38101JAE6<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | LON              | CORP              | US        |    1476025 | PA      | $1476025.00    | 0.01%             | 2030-05-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                          | IQVIA INC 6.5% 05/15/2030 144A                                                                          | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     923000 | PA      | $960257.82     | 0.00%             | 2030-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.75% 05/31/2030                                                                              | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3393000 | PA      | $3416061.81    | 0.01%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 01/01/2041#SC0119                                                                        | CUSIP: 3132D9DY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     524609 | PA      | $476354.54     | 0.00%             | 2041-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 07/01/2040#CA6462                                                                        | CUSIP: 3140QEFC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     316155 | PA      | $287961.84     | 0.00%             | 2040-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIE MAE 4.5% 07/25/2048                                                                              | CUSIP: 3136BM7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     676385 | PA      | $676559.70     | 0.00%             | 2048-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 4% 12/25/2048                                                            | CUSIP: 3136BNE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     210878 | PA      | $208480.76     | 0.00%             | 2048-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                   | GGAM FINANCE LTD 8% 06/15/2028 144A                                                                     | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    2469000 | PA      | $2615562.31    | 0.01%             | 2028-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2% 07/01/2041#SC0162                                                                          | CUSIP: 3132D9FB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1894598 | PA      | $1668860.13    | 0.01%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 07/01/2041#CB1069                                                                          | CUSIP: 3140QLFK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     513637 | PA      | $453319.54     | 0.00%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 11/01/2041#CB2110                                                                          | CUSIP: 3140QMKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     655536 | PA      | $575031.28     | 0.00%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 12/01/2040#FM5042                                                                          | CUSIP: 3140X8S81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159819 | PA      | $141703.33     | 0.00%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 11/01/2041#FS0106                                                                          | CUSIP: 3140XFDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     823862 | PA      | $722800.43     | 0.00%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                          | CUSIP: 3137H5J57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     158497 | PA      | $145296.22     | 0.00%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                          | CUSIP: 3137H5UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     216120 | PA      | $193666.96     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                          | CUSIP: 3137H5F77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     208975 | PA      | $191414.27     | 0.00%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047                                                          | CUSIP: 3137H62Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     170125 | PA      | $156146.79     | 0.00%             | 2047-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048                                                  | CUSIP: 3136BLMF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     278104 | PA      | $261015.03     | 0.00%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048                                                   | CUSIP: 3136BLRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     393350 | PA      | $369277.13     | 0.00%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSCH (ROBERT) GMBH                                                                | BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS                                                              | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |     600000 | PA      | $692785.49     | 0.00%             | 2043-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027                                                               | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     966000 | PA      | $958545.07     | 0.00%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 4.35% 04/05/2042                                                               | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     208000 | PA      | $179128.31     | 0.00%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 4% 03/25/2047                                                            | CUSIP: 3136BNBG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2384786 | PA      | $2338875.80    | 0.01%             | 2047-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                                                   | AUSNET SERVICES HOLDINGS PTY LTD 6.134% 05/31/2033                                                      | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |    1100000 | PA      | $751920.24     | 0.00%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 5.25% 01/30/2031                                                                        | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   17030000 | PA      | $17640910.38   | 0.08%             | 2031-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 5% 01/30/2029                                                                           | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4149000 | PA      | $4244935.34    | 0.02%             | 2029-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 5.75% 06/06/2028                              | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   14420000 | PA      | $14949974.80   | 0.07%             | 2028-06-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 05/01/2053#FS4631                                                                        | CUSIP: 3140XLED6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     492554 | PA      | $504961.57     | 0.00%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5.5% 05/01/2053#SD2891                                                                        | CUSIP: 3132DQF84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     982528 | PA      | $1006971.81    | 0.00%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 06/01/2053#CB6538                                                                          | CUSIP: 3140QSHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1050779 | PA      | $1091987.15    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 6% 06/01/2053#RA9276                                                                          | CUSIP: 3133KRJV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     932908 | PA      | $969494.42     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 6% 06/01/2053#RA9278                                                                          | CUSIP: 3133KRJX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     925785 | PA      | $960355.52     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     350000 | NC      | $60724.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 07/01/2051#FS4654                                                                          | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6610623 | PA      | $5436991.10    | 0.02%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                  | GUATEMALA REP OF 6.6% 06/13/2036 144A                                                                   | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     476000 | PA      | $508963.00     | 0.00%             | 2036-06-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 08/01/2051#CB1281                                                                        | CUSIP: 3140QLM78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3604498 | PA      | $3101511.36    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 08/01/2051#CB1331                                                                        | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2904723 | PA      | $2499385.90    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 08/01/2051#CB1280                                                                        | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2782416 | PA      | $2394145.59    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 2.5% 01/20/2052#785831                                                                          | CUSIP: 3622ABLL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2938767 | PA      | $2531867.36    | 0.01%             | 2052-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049                                                          | CUSIP: 3136BKND0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1339171 | PA      | $1200445.82    | 0.01%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2.5% 09/25/2048                                                          | CUSIP: 3136BKUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     886584 | PA      | $799357.71     | 0.00%             | 2048-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048                                                            | CUSIP: 3136BLFC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1332732 | PA      | $1207324.76    | 0.01%             | 2048-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047                                                          | CUSIP: 3136BLRR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1275007 | PA      | $1172054.84    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048                                                            | CUSIP: 3137H5ZJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     843942 | PA      | $792115.86     | 0.00%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                            | MNGT SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     110000 | NC      | $19084.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 2023-1A A 5.8% 04/18/2038 144A                                         | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    3011544 | PA      | $3029594.51    | 0.01%             | 2038-04-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2023-HB1                                                          | OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A                                                          | CUSIP: 67578KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      69588 | PA      | $69301.56      | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIE MAE 2.5% 02/25/2052                                                                              | CUSIP: 3136BMM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     988097 | PA      | $945339.77     | 0.00%             | 2052-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048                                                            | CUSIP: 3137H8BP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     331476 | PA      | $334539.61     | 0.00%             | 2048-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 4.5% 10/25/2044                                                          | CUSIP: 3137H9AA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     705406 | PA      | $705531.36     | 0.00%             | 2044-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                | INTESA SANPAOLO SPA 6.625% 06/20/2033 144A                                                              | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    4137000 | PA      | $4577901.60    | 0.02%             | 2033-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                             | CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A                                                    | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2753000 | PA      | $2750191.94    | 0.01%             | 2028-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                      | ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS                                                    | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     810000 | PA      | $1111396.14    | 0.00%             | 2031-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                | GSCOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     950000 | NC      | $164824.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048                                                   | CUSIP: 3136BG6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     340490 | PA      | $289422.24     | 0.00%             | 2048-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048                                                   | CUSIP: 3136BG6Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     361843 | PA      | $307572.76     | 0.00%             | 2048-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048                                                  | CUSIP: 3136BKJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     298312 | PA      | $268081.87     | 0.00%             | 2048-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050                                                 | CUSIP: 3136BKWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     473823 | PA      | $425416.19     | 0.00%             | 2050-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049                                                 | CUSIP: 3136BLYE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     343406 | PA      | $308338.36     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                             | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047                            | CUSIP: 3137H3SE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     271451 | PA      | $242962.37     | 0.00%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050                                                  | CUSIP: 3137H4N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1723204 | PA      | $1531674.10    | 0.01%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047                                                  | CUSIP: 3137H5BG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     338988 | PA      | $310695.29     | 0.00%             | 2047-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048                                                   | CUSIP: 3137H5BQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2307944 | PA      | $2078022.85    | 0.01%             | 2048-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050                                                  | CUSIP: 3137H5MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     401749 | PA      | $355432.88     | 0.00%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                               | NIELSEN HOLDINGS TERM A 1LN 10/11/2028                                                                  | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    1466458 | PA      | $1428960.33    | 0.01%             | 2028-10-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2023-PRM3                                                    | CITIGROUP COML MTG TR 2023-PRM3 C 6.35973% 07/10/2028 144A                                              | CUSIP: 17331LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1012000 | PA      | $1040333.17    | 0.00%             | 2028-07-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2% 07/25/2050                                                            | CUSIP: 3137FUAS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3140543 | PA      | $2662434.67    | 0.01%             | 2050-07-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 6% 07/01/2053#RA9382                                                                          | CUSIP: 3133KRM76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     598254 | PA      | $621715.52     | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2.5% 03/01/2032#SB0878                                                                        | CUSIP: 3132CW6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2437557 | PA      | $2357932.66    | 0.01%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                           | AZUL SECURED FINANCE LLP 11.5% 08/28/2029                                                               | CUSIP: 05501WAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     399916 | PA      | $31433.40      | 0.00%             | 2029-08-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS BRANCH                                                      | BBVA BANCOMER SA TEXAS BRH 8.45%/VAR 06/29/2038 144A                                                    | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | EP               | CORP              | US        |     400000 | PA      | $438894.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 02/01/2036#FM6507                                                                        | CUSIP: 3140XAGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     335272 | PA      | $303906.07     | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4.5% 11/01/2040#ZT2295                                                                        | CUSIP: 3132AERQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3100222 | PA      | $3122225.47    | 0.01%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                 | VIKING CRUISES LTD 9.125% 07/15/2031 144A                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    1087000 | PA      | $1166080.34    | 0.01%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                        | ENERGEAN ISRAEL FINANCE LTD 8.5% 09/30/2033 144A REGS                                                   | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     100000 | PA      | $106658.19     | 0.00%             | 2033-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2023-SFR1 TRUST                                                 | TRICON RESIDENTIAL 2023-SFR1 TRUST 8.25% 07/17/2040 144A                                                | CUSIP: 89616WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     350000 | PA      | $357719.78     | 0.00%             | 2040-07-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                                  | CHILE REPUBLIC OF 5.33% 01/05/2054                                                                      | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     730000 | PA      | $721970.00     | 0.00%             | 2054-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 09/01/2051#RA5901                                                                          | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     535953 | PA      | $480821.10     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 11/01/2051#RA6347                                                                          | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     600906 | PA      | $539093.06     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2% 04/25/2045                                                            | CUSIP: 3137FVE99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     830876 | PA      | $774264.54     | 0.00%             | 2045-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 01/01/2051#RA4352                                                                          | CUSIP: 3133KKZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     828897 | PA      | $682772.93     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 12/01/2050#CA8108                                                                          | CUSIP: 3140QGAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     446296 | PA      | $367619.77     | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 10/01/2041#FM9396                                                                          | CUSIP: 3140XDNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1613489 | PA      | $1414557.29    | 0.01%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                                                  | ADMIRAL GROUP PLC 8.5% 01/06/2034 REGS                                                                  | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | DBT              | CORP              | GB        |     975000 | PA      | $1492981.29    | 0.01%             | 2034-01-06      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 3% 02/01/2033#SB0621                                                                          | CUSIP: 3132CWVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72878 | PA      | $71567.82      | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3% 02/01/2031#FS1234                                                                          | CUSIP: 3140XGLQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     249170 | PA      | $245132.79     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3% 09/01/2035#FS0112                                                                          | CUSIP: 3140XFDS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     626864 | PA      | $613971.48     | 0.00%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3% 11/01/2034#FS1799                                                                          | CUSIP: 3140XG7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     145824 | PA      | $143130.28     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3% 07/01/2034#FM8940                                                                          | CUSIP: 3140XC5A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     288912 | PA      | $283905.13     | 0.00%             | 2034-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2.25% 04/25/2037                                                         | CUSIP: 3137H6X26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     743883 | PA      | $708979.10     | 0.00%             | 2037-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                          | CUSIP: 3137H4R85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     838717 | PA      | $751728.53     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     130000 | NC      | $22554.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 03/01/2051#RA4749                                                                        | CUSIP: 3133KLH26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5989841 | PA      | $5168967.73    | 0.02%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 01/01/2051#FM5651                                                                        | CUSIP: 3140X9H57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     538734 | PA      | $464904.05     | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 10/01/2042#AQ1820                                                                          | CUSIP: 3138MHAW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25661 | PA      | $23722.13      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 11/01/2042#AQ1869                                                                          | CUSIP: 3138MHCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51058 | PA      | $47227.72      | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 12/01/2042#AQ7688                                                                          | CUSIP: 3138MPRJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15425 | PA      | $14258.38      | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 02/01/2047#BM4896                                                                          | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42027 | PA      | $38854.66      | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 02/01/2047#FM4941                                                                          | CUSIP: 3140X8P35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     294818 | PA      | $272573.83     | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 04/01/2048#FM8096                                                                          | CUSIP: 3140XB7J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     372894 | PA      | $345510.30     | 0.00%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 01/01/2044#FM7604                                                                          | CUSIP: 3140XBNW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119046 | PA      | $110135.05     | 0.00%             | 2044-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 02/01/2047#FM8484                                                                          | CUSIP: 3140XCNA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     281508 | PA      | $260094.50     | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 09/01/2046#FM8575                                                                          | CUSIP: 3140XCQ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     174222 | PA      | $161138.44     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 07/01/2046#FM8611                                                                          | CUSIP: 3140XCR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     177169 | PA      | $163666.86     | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 11/01/2046#FM8703                                                                          | CUSIP: 3140XCU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52987 | PA      | $49070.62      | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 04/01/2047#FM9305                                                                          | CUSIP: 3140XDKT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81578 | PA      | $75287.64      | 0.00%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 04/01/2048#FM9750                                                                          | CUSIP: 3140XDZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     399901 | PA      | $369989.48     | 0.00%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 5.5% 06/01/2053#RA9161                                                                        | CUSIP: 3133KRFA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     330783 | PA      | $339425.58     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 5.5% 05/01/2053#RA9058                                                                        | CUSIP: 3133KRB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     674862 | PA      | $693338.49     | 0.00%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 2.5% 12/20/2051#785791                                                                          | CUSIP: 3622ABKC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2440750 | PA      | $2102804.90    | 0.01%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 10/01/2052#CB4909                                                                        | CUSIP: 3140QQN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1634676 | PA      | $1676876.50    | 0.01%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 09/01/2052#FS2960                                                                        | CUSIP: 3140XJJE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1229061 | PA      | $1260790.92    | 0.01%             | 2052-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 06/01/2053#SD3196                                                                          | CUSIP: 3132DQRR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     544762 | PA      | $555351.89     | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5% 04/01/2053#FS4829                                                                          | CUSIP: 3140XLLK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     708248 | PA      | $722015.63     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5% 09/01/2052#BW7430                                                                          | CUSIP: 3140N0HG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51496 | PA      | $52529.49      | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5% 09/01/2052#BW8697                                                                          | CUSIP: 3140N1UX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37593 | PA      | $38347.03      | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5% 09/01/2052#BW9350                                                                          | CUSIP: 3140N2L82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79832 | PA      | $81433.49      | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6% 03/01/2053#SD2518                                                                          | CUSIP: 3132DPYP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     748407 | PA      | $780330.16     | 0.00%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                                                              | ONE TORONTO GAMING TERM B 1LN 08/01/2030                                                                | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |     997090 | PA      | $928838.96     | 0.00%             | 2030-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BLERIOT US BIDCO INC                                                               | ONTIC TERM B 1LN 10/31/2030                                                                             | CUSIP: N/A<br>LEI: 254900ALCQ2A2VYD5Z08       | Long             | LON              | CORP              | US        |     409823 | PA      | $411318.73     | 0.00%             | 2030-10-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 06/01/2040#QK0306                                                                        | CUSIP: 3133D3KT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77627 | PA      | $70979.43      | 0.00%             | 2040-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 05/01/2041#CB0469                                                                        | CUSIP: 3140QKQX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148934 | PA      | $135393.33     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 07/01/2041#CB1076                                                                        | CUSIP: 3140QLFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     554937 | PA      | $503584.27     | 0.00%             | 2041-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 08/01/2041#CB1342                                                                        | CUSIP: 3140QLP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     881133 | PA      | $799362.51     | 0.00%             | 2041-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 10/01/2041#CB1842                                                                        | CUSIP: 3140QMBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     526789 | PA      | $477869.98     | 0.00%             | 2041-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 11/01/2040#FM9485                                                                        | CUSIP: 3140XDRF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     448550 | PA      | $408545.31     | 0.00%             | 2040-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 3.25% 04/25/2052                                                         | CUSIP: 3137H6RT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1259100 | PA      | $1198775.87    | 0.01%             | 2052-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.299%/VAR 07/24/2029                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10427000 | PA      | $10751569.26   | 0.05%             | 2029-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029                                                            | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11512000 | PA      | $11931127.05   | 0.05%             | 2029-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                | GSCOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     590000 | NC      | $102364.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 5.449%/VAR 07/20/2029                                                                    | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4087000 | PA      | $4223813.02    | 0.02%             | 2029-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                      | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    3291000 | PA      | $3227341.86    | 0.01%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIE MAE 3% 05/25/2048                                                                                | CUSIP: 3136BMAC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     468358 | PA      | $439592.70     | 0.00%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 3% 01/25/2049                                                            | CUSIP: 3137H5ZA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     233186 | PA      | $218121.61     | 0.00%             | 2049-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                      | DLLAA 2023-1A 5.64% 02/22/2028 144A                                                                     | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     614433 | PA      | $620927.81     | 0.00%             | 2028-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 06/01/2053#CB6636                                                                        | CUSIP: 3140QSLS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     956026 | PA      | $981005.34     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 3% 08/25/2046                                                            | CUSIP: 3136BL5X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     296334 | PA      | $282282.98     | 0.00%             | 2046-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 3% 06/25/2049                                                            | CUSIP: 3136BMER5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     388795 | PA      | $365226.77     | 0.00%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 5210 AB 3% 01/25/2042                                                    | CUSIP: 3137H6W84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     550752 | PA      | $520899.54     | 0.00%             | 2042-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 02/01/2035#FM6733                                                                        | CUSIP: 3140XAPT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106519 | PA      | $103158.36     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 04/01/2036#FM9743                                                                        | CUSIP: 3140XDZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     193221 | PA      | $187051.25     | 0.00%             | 2036-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 6.421% 08/02/2033                                                                      | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $8308143.00    | 0.04%             | 2033-08-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 10/01/2046#AL9371                                                                          | CUSIP: 3138ERMV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1089899 | PA      | $999923.50     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 11/01/2046#AL9547                                                                          | CUSIP: 3138ERTD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1349481 | PA      | $1238075.09    | 0.01%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 11/01/2046#BC9026                                                                          | CUSIP: 3140F5A45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1370823 | PA      | $1257655.28    | 0.01%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 03/01/2047#BM3114                                                                          | CUSIP: 3140J7N84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     495625 | PA      | $454709.32     | 0.00%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 08/01/2053#CB6911                                                                        | CUSIP: 3140QSVD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     621564 | PA      | $639358.37     | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 06/01/2053#CB6642                                                                        | CUSIP: 3140QSLY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     181794 | PA      | $186998.68     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 3% 04/25/2050                                                            | CUSIP: 3137H6K38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     261256 | PA      | $240387.13     | 0.00%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 08/15/2033                                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   93098000 | PA      | $93272558.75   | 0.41%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  142118000 | PA      | $129599402.38  | 0.57%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 08/01/2051#SD2230                                                                          | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1132940 | PA      | $930739.15     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                | COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A                                              | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18937000 | PA      | $20104554.49   | 0.09%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                | COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A                                              | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     673000 | PA      | $721772.94     | 0.00%             | 2043-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                | COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A                                              | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     762000 | PA      | $822166.07     | 0.00%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                | COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A                                              | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     406000 | PA      | $447799.25     | 0.00%             | 2063-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 5% 08/01/2053#RA9615                                                                          | CUSIP: 3133KRVG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     949211 | PA      | $956390.75     | 0.00%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                | COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9805000 | PA      | $10529143.86   | 0.05%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C                                           | WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028                                               | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     613347 | PA      | $616597.59     | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040                                                            | CUSIP: 3137FXBN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     204962 | PA      | $188272.95     | 0.00%             | 2040-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                          | CUSIP: 3137H5FF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     424838 | PA      | $380580.66     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049                                                          | CUSIP: 3137H5J24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     424840 | PA      | $380581.37     | 0.00%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                          | CUSIP: 3137H5VK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     506613 | PA      | $453947.00     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     120000 | NC      | $20819.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 3.625% 03/15/2032                                                                               | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2294000 | PA      | $2175999.83    | 0.01%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                   | FINASTRA TERM 1LN 9/13/2029                                                                             | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |     147624 | PA      | $147624.46     | 0.00%             | 2029-09-13      | Variable      | 0.11%                 | No            |                  3 | On Loan: No      |
| GS MTG SECS CORP TR 2023-SHIP                                                      | GS MTG SECS CORP TR 2023-SHIP 7.68138% 09/10/2038 144A                                                  | CUSIP: 36270GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2759067.85    | 0.01%             | 2038-09-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                              | OPEN TEXT TERM B 1LN 01/31/2030                                                                         | CUSIP: 68371YAP8<br>LEI: 549300UQROQS42RKHM85 | Long             | LON              | CORP              | CA        |    2716553 | PA      | $2715629.80    | 0.01%             | 2030-01-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                              | CELANESE US HLDGS LLC VAR 11/15/2028                                                                    | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1957000 | PA      | $2022966.56    | 0.01%             | 2028-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                              | CELANESE US HLDGS LLC VAR 11/15/2030                                                                    | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   18727000 | PA      | $19412202.20   | 0.08%             | 2030-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                              | CELANESE US HLDGS LLC VAR 11/15/2033                                                                    | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2318461.44    | 0.01%             | 2033-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 11/01/2036#CB2246                                                                        | CUSIP: 3140QMP81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1312402 | PA      | $1242698.58    | 0.01%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                     | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                                   | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2787309.73    | 0.01%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                                     | CHILE ELECTRICITY LUX MPC SARL 6.01% 01/20/2033 144A                                                    | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     447500 | PA      | $469035.94     | 0.00%             | 2033-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3.5% 08/01/2034#CA4090                                                                        | CUSIP: 3140QBRL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     366204 | PA      | $360419.60     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                                                | VIRGIN MONEY UK PLC 7.625%/VAR 08/23/2029 REGS                                                          | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |    1135000 | PA      | $1626780.79    | 0.01%             | 2029-08-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 1.5% 11/25/2050                                                          | CUSIP: 3136BPQ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2068981 | PA      | $1714710.63    | 0.01%             | 2050-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2% 03/01/2041#SC0136                                                                          | CUSIP: 3132D9EH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     374388 | PA      | $331701.00     | 0.00%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 09/01/2041#SC0185                                                                        | CUSIP: 3132D9F25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     583635 | PA      | $529519.76     | 0.00%             | 2041-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 08/01/2041#QK0985                                                                        | CUSIP: 3133D4CW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     267022 | PA      | $242482.91     | 0.00%             | 2041-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 11/01/2041#QK1167                                                                        | CUSIP: 3133D4JL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     326306 | PA      | $295968.04     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 03/01/2041#CA9362                                                                        | CUSIP: 3140QHML6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     423509 | PA      | $386280.08     | 0.00%             | 2041-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.375% 08/15/2043                                                           | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40600000 | PA      | $39577070.41   | 0.17%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 04/01/2041#CB0116                                                                          | CUSIP: 3140QKDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159885 | PA      | $141613.85     | 0.00%             | 2041-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 05/01/2041#CB0471                                                                        | CUSIP: 3140QKQZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     377771 | PA      | $343636.65     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 07/01/2041#CB1074                                                                        | CUSIP: 3140QLFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     389332 | PA      | $353595.55     | 0.00%             | 2041-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 05/01/2041#FM7587                                                                        | CUSIP: 3140XBND8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     490479 | PA      | $444991.52     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 06/01/2041#FM7891                                                                          | CUSIP: 3140XBXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115150 | PA      | $101973.12     | 0.00%             | 2041-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 1.5% 10/25/2051                                                          | CUSIP: 3136BJHA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     324274 | PA      | $279957.89     | 0.00%             | 2051-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2020-5058 BE 3% 11/25/2050                                               | CUSIP: 3137F8AX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     784851 | PA      | $689660.20     | 0.00%             | 2050-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 1.5% 04/25/2051                                                          | CUSIP: 3137H22J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     246120 | PA      | $208722.56     | 0.00%             | 2051-04-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2051                                                          | CUSIP: 3137H2UC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     323431 | PA      | $277649.03     | 0.00%             | 2051-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2051                                                          | CUSIP: 3137H2UY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     318212 | PA      | $270474.34     | 0.00%             | 2051-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                             | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.5% 11/25/2051                                  | CUSIP: 3137H3V82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     404781 | PA      | $348435.24     | 0.00%             | 2051-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 04/01/2051#CB0090                                                                          | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8294560 | PA      | $6803821.90    | 0.03%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                              | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033                                  | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     256000 | PA      | $268286.72     | 0.00%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                              | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032                                     | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6077000 | PA      | $5496004.77    | 0.02%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2048                                                            | CUSIP: 3136BL6J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     555571 | PA      | $521765.01     | 0.00%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 04/01/2052#CB3234                                                                          | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12343122 | PA      | $11084996.06   | 0.05%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP                           | ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP 7% 04/15/2030 144A                             | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     213400 | PA      | $214303.32     | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                           | ENGIE SA 4.25% 09/06/2034 REGS                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1575733.46    | 0.01%             | 2034-09-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOBHA SUKUK LTD                                                                    | SOBHA SUKUK LTD 8.75% 07/17/2028 REGS                                                                   | CUSIP: N/A<br>LEI: 5493000HMN2AOHV8GU08       | Long             | DBT              | CORP              | KY        |     370000 | PA      | $384000.80     | 0.00%             | 2028-07-17      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                            | CORPORACION NACIONAL DEL COBRE DE CHILE 5.95% 01/08/2034 144A                                           | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     800000 | PA      | $838688.00     | 0.00%             | 2034-01-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                            | CORPORACION NACIONAL DEL COBRE DE CHILE 6.3% 09/08/2053 144A                                            | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     825000 | PA      | $845847.75     | 0.00%             | 2053-09-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                         | CARVANA CO PIK VAR 06/01/2031 144A                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    2804625 | PA      | $3154277.60    | 0.01%             | 2031-06-01      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                         | CARVANA CO PIK VAR 06/01/2030 144A                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     364425 | PA      | $382122.21     | 0.00%             | 2030-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                                                   | REWE INT FINANCE 4.875% 09/13/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 5299003XLG8J4YTHLX44       | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1240898.53    | 0.01%             | 2030-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                              | MINERVA LUXMBOURG SA 8.875% 09/13/2033 144A                                                             | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     970000 | PA      | $1061831.84    | 0.00%             | 2033-09-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 6.49%/VAR 09/13/2029                                                                       | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   13180000 | PA      | $13951527.28   | 0.06%             | 2029-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2.5% 02/25/2052                                                          | CUSIP: 3136BLLH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     187810 | PA      | $174120.24     | 0.00%             | 2052-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                     | BRASKEM NETHERLANDS FIN BV 8.5% 01/12/2031 144A                                                         | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     759000 | PA      | $277338.60     | 0.00%             | 2031-01-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                               | ROMANIA REPUBLIC OF 6.375% 09/18/2033 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     600000 | PA      | $746894.09     | 0.00%             | 2033-09-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                       | US FOODS INC 6.875% 09/15/2028 144A                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     683000 | PA      | $706426.22     | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                           | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1561420.77    | 0.01%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                          | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                                         | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |     526870 | PA      | $533738.84     | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                               | CITGO PETROLEUM CORP 8.375% 01/15/2029 144A                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     888000 | PA      | $925248.05     | 0.00%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 4.75%/VAR 09/21/2031 REGS                                                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    2480000 | PA      | $3080620.56    | 0.01%             | 2031-09-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                           | BOOST NEWCO BORROWER LLC 7.5% 01/15/2031 144A                                                           | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    2237000 | PA      | $2375582.15    | 0.01%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 12/01/2040#CA8323                                                                          | CUSIP: 3140QGG92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6675607 | PA      | $5897177.22    | 0.03%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5.5% 11/01/2052#SD3410                                                                        | CUSIP: 3132DQYF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11943241 | PA      | $12296354.59   | 0.05%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5.5% 04/01/2053#SD7562                                                                        | CUSIP: 3132DVMK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2800743 | PA      | $2883549.52    | 0.01%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 04/01/2041#CB0113                                                                          | CUSIP: 3140QKDT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1592833 | PA      | $1403834.14    | 0.01%             | 2041-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CPM HOLDINGS INC                                                                   | CPM HOLDINGS TERM 1LN 09/28/2028                                                                        | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |     138288 | PA      | $137511.18     | 0.00%             | 2028-09-28      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     900000 | NC      | $156149.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                   | MOBICO GROUP PLC 4.875% 09/26/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |    1590000 | PA      | $1390719.13    | 0.01%             | 2031-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2023-RPL1                                                 | BRAVO RESIDENTIAL FDG TR 2023-RPL1 A1 5% 05/25/2063 144A                                                | CUSIP: 10569GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1741093 | PA      | $1755808.92    | 0.01%             | 2063-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 07/01/2041#SC0370                                                                        | CUSIP: 3132D9MT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6041718 | PA      | $5505432.42    | 0.02%             | 2041-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6.5% 09/01/2053#QH0277                                                                        | CUSIP: 3133CCJW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     741151 | PA      | $781023.11     | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                      | CLUE OPCO LLC 9.5% 10/15/2031 144A                                                                      | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     619000 | PA      | $640918.17     | 0.00%             | 2031-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.625% 09/30/2030                                                                             | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     526000 | PA      | $549546.72     | 0.00%             | 2030-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.625% 09/30/2028                                                                             | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2330000 | PA      | $2400810.14    | 0.01%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 22-25 AB 4% 09/25/2047                                                   | CUSIP: 3136BMUF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1063362 | PA      | $1052316.01    | 0.00%             | 2047-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                    | ALIGNED DATA CENTERS ISSUER LLC 6% 08/17/2048 144A                                                      | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     330000 | PA      | $332446.95     | 0.00%             | 2048-08-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                              | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                             | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     800000 | PA      | $839996.00     | 0.00%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                              | TRANSOCEAN AQUILA LTD 8% 09/30/2028 144A                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     449031 | PA      | $460897.28     | 0.00%             | 2028-09-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER RECREATNL PRODS INC                                                     | BOMBARDIER RECREATIONAL TERM B3 1LN 12/13/2029                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     798017 | PA      | $799349.49     | 0.00%             | 2029-12-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6.5% 10/01/2053#RJ0001                                                                        | CUSIP: 3142GQAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2833328 | PA      | $2979336.49    | 0.01%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 05/01/2041#SC0237                                                                        | CUSIP: 3132D9HN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1168364 | PA      | $1064778.88    | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 05/01/2042#RB0806                                                                        | CUSIP: 3133KT3P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37584 | PA      | $33983.21      | 0.00%             | 2042-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 05/01/2042#RB0710                                                                        | CUSIP: 3133KTYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92826 | PA      | $83899.75      | 0.00%             | 2042-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 04/01/2045#FM2986                                                                          | CUSIP: 3140X6J85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20131215 | PA      | $19682038.97   | 0.09%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 02/01/2042#SC0248                                                                        | CUSIP: 3132D9HZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     545965 | PA      | $494584.19     | 0.00%             | 2042-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2.5% 11/01/2041#SC0210                                                                        | CUSIP: 3132D9GT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2913187 | PA      | $2641676.77    | 0.01%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 3.5% 05/25/2042                                                          | CUSIP: 3136AATT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      72501 | PA      | $71825.01      | 0.00%             | 2042-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NATL MTG AS GTD RE PTT 4% 11/25/2042                                                            | CUSIP: 3136AUC66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     119002 | PA      | $118280.96     | 0.00%             | 2042-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NATL MTG AS GTD RE PTT 4% 12/25/2044                                                            | CUSIP: 3136AUR94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     104735 | PA      | $104469.36     | 0.00%             | 2044-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BJS WHOLESALE CLUB INC                                                             | BJ'S TERM B 1LN 02/05/2029                                                                              | CUSIP: N/A<br>LEI: 549300H2XDOGOSR9L398       | Long             | LON              | CORP              | US        |     128889 | PA      | $129463.73     | 0.00%             | 2029-02-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 3.5% 06/25/2044                                                          | CUSIP: 3136AVX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      41022 | PA      | $40757.45      | 0.00%             | 2044-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 4% 08/15/2041                                                            | CUSIP: 3137BLFH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      21011 | PA      | $20964.11      | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 3% 09/15/2047                                                            | CUSIP: 3137FCNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     143226 | PA      | $132268.05     | 0.00%             | 2047-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                                 | AEGEA FINANCE SARL 9% 01/20/2031 144A                                                                   | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     486000 | PA      | $508093.56     | 0.00%             | 2031-01-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047                                                         | CUSIP: 3136BLHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1429120 | PA      | $1298087.26    | 0.01%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                             | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 07/25/2048                                  | CUSIP: 3137H3QP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     376927 | PA      | $339057.69     | 0.00%             | 2048-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                             | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 08/25/2048                                  | CUSIP: 3137H3S94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     369633 | PA      | $332362.67     | 0.00%             | 2048-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049                                                          | CUSIP: 3137H4HQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     374530 | PA      | $334900.51     | 0.00%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 22-15 GC 3% 01/25/2047                                                   | CUSIP: 3136BMHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     553634 | PA      | $527287.83     | 0.00%             | 2047-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 22-17 BH 3% 05/25/2047                                                   | CUSIP: 3136BMRP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     602291 | PA      | $577010.20     | 0.00%             | 2047-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 5210 TA 3.5% 11/25/2046                                                  | CUSIP: 3137H6WW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     375847 | PA      | $361124.66     | 0.00%             | 2046-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6.5% 10/01/2053#CB7348                                                                        | CUSIP: 3140QTEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2042595 | PA      | $2121844.06    | 0.01%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 1.5% 07/25/2040                                                          | CUSIP: 3136BA6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2075973 | PA      | $1801120.92    | 0.01%             | 2040-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIE MAE 5% 05/25/2030                                                                                | CUSIP: 31398PPG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1093036 | PA      | $1108404.58    | 0.00%             | 2030-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2023-3                                                | DELL EQUIPMENT FINANCE TRUST 2023-3 A3 5.93% 04/23/2029 144A                                            | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2635427 | PA      | $2650567.93    | 0.01%             | 2029-04-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 6.55% 12/01/2033                                                                     | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7679000 | PA      | $8470438.21    | 0.04%             | 2033-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA 7.003%/VAR 10/19/2034 144A                                                                      | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     425000 | PA      | $477724.92     | 0.00%             | 2034-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2021-96 AH 2.5% 03/25/2049                                               | CUSIP: 3136BKXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    8026256 | PA      | $7215723.25    | 0.03%             | 2049-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA GTD MTG PASS THRU CTF 3.25% 09/25/2040                                                             | CUSIP: 3136BBWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     968563 | PA      | $909324.38     | 0.00%             | 2040-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 09/01/2036#CB1756                                                                        | CUSIP: 3140QL5S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15071170 | PA      | $14317820.82   | 0.06%             | 2036-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 2.5% 09/20/2051#785619                                                                          | CUSIP: 3622ABDY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2528561 | PA      | $2177667.73    | 0.01%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 2.5% 08/20/2051#785564                                                                          | CUSIP: 3622ABB92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2522832 | PA      | $2174310.91    | 0.01%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 2.5% 08/20/2051#785602                                                                          | CUSIP: 3622ABDF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9709544 | PA      | $8368200.25    | 0.04%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 2.5% 09/20/2051#785616                                                                          | CUSIP: 3622ABDV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4084693 | PA      | $3517852.63    | 0.02%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING VIII LTD                                                        | ALPHA STAR HOLDING VIII LTD 8.375% 04/12/2027 REGS                                                      | CUSIP: N/A<br>LEI: 254900TMRVHA9YMIFC14       | Long             | DBT              | CORP              | AE        |     750000 | PA      | $772500.00     | 0.00%             | 2027-04-12      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029                                                            | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7701000 | PA      | $8154495.26    | 0.04%             | 2029-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FS 2023-4SZN                                                                       | FS 2023-4SZN D VAR 11/10/2027 144A                                                                      | CUSIP: 30334RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $513032.00     | 0.00%             | 2039-11-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2023-C22                                                              | BBCMS MTG TR 2023-C22 7.363626% 11/15/2056                                                              | CUSIP: 05554FAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     489000 | PA      | $500821.82     | 0.00%             | 2056-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                        | MERCHANTS FLEET FUNDING LLC 7.21% 05/20/2036 144A                                                       | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     718331 | PA      | $721899.86     | 0.00%             | 2036-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TR VII                                                    | WILLIS ENGINE STRUCTURED TR VII 23-A A 8% 10/15/2048 144A                                               | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1179486 | PA      | $1212007.24    | 0.01%             | 2048-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 11/01/2035#MA4178                                                                        | CUSIP: 31418DUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53887 | PA      | $48997.46      | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.875% 10/31/2030                                                                             | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $3169218.75    | 0.01%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2022-69 AB 4.5% 01/25/2044                                               | CUSIP: 3136BPFB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1070390 | PA      | $1062276.95    | 0.00%             | 2044-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                           | MEDCO MAPLE TREE PTE LTD 8.96% 04/27/2029 144A                                                          | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     913000 | PA      | $951802.50     | 0.00%             | 2029-04-27      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 03/01/2050#FM2629                                                                        | CUSIP: 3140X54P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1985020 | PA      | $1720428.00    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                             | GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A                                                             | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    2638000 | PA      | $1948822.50    | 0.01%             | 2029-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: —       |
| A-GAS FINCO INC                                                                    | A-GAS TERM B 1LN 12/14/2029                                                                             | CUSIP: N/A<br>LEI: 254900YJ1VCSP18B5452       | Long             | LON              | CORP              | US        |    2975307 | PA      | $2645553.42    | 0.01%             | 2029-12-14      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/25/2052                                                          | CUSIP: 3137H6RW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     528821 | PA      | $508248.28     | 0.00%             | 2052-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 3.5% 01/25/2051                                                          | CUSIP: 3137H77F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     741265 | PA      | $708051.00     | 0.00%             | 2051-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                        | BANK GOSPODARSTWA KRAJOWEGO 6.25% 10/31/2028 144A                                                       | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     400000 | PA      | $424960.00     | 0.00%             | 2028-10-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MHP 2022-MHIL F                                                                    | MHP 2022-MHIL E TSFR1M+261.06 01/15/2027 144A                                                           | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2952000 | PA      | $2948333.03    | 0.01%             | 2039-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2023-1 LTD                                                                | VOYA CLO 2023-1 LTD A1 TSFR3M+180 01/20/2037 144A                                                       | CUSIP: 92920FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4263000 | PA      | $4270971.81    | 0.02%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 7.624%/VAR 10/30/2031                                                              | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   33186000 | PA      | $37551860.89   | 0.16%             | 2031-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 05/01/2042#FS4603                                                                          | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13266485 | PA      | $11713332.92   | 0.05%             | 2042-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     170000 | NC      | $29494.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.5% 11/15/2033                                                                               | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  115372000 | PA      | $120406004.56  | 0.53%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.75% 11/15/2053                                                            | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15000000 | PA      | $15152343.75   | 0.07%             | 2053-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                   | OPEN TR 2023-AIR TSFR1M+668.387 10/15/2028 144A                                                         | CUSIP: 68373BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280000 | PA      | $280173.70     | 0.00%             | 2040-11-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                   | OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A                                                         | CUSIP: 68373BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1281604 | PA      | $1282400.16    | 0.01%             | 2040-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                   | OPEN TR 2023-AIR TSFR1M+942.948 10/15/2028 144A                                                         | CUSIP: 68373BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $799196.72     | 0.00%             | 2040-11-15      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                             | INEOS QUATTRO TERM B 1LN 04/02/2029                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6982236 | PA      | $5330937.46    | 0.02%             | 2029-04-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 7.122% 11/07/2033                                                              | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   16100000 | PA      | $17350990.61   | 0.08%             | 2033-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 10% 02/07/2033                                                                      | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4400000 | PA      | $5078040.00    | 0.02%             | 2033-02-07      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-V4 MTG TR                                                           | BENCHMARK 2023-V4 MTG TR 7.709073% 11/15/2056                                                           | CUSIP: 081926AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $265227.50     | 0.00%             | 2056-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     170000 | NC      | $29494.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                     | BOMBARDIER INC 8.75% 11/15/2030 144A                                                                    | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1079594.00    | 0.00%             | 2030-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                             | COSTA RICA REPUBLIC OF 7.3% 11/13/2054 144A                                                             | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     417000 | PA      | $462557.25     | 0.00%             | 2054-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                   | OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 7.375% 02/15/2031 144A                                 | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1173000 | PA      | $1243093.79    | 0.01%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                              | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                               | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    4733000 | PA      | $5156002.41    | 0.02%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                      | SMYRNA READY MIX CONCRETE LLC 8.875% 11/15/2031 144A                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1164000 | PA      | $1235416.06    | 0.01%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 8.75% 11/14/2053                                                                   | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1020000 | PA      | $1140360.00    | 0.00%             | 2053-11-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 8% 11/14/2035                                                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1696000 | PA      | $1828288.00    | 0.01%             | 2035-11-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                          | AXALTA COATING SYSTEMS DUTCH HOLDING B BV 7.25% 02/15/2031 144A                                         | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     460000 | PA      | $486188.72     | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TR 2022-LBA6                                                                    | BX TR 2022-LBA6 E TSFR1M+270 01/15/2039 144A                                                            | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2495326.25    | 0.01%             | 2039-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2% 03/25/2040                                                            | CUSIP: 3137H0UM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1005168 | PA      | $916134.01     | 0.00%             | 2040-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2% 08/25/2040                                                            | CUSIP: 3137H2BS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     974667 | PA      | $881269.78     | 0.00%             | 2040-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2% 01/25/2040                                                            | CUSIP: 3137H2RD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1024409 | PA      | $934137.46     | 0.00%             | 2040-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2% 11/25/2040                                                            | CUSIP: 3137H53G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1061191 | PA      | $956340.55     | 0.00%             | 2040-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 2% 06/01/2041#RB5114                                                                          | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     653411 | PA      | $574989.36     | 0.00%             | 2041-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 7.125% 12/01/2031 144A                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     338000 | PA      | $354357.17     | 0.00%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     180000 | NC      | $31229.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                   | GGAM FINANCE LTD 8% 02/15/2027 144A                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     138000 | PA      | $141158.82     | 0.00%             | 2027-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                              | NABORS INDUSTRIES INC 9.125% 01/31/2030 144A                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     539000 | PA      | $565109.16     | 0.00%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    6013000 | PA      | $6425642.55    | 0.03%             | 2029-11-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                              | AMERICAN AIRLINES TERM B 1LN 06/04/2029                                                                 | CUSIP: N/A<br>LEI: IWUQB36BXD6OWD6X4T14       | Long             | LON              | CORP              | US        |    3271550 | PA      | $3265922.93    | 0.01%             | 2029-06-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                   | BAYER US FIN LLC 6.375% 11/21/2030 144A                                                                 | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1384980.80    | 0.01%             | 2030-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                   | BAYER US FIN LLC 6.5% 11/21/2033 144A                                                                   | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2485056.94    | 0.01%             | 2033-11-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                      | LGI HOMES INC 8.75% 12/15/2028 144A                                                                     | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     584000 | PA      | $608430.47     | 0.00%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                        | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1128535.36    | 0.00%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| UST NOTES                                                                          | UST NOTES 4.375% 11/30/2030                                                                             | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12000000 | PA      | $12412500.00   | 0.05%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                            | BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A                                                | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11915103 | PA      | $11915099.06   | 0.05%             | 2040-12-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                            | BX COML MTG TR 2023-XL3 C TSFR1M+283.988 12/09/2040 144A                                                | CUSIP: 12434GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     307884 | PA      | $308075.59     | 0.00%             | 2040-12-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                            | BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A                                                | CUSIP: 12434GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3221324 | PA      | $3221322.36    | 0.01%             | 2040-12-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                            | BX COML MTG TR 2023-XL3 D TSFR1M+358.88 12/09/2040 144A                                                 | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1790022 | PA      | $1791694.98    | 0.01%             | 2040-12-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVERNMENT OF                                                             | MONGOLIA GOVERNMENT OF 7.875% 06/05/2029 144A                                                           | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     236000 | PA      | $251045.00     | 0.00%             | 2029-06-05      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                      | PG and E CORP CONV 4.25% 12/01/2027                                                                     | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1766000 | PA      | $1811033.00    | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                          | PIKE CORP 8.625% 01/31/2031 144A                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    1932000 | PA      | $2042520.56    | 0.01%             | 2031-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                              | GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A                                                             | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    1290000 | PA      | $1354271.67    | 0.01%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDING AS                                                       | TAV HAVALIMANLARI HOLDING AS 8.5% 12/07/2028 144A                                                       | CUSIP: 87216EAA4<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |     305000 | PA      | $318343.75     | 0.00%             | 2028-12-07      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                   | CSN RESOURCES SA 8.875% 12/05/2030 144A                                                                 | CUSIP: 12644VAF5<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     241000 | PA      | $215454.00     | 0.00%             | 2030-12-05      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 09/01/2050#SI2075                                                                          | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     359370 | PA      | $295231.16     | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                   | OPEN TR 2023-AIR TSFR1M+523.593 10/15/2028 144A                                                         | CUSIP: 68373BAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $400248.44     | 0.00%             | 2040-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                           | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 7.5% 12/15/2033 144A                                           | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1787000 | PA      | $1935803.74    | 0.01%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                               | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     827000 | PA      | $847534.41     | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| KINETIK HOLDINGS LP                                                                | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    1993000 | PA      | $2050266.96    | 0.01%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                               | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                              | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     757000 | PA      | $787327.69     | 0.00%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 11/01/2050#SD7527                                                                          | CUSIP: 3132DVLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13483760 | PA      | $11233154.78   | 0.05%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                   | SW FINANCE I PLC 7.375% 12/12/2041 REGS                                                                 | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     404000 | PA      | $552933.30     | 0.00%             | 2041-12-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                            | XPO INC 7.125% 02/01/2032 144A                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    1794000 | PA      | $1895579.87    | 0.01%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2023-IV                                                            | BARINGS CLO LTD 2023-IV A TSFR3M+175 01/20/2037 144A                                                    | CUSIP: 06763MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5942000 | PA      | $5952885.74    | 0.03%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                                | MSWF COMMERCIAL MORTGAGE TRUST 23-2 B 7.252% 12/15/2056                                                 | CUSIP: 55361AAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64000 | PA      | $69039.87      | 0.00%             | 2056-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                                | MSWF COMMERCIAL MORTGAGE TRUST 23-2 D 4% 12/15/2056                                                     | CUSIP: 55361AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $80289.75      | 0.00%             | 2056-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                                | MSWF COMMERCIAL MORTGAGE TRUST 23-2 C VAR 12/15/2056                                                    | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     716000 | PA      | $763161.99     | 0.00%             | 2056-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                     | CVR ENERGY INC 8.5% 01/15/2029 144A                                                                     | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    1421000 | PA      | $1461457.29    | 0.01%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VASA TR 2021-VASA                                                                  | VASA TR 2021-VASA TSFR1M+136.448 07/15/2039 144A                                                        | CUSIP: 92230AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $484172.80     | 0.00%             | 2039-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                               | SAMARCO MINERACAO SA PIK VAR 06/30/2031 144A                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    4817827 | PA      | $4823801.11    | 0.02%             | 2031-06-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                        | BX 2021-LBA TSFR1M+171.448 02/15/2036 144A                                                              | CUSIP: 05609BAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1246904.75    | 0.01%             | 2036-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 05/01/2051#CB0447                                                                        | CUSIP: 3140QKP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7496473 | PA      | $6469125.24    | 0.03%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-IRON                                             | BX COMMERCIAL MORTGAGE TRUST 2021-IRON D TSFR1M+201.448 02/15/2038 144A                                 | CUSIP: 05608JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     611462 | PA      | $595508.13     | 0.00%             | 2038-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DTP COML MTG TR 2023-STE2                                                          | DTP COML MTG TR 2023-STE2 C CSTR 01/15/2041 144A                                                        | CUSIP: 23346GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $510193.75     | 0.00%             | 2041-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DTP COML MTG TR 2023-STE2                                                          | DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A                                                        | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1071000 | PA      | $1102148.64    | 0.00%             | 2041-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DTP COML MTG TR 2023-STE2                                                          | DTP COML MTG TR 2023-STE2 D CSTR 01/15/2041 144A                                                        | CUSIP: 23346GAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1825000 | PA      | $1839844.37    | 0.01%             | 2041-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DTP COML MTG TR 2023-STE2                                                          | DTP COML MTG TR 2023-STE2 E CSTR 01/15/2041 144A                                                        | CUSIP: 23346GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $145136.10     | 0.00%             | 2041-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.75% 12/31/2030                                                                              | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1700000 | PA      | $1709761.72    | 0.01%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                              | CANADA GOVERNMENT OF 3% 06/01/2034                                                                      | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     465000 | PA      | $331057.97     | 0.00%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING 2015                                                          | MADISON PARK FUNDING 2015 AR3 TSFR3M+160 01/22/2037 144A                                                | CUSIP: 55819QBJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14865000 | PA      | $14879865.00   | 0.07%             | 2037-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2023-SMRT                                                    | CITIGROUP COML MTG TR 2023-SMRT E VAR 10/12/2040 144A                                                   | CUSIP: 17291NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1404000 | PA      | $1386517.67    | 0.01%             | 2040-10-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                  | GLOBAL PARTNERS LP / GLP FIN CORP 8.25% 01/15/2032 144A                                                 | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $288342.18     | 0.00%             | 2032-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 5.699%/VAR 02/08/2035 144A                                                                 | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $2118228.20    | 0.01%             | 2035-02-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 6% 05/07/2036                                                              | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     890000 | PA      | $909746.88     | 0.00%             | 2036-05-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 6.05% 03/05/2031                                                               | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   12610000 | PA      | $12950458.65   | 0.06%             | 2031-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 5.428%/VAR 02/08/2030 144A                                                                 | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   19030000 | PA      | $19713914.98   | 0.09%             | 2030-02-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 4.125%/VAR 06/09/2033 REGS                                                                 | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    1970000 | PA      | $2380876.24    | 0.01%             | 2033-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 MTG TR                                                                 | BMO 2023-C7 B MTG TR CSTR 12/15/2056                                                                    | CUSIP: 05593FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     455000 | PA      | $488316.74     | 0.00%             | 2056-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 5.15% 03/15/2034                                                                       | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5728000 | PA      | $5846594.92    | 0.03%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6.5% 01/01/2054#RJ0706                                                                        | CUSIP: 3142GQYC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2655873 | PA      | $2792737.08    | 0.01%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                    | DANSKE BANK AS (UNGTD) 3.875%/VAR 01/09/2032 REGS                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |    2200000 | PA      | $2638633.99    | 0.01%             | 2032-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 5.1% 01/19/2029                               | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   11617000 | PA      | $11898715.62   | 0.05%             | 2029-01-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A                                                            | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   32709000 | PA      | $33635930.87   | 0.15%             | 2029-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                                                           | ZELIS TERM B 1LN 09/28/2029                                                                             | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    1076187 | PA      | $1064198.40    | 0.00%             | 2029-09-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                                | HILTON GRAND VACATIONS TERM B 1LN 01/17/2031                                                            | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    3097395 | PA      | $3082341.90    | 0.01%             | 2031-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                                                                 | OMNIA PARTNERS TERM B 1LN 07/25/2030                                                                    | CUSIP: 68218HAE7<br>LEI: 549300SMECQREC3K2B56 | Long             | LON              | CORP              | US        |    2712809 | PA      | $2722547.60    | 0.01%             | 2030-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING INC                                                 | SIXTH STREET SPECIALTY LENDING INC 6.125% 03/01/2029                                                    | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    2326000 | PA      | $2386642.80    | 0.01%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA 5.716%/VAR 01/18/2030 144A                                                                      | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $518916.19     | 0.00%             | 2030-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                       | ECOPETROL SA 8.375% 01/19/2036                                                                          | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     460000 | PA      | $470925.00     | 0.00%             | 2036-01-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC          | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1177000 | PA      | $1198772.15    | 0.01%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVE and BUSTERS INC                                                               | DAVE and BUSTER'S TERM B 1LN 06/29/2029                                                                 | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     329346 | PA      | $297943.17     | 0.00%             | 2029-06-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                                                | WESTINGHOUSE TERM B 1LN 1/27/2031                                                                       | CUSIP: N/A<br>LEI: 5493002M6GRSU1IWMG57       | Long             | LON              | CORP              | US        |    3761578 | PA      | $3764888.20    | 0.02%             | 2031-01-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SBA SENIOR FINANCE II LLC                                                          | SBA COMMUNICATIONS TERM B 1LN 1/25/2031                                                                 | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |     394000 | PA      | $395024.40     | 0.00%             | 2031-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER RECREATNL PRODS INC                                                     | BOMBARDIER RECREATIONAL TERM B4 1LN 01/22/2031                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     132740 | PA      | $132971.07     | 0.00%             | 2031-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                                                   | ENSEMBLE HEALTH TERM B 1LN 08/01/2029                                                                   | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    3090158 | PA      | $3104125.63    | 0.01%             | 2029-08-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A                                                            | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    8489000 | PA      | $8598851.31    | 0.04%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                             | EXTRA SPACE STORAGE LP 5.4% 02/01/2034                                                                  | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     360000 | PA      | $371118.52     | 0.00%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 5.499%/VAR 01/23/2035                                                            | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11121000 | PA      | $11693994.85   | 0.05%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                                | SHRIRAM FINANCE LTD 6.625% 04/22/2027 144A                                                              | CUSIP: 82556FAA0<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     925000 | PA      | $939453.13     | 0.00%             | 2027-04-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                   | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     963000 | PA      | $1014740.06    | 0.00%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: —       |
| BUFFALO ENERGY MEXICO HOLDINGS                                                     | BUFFALO ENERGY MEXICO HOLDINGS 7.875% 02/15/2039 144A                                                   | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     820802 | PA      | $890569.78     | 0.00%             | 2039-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 01/01/2052#SD4401                                                                        | CUSIP: 3132E03J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     503396 | PA      | $434408.43     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 2.5% 08/20/2051#785575                                                                          | CUSIP: 3622ABCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1183803 | PA      | $1020264.29    | 0.00%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 2.5% 12/20/2051#785792                                                                          | CUSIP: 3622ABKD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1391835 | PA      | $1198687.41    | 0.01%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                            | BX COML MTG TR 2024-XL4 D TSFR1M+353.903 02/15/2039 144A                                                | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     245929 | PA      | $246389.33     | 0.00%             | 2039-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                            | BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A                                                | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18653507 | PA      | $18659336.43   | 0.08%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                            | BX COML MTG TR 2024-XL4 TSFR1M+194.132 02/15/2039 144A                                                  | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4288451 | PA      | $4293797.86    | 0.02%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                            | BX COML MTG TR 2024-XL4 TSFR1M+418.81 02/15/2039 144A                                                   | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3440226 | PA      | $3444690.46    | 0.02%             | 2039-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V5 MTG TR                                                           | BENCHMARK 2024-V5 MTG TR 6.0594% 01/10/2057                                                             | CUSIP: 08163XBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     640000 | PA      | $655900.10     | 0.00%             | 2057-01-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035                                                       | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14720000 | PA      | $15481642.39   | 0.07%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     180000 | NC      | $31229.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                           | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                             | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2097000 | PA      | $2190794.62    | 0.01%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FITNESS INTERNATIONAL LLC                                                          | LA FITNESS TERM B 1LN 02/12/2029                                                                        | CUSIP: 33818XAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3809525 | PA      | $3817143.69    | 0.02%             | 2029-02-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                          | CAESARS ENTERTAINMENT TERM B1 1LN 02/06/2031                                                            | CUSIP: N/A<br>LEI: 5299000BKFWWVND5L441       | Long             | LON              | CORP              | US        |    4175733 | PA      | $4125290.48    | 0.02%             | 2031-02-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046                                                            | CUSIP: 3136BASY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1311102 | PA      | $1202220.62    | 0.01%             | 2046-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049                                                          | CUSIP: 3136BLGX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     629858 | PA      | $552204.82     | 0.00%             | 2049-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP CY873248 04/17/65 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     600000 | NC      | $104099.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                         | JYSKE BANK AS 5.125%/VAR 05/01/2035 REGS                                                                | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |     526000 | PA      | $645783.60     | 0.00%             | 2035-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                               | TALOS PRODUCTION INC 9.375% 02/01/2031 144A                                                             | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1330888.78    | 0.01%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT LP                                                           | AMERICAN HOMES 4 RENT LP 5.5% 02/01/2034                                                                | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    4084000 | PA      | $4232748.96    | 0.02%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                        | IVORY COAST (COTE D'IVOIRE) 8.25% 01/30/2037 144A                                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     465000 | PA      | $485288.74     | 0.00%             | 2037-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                            | CORPORACION NACIONAL DEL COBRE DE CHILE 6.44% 01/26/2036 144A                                           | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     433000 | PA      | $469125.19     | 0.00%             | 2036-01-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                                                                | COSAN LUXEMBOURG SA 7.25% 06/27/2031 144A                                                               | CUSIP: 22112EAE8<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |     948000 | PA      | $979402.50     | 0.00%             | 2031-06-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                               | ZF EUROPE FINANCE BV 4.75% 01/31/2029 REGS                                                              | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1260006.06    | 0.01%             | 2029-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 MTG TR                                                                | BMO 2024-5C3 MTG TR VAR 02/15/2057                                                                      | CUSIP: 09660QAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $206936.48     | 0.00%             | 2057-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2024-C24                                                              | BBCMS MTG TR 2024-C24 B 5.718% 02/15/2057                                                               | CUSIP: 07336VAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $141127.90     | 0.00%             | 2057-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-A                                                       | SBNA AUTO LEASE TRUST 2024-A 5.24% 01/22/2029 144A                                                      | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6715000 | PA      | $6747802.78    | 0.03%             | 2029-01-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                          | CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A                                                          | CUSIP: 12769GAC4<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |    1119000 | PA      | $1138193.09    | 0.00%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 3% 05/25/2048                                                            | CUSIP: 3137H6AV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3370553 | PA      | $3157150.01    | 0.01%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                                            | CHAMPIONS FINANCING INC 8.75% 02/15/2029 144A                                                           | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    1394000 | PA      | $1389555.09    | 0.01%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| ARTERA SERVICES LLC                                                                | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                                | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    6496000 | PA      | $5615443.16    | 0.02%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                | ARTERA SERVICES TERM 1LN 2/15/2031                                                                      | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    4484729 | PA      | $3761566.74    | 0.02%             | 2031-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                            | UKG INC 6.875% 02/01/2031 144A                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $1245018.92    | 0.01%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                     | CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A                                                      | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    1535000 | PA      | $1043800.00    | 0.00%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                   | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                                                 | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    4255000 | PA      | $952311.55     | 0.00%             | 2031-02-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                     | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                               | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |    4654365 | PA      | $3711855.71    | 0.02%             | 2030-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 02/15/2034                                                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18048000 | PA      | $18190409.91   | 0.08%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                            | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  451441000 | PA      | $420386797.96  | 1.84%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                        | ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    2203000 | PA      | $2319443.97    | 0.01%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES                                                     | BANCO DE CREDITO E INVERSIONES 8.75%/VAR PERP 144A                                                      | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | EP               | CORP              | CL        |     469000 | PA      | $503940.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                    | CANO HEALTH LLC                                                                                         | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |      35749 | NS      | $424698.12     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| POST HOLDINGS INC                                                                  | POST HLDGS INC 6.25% 02/15/2032 144A                                                                    | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1092455.89    | 0.00%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                               | PARAGUAY REPUBLIC OF 6% 02/09/2036 144A                                                                 | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     377000 | PA      | $399386.26     | 0.00%             | 2036-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MF                                                             | BX COML MTG TR 2024-MF TSFR1M+268.98 02/15/2039 144A                                                    | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     885455 | PA      | $886558.53     | 0.00%             | 2039-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MF                                                             | BX COML MTG TR 2024-MF TSFR1M+373.83 02/15/2039 144A                                                    | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     885455 | PA      | $886146.98     | 0.00%             | 2039-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                    | BAHRAIN KINGDOM 7.5% 02/12/2036 144A                                                                    | CUSIP: 05675M2L7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     400000 | PA      | $433500.00     | 0.00%             | 2036-02-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                                                  | REPUBLIC OF BENIN 7.96% 02/13/2038 144A                                                                 | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    1122000 | PA      | $1140075.42    | 0.00%             | 2038-02-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS CO                                                                     | AMER SPORTS CO 6.75% 02/16/2031 144A                                                                    | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    2068000 | PA      | $2155894.14    | 0.01%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                                                     | ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 02/16/2036 REGS                                                   | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $467683.97     | 0.00%             | 2036-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 4.445% 02/14/2030                                                              | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     500000 | PA      | $594874.76     | 0.00%             | 2030-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 7.625% 05/15/2034                                                                    | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     535000 | PA      | $574707.70     | 0.00%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RR 28 LTD / RR 28 LLC                                                              | RR 28 LTD / RR 28 LLC A1R TSFR3M+155 04/15/2037 144A                                                    | CUSIP: 74989NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   35400000 | PA      | $35459613.60   | 0.15%             | 2037-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 2.5% 07/01/2032#G18651                                                                        | CUSIP: 3128MMWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     784332 | PA      | $757727.78     | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 11/01/2029#AS7270                                                                        | CUSIP: 3138WHCG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109096 | PA      | $106919.44     | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 12/01/2033#FM4036                                                                        | CUSIP: 3140X7PW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3427898 | PA      | $3313265.35    | 0.01%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEEBLES PARK CLO LTD                                                               | PEEBLES PARK CLO LTD A TSFR3M+150 04/21/2037 144A                                                       | CUSIP: 70537AAA0<br>LEI: 254900NRUX0E104HOE86 | Long             | ABS-CBDO         | CORP              | JE        |   36000000 | PA      | $36113652.00   | 0.16%             | 2037-04-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC                                    | AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC ARR TSFR3M+150 04/16/2037 144A                          | CUSIP: 00900PAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5649000 | PA      | $5666088.23    | 0.02%             | 2037-04-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                | CARRIER GLOBAL CORP 5.9% 03/15/2034                                                                     | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     627000 | PA      | $677335.61     | 0.00%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2032000 | PA      | $2092960.00    | 0.01%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6.625% 03/01/2032 144A                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     713000 | PA      | $741072.95     | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                 | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    1752000 | PA      | $1827069.70    | 0.01%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                  | KENYA REPUBLIC OF 9.75% 02/16/2031 144A                                                                 | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     653000 | PA      | $696261.25     | 0.00%             | 2031-02-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DTP COML MTG TR 2023-STE2                                                          | DTP COML MTG TR 2023-STE2 CSTR 01/15/2041 144A                                                          | CUSIP: 23346GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $121788.65     | 0.00%             | 2041-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLP COML MTG 2024-INDS                                                             | BLP COML MTG 2024-INDS TSFR1M+269.022 03/15/2041 144A                                                   | CUSIP: 05625AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     474414 | PA      | $474413.49     | 0.00%             | 2041-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BLP COML MTG 2024-INDS                                                             | BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A                                                 | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7718711 | PA      | $7718710.68    | 0.03%             | 2041-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2024-HB1                                                          | OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A                                                            | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     179108 | PA      | $176703.36     | 0.00%             | 2037-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 5.834% 02/20/2031                                                                      | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5249000 | PA      | $5578410.92    | 0.02%             | 2031-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                       | COTIVITI TERM 1LN 05/01/2031                                                                            | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     265000 | PA      | $258375.00     | 0.00%             | 2031-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                       | COTIVITI TERM B 1LN 5/1/2031                                                                            | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    5696080 | PA      | $5468236.80    | 0.02%             | 2031-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.5% 02/15/2044                                                             | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     990000 | PA      | $978166.41     | 0.00%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 2.5% 12/20/2051#785805                                                                          | CUSIP: 3622ABKS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4591342 | PA      | $3955627.93    | 0.02%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING                                                                      | CEDAR FUNDING A TSFR3M+155 04/23/2037 144A                                                              | CUSIP: 15033BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   12500000 | PA      | $12530887.50   | 0.05%             | 2037-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                                | PRAIRIE ACQUIROR LP 9% 08/01/2029 144A                                                                  | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     444000 | PA      | $458944.60     | 0.00%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                                | INVERSIONES CMPC SA 6.125% 02/26/2034 144A                                                              | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     275000 | PA      | $282067.50     | 0.00%             | 2034-02-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2.5% 04/25/2052                                                          | CUSIP: 3136BL7H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3456580 | PA      | $3184991.64    | 0.01%             | 2052-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                              | RACKSPACE FINANCE TERM B SUPER PRIORITY 1LN 05/15/2028                                                  | CUSIP: 75008UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     187211 | PA      | $190916.29     | 0.00%             | 2028-05-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                              | RACKSPACE FINANCE TERM B 1LN 05/15/2028                                                                 | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     803508 | PA      | $326537.56     | 0.00%             | 2028-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                         | FIRST QUANTUM MINERALS LTD 9.375% 03/01/2029 144A                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    2529000 | PA      | $2669941.17    | 0.01%             | 2029-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                        | ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A                                                       | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1931000 | PA      | $1998100.45    | 0.01%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                 | PANAMA REPUBLIC OF 8% 03/01/2038                                                                        | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     482000 | PA      | $554727.39     | 0.00%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                 | PANAMA REPUBLIC OF 7.875% 03/01/2057                                                                    | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     400000 | PA      | $463237.52     | 0.00%             | 2057-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                     | WHIRLPOOL CORP 5.75% 03/01/2034                                                                         | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     125000 | PA      | $120161.68     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL1 LLC                                                                 | PRPM 2024-RPL1 LLC A1 4.2% 12/25/2064 144A                                                              | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6294147 | PA      | $6220989.93    | 0.03%             | 2064-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                             | RADIOLOGY PARTNERS INC PIK VAR 02/15/2030 144A                                                          | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     115521 | PA      | $111766.57     | 0.00%             | 2030-02-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                           | BUILDERS FIRSTSOURCE INC 6.375% 03/01/2034 144A                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     595000 | PA      | $618869.62     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 6% 09/01/2053#RA9856                                                                          | CUSIP: 3133KR5R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1266681 | PA      | $1310418.62    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 08/01/2052#SD4527                                                                          | CUSIP: 3132DSA44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      37182 | PA      | $30441.76      | 0.00%             | 2052-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                               | HEATHROW FUNDING LTD 6% 03/05/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    1000000 | PA      | $1364366.65    | 0.01%             | 2032-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                     | ALTICE FING SA 9.625% 07/15/2027 144A                                                                   | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     685000 | PA      | $546746.45     | 0.00%             | 2027-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                         | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 8.625% 03/15/2029 144A                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1320676.56    | 0.01%             | 2029-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BX TR 2019-OC11                                                                    | BX TR 2019-OC11 VAR 12/09/2041 144A                                                                     | CUSIP: 05606FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  104100000 | PA      | $2713251.99    | 0.01%             | 2041-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                                               | ICON TERM B 1LN 07/03/2028                                                                              | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |     184907 | PA      | $186467.20     | 0.00%             | 2028-07-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6% 11/01/2053#RJ0189                                                                          | CUSIP: 3142GQF72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     702757 | PA      | $727022.81     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 09/01/2053#CB7123                                                                          | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1084619 | PA      | $1122070.20    | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                           | ENGIE SA 3.875% 03/06/2036 REGS                                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $701104.09     | 0.00%             | 2036-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 11/01/2053#FS6498                                                                          | CUSIP: 3140XNGG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3523971 | PA      | $3635477.60    | 0.02%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5.5% 02/01/2054#RJ0836                                                                        | CUSIP: 3142GQ4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     400135 | PA      | $407338.38     | 0.00%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                 | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.875% 04/01/2030 144A                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $1757409.80    | 0.01%             | 2030-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                           | SAFEHOLD GL HOLDINGS LLC 6.1% 04/01/2034                                                                | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1129649.29    | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DK TR 2024-SPBX                                                                    | DK TR 2024-SPBX TSFR1M+400 03/15/2034 144A                                                              | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2253605.85    | 0.01%             | 2034-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-CP1                                                           | NYMT LOAN TRUST 2024-CP1 3.75% 02/25/2068 144A                                                          | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     907376 | PA      | $864763.90     | 0.00%             | 2068-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 09/01/2042#ZL3774                                                                        | CUSIP: 3131XKFP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1326978 | PA      | $1264847.25    | 0.01%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 07/01/2042#ZA1228                                                                        | CUSIP: 31329JLH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1051466 | PA      | $1003232.33    | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 12/01/2046#BM5096                                                                        | CUSIP: 3140J9UW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3936622 | PA      | $3747750.22    | 0.02%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 01/01/2050#FS3728                                                                        | CUSIP: 3140XKEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15878074 | PA      | $15127663.25   | 0.07%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 11/01/2050#QB5146                                                                          | CUSIP: 3133ABWF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14930 | PA      | $12297.85      | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 05/01/2051#RA5287                                                                          | CUSIP: 3133KL2U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     236021 | PA      | $194266.30     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 07/01/2051#CB1110                                                                          | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96665 | PA      | $79563.50      | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                            | BX COML MTG TR 2024-XL5 C TSFR1M+194.087 03/15/2039 144A                                                | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2447165 | PA      | $2448689.71    | 0.01%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                                            | BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2041 144A                                                | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26482294 | PA      | $26482285.57   | 0.12%             | 2041-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 02/01/2051#FM6338                                                                          | CUSIP: 3140XABG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23871 | PA      | $19662.93      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2051#FM6560                                                                          | CUSIP: 3140XAJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38076 | PA      | $31363.49      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                            | BX COML MTG TR 2024-XL5 B TSFR1M+169.12 03/15/2039 144A                                                 | CUSIP: 05612GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1842918 | PA      | $1843491.66    | 0.01%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                                            | BX COML MTG TR 2024-XL5 E TSFR1M+368.835 03/15/2039 144A                                                | CUSIP: 05612GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1754491 | PA      | $1750746.98    | 0.01%             | 2041-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 03/01/2054#CB8112                                                                          | CUSIP: 3140QUAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1288948 | PA      | $1325902.83    | 0.01%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6.5% 03/01/2054#CB8113                                                                        | CUSIP: 3140QUAP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     833704 | PA      | $865919.74     | 0.00%             | 2054-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC                                | MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC A1 TSFR3M+151 04/25/2037 144A                       | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5962000 | PA      | $5969899.65    | 0.03%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                               | CLEVELAND-CLIFFS INC 7% 03/15/2032 144A                                                                 | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     819000 | PA      | $839512.67     | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                                 | RITHM CAPITAL CORP 8% 04/01/2029 144A                                                                   | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     646000 | PA      | $659982.02     | 0.00%             | 2029-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                | AMERICAN TOWER CORP 5.45% 02/15/2034                                                                    | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     250000 | PA      | $260635.56     | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 10/01/2052#FS6606                                                                          | CUSIP: 3140XNKU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22183 | PA      | $18106.33      | 0.00%             | 2052-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                      | CORECIVIC INC 8.25% 04/15/2029                                                                          | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     525000 | PA      | $553099.58     | 0.00%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                                 | MVM ENERGETIKA ZRT 6.5% 03/13/2031 REGS                                                                 | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | CORP              | HU        |     215000 | PA      | $227470.00     | 0.00%             | 2031-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                   | ISRAEL STATE OF 5.75% 03/12/2054                                                                        | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     536000 | PA      | $522819.40     | 0.00%             | 2054-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.69%/VAR 03/12/2030                                                                       | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   45463000 | PA      | $47359149.89   | 0.21%             | 2030-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 5.8% 03/08/2029                                                                | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $5963447.76    | 0.03%             | 2029-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                                | BANCO BILBAO VIZ ARGENTARIA SA 6.033%/VAR 03/13/2035                                                    | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1286038.43    | 0.01%             | 2035-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                                             | REPUBLIC OF MONTENEGRO 7.25% 03/12/2031 144A                                                            | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    1758000 | PA      | $1884452.94    | 0.01%             | 2031-03-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2024-RPL2                                                    | GS MTG-BACKED SECS TR 2024-RPL2 A1 3.75% 07/25/2061 144A                                                | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10484952 | PA      | $10277960.25   | 0.04%             | 2061-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STS OPERATING INC                                                                  | SUNSOURCE TERM 1LN 03/25/2031                                                                           | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    3912763 | PA      | $3905445.88    | 0.02%             | 2031-03-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                | RED ROCK RESORTS TERM B 1LN 03/14/2031                                                                  | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    3258811 | PA      | $3261288.03    | 0.01%             | 2031-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                         | ALCOA NEDERLAND HOLDING BV 7.125% 03/15/2031 144A                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    4208000 | PA      | $4458859.92    | 0.02%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 5.75% 04/01/2034                                                                     | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1972000 | PA      | $2046543.43    | 0.01%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                 | ESSEX PORTFOLIO LP 5.5% 04/01/2034                                                                      | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   11198000 | PA      | $11683229.50   | 0.05%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                      | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                    | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2188018.00    | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 07/01/2051#FS3744                                                                          | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     250553 | PA      | $205835.48     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 07/01/2051#FS5871                                                                          | CUSIP: 3140XMQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29283 | PA      | $24056.63      | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS                                                           | OAK HILL CREDIT PARTNERS A1 TSFR3M+150 04/20/2037 144A                                                  | CUSIP: 67706JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    6763000 | PA      | $6783823.28    | 0.03%             | 2037-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KNDR TR 2021-KIND                                                                  | KNDR 2021-KIND F TSFR1M+241.448 08/15/2038 144A                                                         | CUSIP: 482606AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1689129 | PA      | $1666157.19    | 0.01%             | 2038-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 22 LTD / AIMCO CLO 22 LLC                                                | AIMCO CLO 22 LTD / AIMCO CLO 22 LLC A TSFR3M+150 04/19/2037 144A                                        | CUSIP: 00901UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    9116000 | PA      | $9137568.46    | 0.04%             | 2037-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS                                                           | OAK HILL CREDIT PARTNERS A2 TSFR3M+165 04/20/2037 144A                                                  | CUSIP: 67706JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     358000 | PA      | $358598.22     | 0.00%             | 2037-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-C35                                                   | WELLS FARGO COML MTG TR 2016-C35 TSFR1M+116.448 07/15/2048 144A                                         | CUSIP: 95000FBA3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4001413.60    | 0.02%             | 2048-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-2 LTD                                                          | CARLYLE US CLO 2024-2 LTD E TSFR3M+685 04/25/2037 144A                                                  | CUSIP: 14319AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $252472.25     | 0.00%             | 2037-04-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                         | HUMANA INC 5.375% 04/15/2031                                                                            | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    6629000 | PA      | $6858409.80    | 0.03%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                 | POLAND REPUBLIC OF 5.5% 03/18/2054                                                                      | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     528000 | PA      | $514404.00     | 0.00%             | 2054-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 5.35% 04/01/2034                                                                           | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $3031012.73    | 0.01%             | 2034-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA GTD MTG PASS THRU CTF 2% 04/25/2042                                                                | CUSIP: 3136BBAB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    5923200 | PA      | $5715110.77    | 0.02%             | 2042-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2024-1 LTD                                                          | INVESCO US CLO 2024-1 LTD AR TSFR3M+155 04/15/2037 144A                                                 | CUSIP: 46148JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4719000 | PA      | $4727531.95    | 0.02%             | 2037-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                               | BEAZER HOMES USA INC 7.5% 03/15/2031 144A                                                               | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    1329000 | PA      | $1349041.32    | 0.01%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 06/01/2052#RA7575                                                                          | CUSIP: 3133KPMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4204225 | PA      | $4264931.53    | 0.02%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                                               | ICON TERM B 1LN 07/03/2028                                                                              | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |      46070 | PA      | $46458.40      | 0.00%             | 2028-07-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                                  | ASTON MARTIN CAP HLDGS LTD 10% 03/31/2029 144A                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    1765000 | PA      | $1560985.94    | 0.01%             | 2029-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                        | STARWOOD PPTY TR INC 7.25% 04/01/2029 144A                                                              | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    1294000 | PA      | $1371368.26    | 0.01%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AIR CANADA INC                                                                     | AIR CANADA TERM B 1LN 03/21/2031                                                                        | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |     334900 | PA      | $335318.63     | 0.00%             | 2031-03-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                       | BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A                                                             | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17296081 | PA      | $17296081.12   | 0.08%             | 2041-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                       | BX 2024-CNYN TSFR1M+194.116 04/15/2041 144A                                                             | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     949835 | PA      | $950426.86     | 0.00%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                       | BX 2024-CNYN B TSFR1M+169.152 04/15/2029 144A                                                           | CUSIP: 05612HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1143841 | PA      | $1144196.77    | 0.00%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                       | BX 2024-CNYN E TSFR1M+368.86 04/05/2029 144A                                                            | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1442422 | PA      | $1435317.55    | 0.01%             | 2041-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                                     | MARRIOTT VACATIONS TERM B 1LN 04/01/2031                                                                | CUSIP: 57163KAJ7<br>LEI: BW4532OH033VURR0IT68 | Long             | LON              | CORP              | US        |    2468750 | PA      | $2443544.06    | 0.01%             | 2031-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                                 | BAYTEX ENERGY CORP 7.375% 03/15/2032 144A                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    1158000 | PA      | $1176420.31    | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 43 LTD                                                                | SYMPHONY CLO 43 LTD A1 TSFR3M+152 04/15/2037 144A                                                       | CUSIP: 87170BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4217000 | PA      | $4227850.34    | 0.02%             | 2037-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 3.955%/VAR 03/21/2035                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     650000 | PA      | $774062.64     | 0.00%             | 2035-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 3.761%/VAR 03/21/2034 REGS                                                        | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     650000 | PA      | $771974.19     | 0.00%             | 2034-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                  | MACQUARIE AIRFINANCE HOLDINGS LTD 6.5% 03/26/2031 144A                                                  | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    1090000 | PA      | $1168785.17    | 0.01%             | 2031-03-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                  | MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A                                                  | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    1169000 | PA      | $1228820.04    | 0.01%             | 2029-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                               | ARAMARK TERM B8 1LN 6/22/2030                                                                           | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     480964 | PA      | $481839.83     | 0.00%             | 2030-06-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                          | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A                                         | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3847000 | PA      | $3979029.04    | 0.02%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS SCA SICAV-SIF                                                | CBRE OPEN-ENDED FUNDS SCA SICAV-SIF 4.75% 03/27/2034 REGS                                               | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |     630000 | PA      | $769175.61     | 0.00%             | 2034-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC                            | MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A                           | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     712000 | PA      | $727345.74     | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                     | NRG TERM B 1LN 04/16/2031                                                                               | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    2025976 | PA      | $2028508.49    | 0.01%             | 2031-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUPPLYONE INC                                                                      | SUPPLYONE TERM B 1LN 04/21/2031                                                                         | CUSIP: N/A<br>LEI: MPDV78HPQUU2Y5NDOP54       | Long             | LON              | CORP              | US        |    2370246 | PA      | $2368610.23    | 0.01%             | 2031-04-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 03/31/2031                                                                             | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71974000 | PA      | $73638398.75   | 0.32%             | 2031-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                     | BOMBARDIER INC 7.25% 07/01/2031 144A                                                                    | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1382000 | PA      | $1472069.09    | 0.01%             | 2031-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                   | HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     660000 | PA      | $675946.92     | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                 | LUMEN TECHNOLOGIES 4.125% 04/15/2030 144A                                                               | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     360000 | PA      | $356922.00     | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                   | HILTON DOMESTIC OPERATING CO INC 6.125% 04/01/2032 144A                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     856000 | PA      | $887707.10     | 0.00%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 4.5% 04/01/2030 144A                                                              | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1713525.00    | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 3.875% 10/15/2030 144A                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1292942.65    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 4.875% 06/15/2029 144A                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     625000 | PA      | $595312.50     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 4% 04/15/2031 144A                                                                | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     470000 | PA      | $413598.32     | 0.00%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 09/01/2046#FS2334                                                                          | CUSIP: 3140XHSY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8949823 | PA      | $8757166.26    | 0.04%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 09/01/2042#FS6944                                                                        | CUSIP: 3140XNWE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10266249 | PA      | $9442592.39    | 0.04%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                           | AVENTIV TERM FLSO 1LN 03/25/2026                                                                        | CUSIP: 05358AAQ7<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |      29328 | PA      | $29328.36      | 0.00%             | 2026-03-25      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| SURGERY CENTER HLDGS INC                                                           | SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     595000 | PA      | $610599.71     | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                   | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     603000 | PA      | $625690.89     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                          | MILLICOM INTL CELLULAR SA 7.375% 04/02/2032 144A                                                        | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     683000 | PA      | $708462.24     | 0.00%             | 2032-04-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2% 08/15/2048                                                            | CUSIP: 3137F95R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    5938847 | PA      | $5111293.90    | 0.02%             | 2048-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 04/01/2054#                                                                                | CUSIP: 3140QUH33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4261295 | PA      | $4380471.90    | 0.02%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                            | GENESEE and WYOMING TERM B 1LN 04/10/2031                                                               | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    2730262 | PA      | $2725429.76    | 0.01%             | 2031-04-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM, LLC                                                                 | PAR PACIFIC TERM B 1LN 02/28/2030                                                                       | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    1292483 | PA      | $1293297.29    | 0.01%             | 2030-02-28      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-WPT                                                            | BX COML MTG TR 2024-WPT TSFR1M+358.84 03/15/2034 144A                                                   | CUSIP: 05612JAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     319950 | PA      | $317375.14     | 0.00%             | 2034-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                 | LUMEN TECHNOLOGIES TERM B1 1LN 4/16/2029                                                                | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    1343331 | PA      | $1334438.63    | 0.01%             | 2029-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                 | LUMEN TECHNOLOGIES TERM B2 1LN SUPER_PRIORITY 04/15/2030                                                | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   11667409 | PA      | $11588654.27   | 0.05%             | 2030-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 01/01/2051#RA4349                                                                        | CUSIP: 3133KKZN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13821 | PA      | $11927.31      | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2024-1 LTD                                                                | VOYA CLO 2024-1 LTD A1 TSFR3M+152 04/15/2037 144A                                                       | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4115000 | PA      | $4127657.74    | 0.02%             | 2037-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX GLOBAL AB                                                                | ANTICIMEX TERM B6 1LN 11/16/2028                                                                        | CUSIP: 03703HAB2<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |    2393781 | PA      | $2400651.59    | 0.01%             | 2028-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                      | BRANDSAFWAY TERM B 1LN 08/01/2030                                                                       | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    8872944 | PA      | $7925047.76    | 0.03%             | 2030-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BYJU'S ALPHA INC                                                                   | BYJU'S ALPHA INC TERM DIP TERM 1LN 04/09/2026                                                           | CUSIP: N/A<br>LEI: 254900EAJ040Y8AVVN71       | Long             | LON              | CORP              | US        |       4416 | PA      | $4195.41       | 0.00%             | 2026-04-09      | Variable      | 0.06%                 | No            |                  3 | On Loan: No      |
| GENESEE and WYOMING INC                                                            | GENESEE and WYOMING INC 6.25% 04/15/2032 144A                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    2279000 | PA      | $2343434.17    | 0.01%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                                   | EUC TERM 1LN 07/01/2031                                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    6712770 | PA      | $6571197.24    | 0.03%             | 2031-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                                                               | AMAWATERWAYS TERM B 1LN 05/01/2031                                                                      | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |     897352 | PA      | $899406.82     | 0.00%             | 2031-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                                  | NEXA RESOURCES SA 6.75% 04/09/2034 144A                                                                 | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     525000 | PA      | $557592.00     | 0.00%             | 2034-04-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                          | CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A                                                         | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    1397098 | PA      | $1412011.12    | 0.01%             | 2036-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A                                         | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    5665834 | PA      | $5729540.75    | 0.03%             | 2039-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 78 CLO LTD                                                                  | DRYDEN 78 CLO LTD A1R TSFR3M+153 04/17/2037 144A                                                        | CUSIP: 26253LAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6856000 | PA      | $6869286.93    | 0.03%             | 2037-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 21 LTD / AIMCO CLO 21 LLC                                                | AIMCO CLO 21 LTD / AIMCO CLO 21 LLC A1 TSFR3M+150 04/18/2037 144A                                       | CUSIP: 00901WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    4297000 | PA      | $4307123.73    | 0.02%             | 2037-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2% 11/25/2047                                                            | CUSIP: 3136BFP49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    3366077 | PA      | $3039443.31    | 0.01%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                      | BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS                                                             | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |    2190000 | PA      | $2622189.81    | 0.01%             | 2032-04-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                           | VISTRA OPERATIONS CO LLC 6.875% 04/15/2032 144A                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1181000 | PA      | $1242115.57    | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                              | ADVANTAGE SALES and MARKETING TERM B 1LN 10/28/2027                                                     | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |    2246603 | PA      | $1929966.85    | 0.01%             | 2027-10-28      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BROCK HOLDINGS III LLC                                                             | BROCK TERM B 1LN 05/02/2030                                                                             | CUSIP: 11163AAB3<br>LEI: 5493000L6QAVHKOAM302 | Long             | LON              | CORP              | US        |     326700 | PA      | $326291.63     | 0.00%             | 2030-05-02      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                                 | RWE FINANCE US LLC 5.875% 04/16/2034 144A                                                               | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    1209000 | PA      | $1275668.59    | 0.01%             | 2034-04-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                       | TRANSOCEAN INTERNATIONAL LTD 8.25% 05/15/2029 144A                                                      | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    1014000 | PA      | $1031458.04    | 0.00%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                       | TRANSOCEAN INTERNATIONAL LTD 8.5% 05/15/2031 144A                                                       | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     949000 | PA      | $956714.42     | 0.00%             | 2031-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                            | EL SALVADOR REPUBLIC OF 9.25% 04/17/2030 144A                                                           | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     900000 | PA      | $967050.00     | 0.00%             | 2030-04-17      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                            | EL SALVADOR REPUBLIC OF 0.25% 04/17/2030 144A                                                           | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     265000 | PA      | $6095.00       | 0.00%             | 2030-04-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO II LTD                   | NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO II LTD E TSFR3M+750 04/20/2038 144A           | CUSIP: 64135QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $253539.75     | 0.00%             | 2038-04-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                 | LUMEN TECHNOLOGIES TERM A 1LN 06/01/2028                                                                | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    1786666 | PA      | $1808249.17    | 0.01%             | 2028-06-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.45% 04/15/2027                              | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1392000 | PA      | $1431798.99    | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                       | VALLOUREC SA 7.5% 04/15/2032 144A                                                                       | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    3317000 | PA      | $3531493.81    | 0.02%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 7.25% 05/01/2032 144A                                                                         | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     494000 | PA      | $521345.19     | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 7% 05/01/2029 144A                                                                            | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     503000 | PA      | $523588.30     | 0.00%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                              | ZF NORTH AMER CAP INC 6.75% 04/23/2030 144A                                                             | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     997000 | PA      | $968534.85     | 0.00%             | 2030-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                              | ZF NORTH AMER CAP INC 6.875% 04/23/2032 144A                                                            | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1984000 | PA      | $1884917.65    | 0.01%             | 2032-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                            | JANE STREET GRP/JSG FIN 7.125% 04/30/2031 144A                                                          | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     981000 | PA      | $1033412.87    | 0.00%             | 2031-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6% 04/01/2054#SD7569                                                                          | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36885906 | PA      | $38392986.41   | 0.17%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 12/01/2050#RA4142                                                                        | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     999428 | PA      | $869645.27     | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DRYDEN 83 CLO LTD                                                                  | DRYDEN 83 CLO LTD AR TSFR3M+153 04/18/2037 144A                                                         | CUSIP: 26246EAL2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |    6020000 | PA      | $6036464.70    | 0.03%             | 2037-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2020-49 LA 2% 03/25/2043                                                 | CUSIP: 3136BAD50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4009900 | PA      | $3861171.26    | 0.02%             | 2043-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.625% 04/30/2029                                                                             | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8220000 | PA      | $8508342.15    | 0.04%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                  | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                                                 | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1349060 | PA      | $1354667.02    | 0.01%             | 2026-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 03/01/2052#SD7553                                                                          | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19289333 | PA      | $17413603.69   | 0.08%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES LN FDG V LTD / ARES LN FDG V LLC                                              | ARES LN FDG V LTD / ARES LN FDG V LLC A1 TSFR3M+150 07/27/2037 144A                                     | CUSIP: 04020QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    6208000 | PA      | $6231131.01    | 0.03%             | 2037-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                               | EMIRATE OF ABU DHABI 5.5% 04/30/2054 144A                                                               | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     849000 | PA      | $885116.46     | 0.00%             | 2054-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                             | OCP SA 6.75% 05/02/2034 144A                                                                            | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     457000 | PA      | $492243.84     | 0.00%             | 2034-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                             | OCP SA 7.5% 05/02/2054 144A                                                                             | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     400000 | PA      | $442452.00     | 0.00%             | 2054-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO DE CHILE                                                          | BANCO DEL ESTADO DE CHILE 7.95%/VAR PERP 144A                                                           | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | EP               | CORP              | CL        |     455000 | PA      | $482300.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                                                           | ASPLUNDH TERM B 1LN 05/23/2031                                                                          | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     680685 | PA      | $682318.64     | 0.00%             | 2031-05-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                             | HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A                                                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     929000 | PA      | $965350.84     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                            | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                           | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2888000 | PA      | $2933855.66    | 0.01%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                           | AVENTIV TERM 1LN FLSO 03/25/2026                                                                        | CUSIP: 05358AAP9<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |    1105978 | PA      | $734369.06     | 0.00%             | 2026-03-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                  | ILIAD HOLDING SAS 8.5% 04/15/2031 144A                                                                  | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    1512000 | PA      | $1624060.37    | 0.01%             | 2031-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                                            | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 5.5% 05/08/2034 144A                                            | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     460000 | PA      | $487866.80     | 0.00%             | 2034-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2024-BPR2                                                  | MORGAN STANLEY CAP I TR 2024-BPR2 7.291% 05/05/2029 144A                                                | CUSIP: 61776EAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    1523805 | PA      | $1609809.68    | 0.01%             | 2029-05-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 05/01/2054#                                                                                | CUSIP: 3140QUNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5785418 | PA      | $5947219.81    | 0.03%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SS and C TECHNOLOGIES INC                                                          | SS and C TECHNOLOGIES TERM B8 1LN 05/09/2031                                                            | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    3210760 | PA      | $3222575.22    | 0.01%             | 2031-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  222620000 | PA      | $220689466.07  | 0.96%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.375% 05/15/2034                                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  119720000 | PA      | $123769902.53  | 0.54%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                    | CORNERSTONE BUILDING PRODUCTS TERM C 1LN 05/15/2031                                                     | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    1938816 | PA      | $1391100.57    | 0.01%             | 2031-05-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                           | BX COML MTG TR 2024-MDHS E TSFR1M+368.83 05/15/2041 144A                                                | CUSIP: 12433BAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     732707 | PA      | $732222.56     | 0.00%             | 2041-05-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                           | BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A                                                        | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12726391 | PA      | $12734328.11   | 0.06%             | 2041-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2024-BPR2                                                  | MORGAN STANLEY CAP I TR 2024-BPR2 X VAR 05/05/2029 144A                                                 | CUSIP: 61776EAC7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   15672253 | PA      | $422431.47     | 0.00%             | 2029-05-05      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2024-3 LTD                                                          | INVESCO US CLO 2024-3 LTD A TSFR3M+151 07/20/2037 144A                                                  | CUSIP: 46148HAB4<br>LEI: 254900GU4U8LUX3GA959 | Long             | ABS-CBDO         | CORP              | JE        |    4765000 | PA      | $4782368.43    | 0.02%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP  | RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP 5.75% 09/15/2048 144A | CUSIP: 76134KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $247068.05     | 0.00%             | 2048-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-3                                                        | PALMER SQUARE LN FDG 2024-3 D TSFR3M+540 08/08/2032 144A                                                | CUSIP: 69690RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $248418.50     | 0.00%             | 2032-08-08      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                          | BLOCK INC 6.5% 05/15/2032                                                                               | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    2737000 | PA      | $2860364.80    | 0.01%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2.55% 09/25/2046                                                         | CUSIP: 3136AWGE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2000331 | PA      | $1849459.91    | 0.01%             | 2046-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2.7% 05/25/2047                                                          | CUSIP: 3136AWLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    9936638 | PA      | $9163377.88    | 0.04%             | 2047-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                         | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                       | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1184693.60    | 0.01%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEEDLE HOLDINGS LLC                                                                | JOANN TERM EXIT 1LN 04/28/2028                                                                          | CUSIP: 63988HAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      12232 | PA      | $9512.90       | 0.00%             | 2028-04-28      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2.5% 02/25/2046                                                          | CUSIP: 3136ARGN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   13889751 | PA      | $12191343.90   | 0.05%             | 2046-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                            | PHILIPPINES REPUBLIC OF 5.6% 05/14/2049                                                                 | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     570000 | PA      | $582112.50     | 0.00%             | 2049-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                       | WP CAREY INC 4.25% 07/23/2032                                                                           | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |     200000 | PA      | $239276.97     | 0.00%             | 2032-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                 | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 6.75% 05/15/2034 144A                                | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     757000 | PA      | $681221.65     | 0.00%             | 2034-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                 | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 7.875% 05/15/2034 144A                               | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1533000 | PA      | $1289153.05    | 0.01%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 5.55% 06/01/2031                                                                        | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7405000 | PA      | $7782189.52    | 0.03%             | 2031-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                   | VB-S1 ISSUER LLC 6.644% 05/15/2054 144A                                                                 | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1525643.55    | 0.01%             | 2054-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                                   | VB-S1 ISSUER LLC 8.871% 05/15/2054 144A                                                                 | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1361000 | PA      | $1410845.67    | 0.01%             | 2054-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                                                   | CREATIVE PLANNING TERM B 1LN 5/17/2031                                                                  | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1305478 | PA      | $1305896.09    | 0.01%             | 2031-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                           | BROADSTREET PARTNERS TERM B4 1LN 6/13/2031                                                              | CUSIP: N/A<br>LEI: 549300BS9N54G8DD0R75       | Long             | LON              | CORP              | US        |    3021574 | PA      | $3029520.73    | 0.01%             | 2031-06-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                                                 | CDK GLOBAL TERM B 1LN 07/06/2029                                                                        | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1421411 | PA      | $1178434.66    | 0.01%             | 2029-07-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                           | CLOUD SOFTWARE GROUP INC 8.25% 06/30/2032 144A                                                          | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2791504.70    | 0.01%             | 2032-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 7.5% 05/15/2031                                                                    | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     297000 | PA      | $312007.71     | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                         | HESS MIDSTREAM PARTNERS LP 6.5% 06/01/2029 144A                                                         | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $672606.35     | 0.00%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 5.75% 11/15/2029 144A                                                       | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    4062000 | PA      | $4223381.55    | 0.02%             | 2029-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-KING                                                           | BX COML MTG TR 2024-KING E TSFR1M+368.795 05/15/2039 144A                                               | CUSIP: 05612RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2845539 | PA      | $2854416.53    | 0.01%             | 2034-05-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2% 07/01/2035#FM3159                                                                          | CUSIP: 3140X6QM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     759613 | PA      | $709263.11     | 0.00%             | 2035-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                               | LIFEPOINT HEALTH INC 10% 06/01/2032 144A                                                                | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     789000 | PA      | $833950.12     | 0.00%             | 2032-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029         | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10972000 | PA      | $11440806.68   | 0.05%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034        | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17277000 | PA      | $18220958.09   | 0.08%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 1.5% 04/01/2041#QK0705                                                                        | CUSIP: 3133D3YA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1767214 | PA      | $1509555.60    | 0.01%             | 2041-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF3 LLC                                                                 | PRPM 2024-RCF3 LLC 4% 05/25/2054 144A                                                                   | CUSIP: 74390BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1908871 | PA      | $1887194.55    | 0.01%             | 2054-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2019-1 LTD                                                         | EATON VANCE CLO 2019-1 LTD AR2 TSFR3M+151 07/15/2037 144A                                               | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |    5990000 | PA      | $6002141.73    | 0.03%             | 2037-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2024-C26                                                              | BBCMS MTG TR 2024-C26 C 6% 05/15/2057                                                                   | CUSIP: 05555AAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $253075.93     | 0.00%             | 2057-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                       | AMPRION GMBH 3.625% 05/21/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $356004.15     | 0.00%             | 2031-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                            | MKS INC CONV 1.25% 06/01/2030                                                                           | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     931000 | PA      | $1171841.35    | 0.01%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                           | ENCORE CAP GROUP INC 8.5% 05/15/2030 144A                                                               | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    1526000 | PA      | $1624079.07    | 0.01%             | 2030-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 1.5% 05/01/2036#QN6387                                                                        | CUSIP: 3133GDCY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2112627 | PA      | $1916964.67    | 0.01%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 09/01/2036#CB1715                                                                        | CUSIP: 3140QL3Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2517766 | PA      | $2283008.45    | 0.01%             | 2036-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                      | PRA GROUP INC 8.875% 01/31/2030 144A                                                                    | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1041883.50    | 0.00%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| INSIGHT ENTERPRISES INC                                                            | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     900000 | PA      | $921384.00     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAXIMUS INC                                                                        | MAXIMUS TERM B 1LN 05/30/2031                                                                           | CUSIP: 57779FAG0<br>LEI: 549300DQCDS8HJ7QF202 | Long             | LON              | CORP              | US        |     291312 | PA      | $291434.85     | 0.00%             | 2031-05-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                        | STAPLES TERM B 1LN 9/4/2029                                                                             | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    7697443 | PA      | $7213966.22    | 0.03%             | 2029-09-04      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 5.5% 06/01/2034                                                                                 | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $2109256.54    | 0.01%             | 2034-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.625% 05/15/2044                                                           | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1583000 | PA      | $1587452.19    | 0.01%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 07/01/2050#SI2038                                                                          | CUSIP: 3133USHP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72206 | PA      | $59454.54      | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                     | PROOFPOINT TERM B 1LN 08/31/2028                                                                        | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    4154165 | PA      | $4170116.96    | 0.02%             | 2028-08-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPER CO LLC                                                               | GODADDY TERM B7 1LN 5/30/2031                                                                           | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |     964943 | PA      | $963968.30     | 0.00%             | 2031-05-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOMESERVE USA HOLDING CORP                                                         | HOMESERVE TERM B 1LN 10/21/2030                                                                         | CUSIP: 43761EAD0<br>LEI: 254900UCR2BMZVFOR729 | Long             | LON              | CORP              | US        |    1142424 | PA      | $1142424.24    | 0.00%             | 2030-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LTD                                                            | CITY FOOTBALL GROUP TERM B 1LN 7/21/2030                                                                | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    4989410 | PA      | $4980080.09    | 0.02%             | 2030-07-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                            | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                            | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    1250000 | PA      | $1296100.00    | 0.01%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 11/01/2051#CB2276                                                                        | CUSIP: 3140QMQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5733654 | PA      | $4931764.37    | 0.02%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                   | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    3062000 | PA      | $3203694.05    | 0.01%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                        | STAPLES INC 10.75% 09/01/2029 144A                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3145090.88    | 0.01%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-BOLT                                                                   | LBA TR 2024-BOLT TSFR1M+368.6 06/15/2026 144A                                                           | CUSIP: 50177BAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1002495.80    | 0.00%             | 2039-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BX 2024 VLT4                                                                       | BX 2024 VLT4 E TSFR1M+288.94 07/15/2029 144A                                                            | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2585397.88    | 0.01%             | 2041-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-BOLT                                                                   | LBA TR 2024-BOLT TSFR1M+448.48 06/15/2026 144A                                                          | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     355000 | PA      | $354920.20     | 0.00%             | 2039-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                     | BOMBARDIER INC 7% 06/01/2032 144A                                                                       | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     567000 | PA      | $597407.64     | 0.00%             | 2032-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                      | BMP 2024-MF23 C TSFR1M+194.113 06/15/2041 144A                                                          | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1569000 | PA      | $1569488.59    | 0.01%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                      | BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A                                                   | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4493000 | PA      | $4492997.75    | 0.02%             | 2041-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                      | BMP 2024-MF23 TSFR1M+174.142 06/15/2041 144A                                                            | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2218000 | PA      | $2217998.89    | 0.01%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AIMCO 2019                                                                         | AIMCO 2019 ARR TSFR3M+141 07/22/2037 144A                                                               | CUSIP: 00901AAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3380000 | PA      | $3384610.32    | 0.01%             | 2037-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                | US LBM TERM B 1LN 06/06/2031                                                                            | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    4944727 | PA      | $4652147.16    | 0.02%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | TELEVISAUNIVISION TERM B 1LN 01/31/2029                                                                 | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    1919462 | PA      | $1899077.71    | 0.01%             | 2029-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                                         | SOTERA HEALTH HOLDINGS LLC 7.375% 06/01/2031 144A                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     975000 | PA      | $1026835.98    | 0.00%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX 2024 VLT4                                                                       | BX 2024 VLT4 F TSFR1M+393.788 07/15/2029 144A                                                           | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3003564.00    | 0.01%             | 2041-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                           | SENSATA TECHNOLOGIES INC 6.625% 07/15/2032 144A                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     625000 | PA      | $653361.25     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                                       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    3598000 | PA      | $3722113.01    | 0.02%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: —       |
| EPICOR SOFTWARE CORPORATION                                                        | EPICOR SOFTWARE TERM 1LN 05/30/2031                                                                     | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    2306852 | PA      | $2313011.76    | 0.01%             | 2031-05-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                      | BROOKFIELD 24-MF23 E TSFR1M+338.905 06/15/2041 144A                                                     | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1244000 | PA      | $1242446.62    | 0.01%             | 2041-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                 | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                                  | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1735869 | PA      | $1714084.41    | 0.01%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION B.V.                                                     | YINSON BORONIA PRODUCTION B.V. 8.947% 07/31/2042 144A                                                   | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    1175346 | PA      | $1276560.73    | 0.01%             | 2042-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                 | PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A                                                               | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3304777 | PA      | $3232897.09    | 0.01%             | 2054-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 21 LTD                                                   | GOLDENTREE LN MGMT US CLO 21 LTD E TSFR3M+570 07/20/2037 144A                                           | CUSIP: 38139DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250923.75     | 0.00%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                              | SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A                                                            | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21266190 | PA      | $21508141.82   | 0.09%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                              | SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A                                                            | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12134430 | PA      | $12404507.22   | 0.05%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                              | SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A                                                            | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15197490 | PA      | $15744231.86   | 0.07%             | 2054-07-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL INC                                                         | ENLYTE TERM B 1LN 06/17/2031                                                                            | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    2786850 | PA      | $2792590.91    | 0.01%             | 2031-06-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                    | NORTONLIFELOCK TERM B 1LN 09/12/2029                                                                    | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    4654226 | PA      | $4651014.23    | 0.02%             | 2029-09-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2024-C26                                                              | BBCMS MTG TR 2024-C26 4.5% 05/15/2057 144A                                                              | CUSIP: 05555AAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     690000 | PA      | $558160.18     | 0.00%             | 2057-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                       | ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A                                                      | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     903838 | PA      | $910267.47     | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2024-2 LTD                                                       | PALMER SQUARE CLO 2024-2 LTD E TSFR3M+570 07/20/2037 144A                                               | CUSIP: 69703MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $506482.00     | 0.00%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                | ACRISURE LLC / ACRISURE FINANCE INC 8.5% 06/15/2029 144A                                                | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     371000 | PA      | $388836.94     | 0.00%             | 2029-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                | ACRISURE LLC / ACRISURE FINANCE INC 7.5% 11/06/2030 144A                                                | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $301132.23     | 0.00%             | 2030-11-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                               | OLYMPUS WATER US HOLDING CORPORATION 7.25% 06/15/2031 144A                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1059045.28    | 0.00%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                        | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7% 06/15/2032 144A                                          | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     624000 | PA      | $654450.58     | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 5.449%/VAR 06/11/2035                                                                     | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7519818.17    | 0.03%             | 2035-06-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 1.5% 11/01/2035#QN4142                                                                        | CUSIP: 3133GAS72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     193601 | PA      | $176033.79     | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 1.5% 05/01/2036#BR1069                                                                        | CUSIP: 3140KYFK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     159635 | PA      | $144551.38     | 0.00%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 06/01/2036#BR2059                                                                        | CUSIP: 3140L0JD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164648 | PA      | $149090.04     | 0.00%             | 2036-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 03/01/2036#BR4700                                                                        | CUSIP: 3140L3GJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149904 | PA      | $135879.62     | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 11/01/2035#FM4368                                                                        | CUSIP: 3140X72A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78543 | PA      | $71416.29      | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 04/01/2036#FM6100                                                                        | CUSIP: 3140X9X67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156425 | PA      | $141790.54     | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 03/01/2036#FM6804                                                                        | CUSIP: 3140XAR20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49148 | PA      | $44550.23      | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                 | SERBIA REPUBLIC OF 6% 06/12/2034 144A                                                                   | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     348000 | PA      | $361572.28     | 0.00%             | 2034-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC                | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                  | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2822756.85    | 0.01%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSUNION LLC                                                                     | TRANS UNION TERM B8 1LN 6/24/2031                                                                       | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    1876299 | PA      | $1876298.94    | 0.01%             | 2031-06-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD                                        | AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A                                      | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4254551 | PA      | $4378150.60    | 0.02%             | 2049-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MTG TR                                                                | MCR 2024-TWA MTG TR 10.114% 06/12/2039 144A                                                             | CUSIP: 582923AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $307001.07     | 0.00%             | 2039-06-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                                      | WHITE CAP SUPPLY HOLDINGS TERM B 1LN 10/31/2029                                                         | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    3120178 | PA      | $3128102.78    | 0.01%             | 2029-10-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                                  | RESTAURANT BRANDS TERM B6 1LN 9/20/2030                                                                 | CUSIP: N/A<br>LEI: 549300RHSHNRWI5LLA86       | Long             | LON              | CORP              | CA        |    4778775 | PA      | $4771607.29    | 0.02%             | 2030-09-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                              | SWITCH ABS ISSUER LLC 10.033% 06/25/2054 144A                                                           | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     950000 | PA      | $972968.91     | 0.00%             | 2054-06-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-A                                           | AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 02/15/2029 144A                                          | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1400000 | PA      | $1403451.14    | 0.01%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BYJU'S ALPHA INC                                                                   | BYJU'S ALPHA TERM PIK Prepetition Reimbursement TL                                                      | CUSIP: N/A<br>LEI: 254900EAJ040Y8AVVN71       | Long             | LON              | CORP              | US        |       6541 | PA      | $6213.76       | 0.00%             | 2026-04-09      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| BYJU'S ALPHA INC                                                                   | BYJU'S ALPHA TERM PIK Bridge Term Loan                                                                  | CUSIP: N/A<br>LEI: 254900EAJ040Y8AVVN71       | Long             | LON              | CORP              | US        |       1417 | PA      | $1346.02       | 0.00%             | 2026-04-09      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                  | CLARIOS TERM B 1LN 05/06/2030                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |    2023360 | PA      | $2022348.43    | 0.01%             | 2030-05-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                               | HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     730000 | PA      | $770505.77     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                               | WRANGLER HOLDCO CORP 6.625% 04/01/2032 144A                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1934000 | PA      | $2029812.29    | 0.01%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                               | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1145000 | PA      | $1180509.89    | 0.01%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                        | MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A                                                       | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2621833 | PA      | $2639087.10    | 0.01%             | 2037-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO IV LTD                                                                 | BBAM US CLO IV LTD D TSFR3M+625 07/15/2039 144A                                                         | CUSIP: 05555KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $252851.75     | 0.00%             | 2039-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC / VALOR CO-ISSUER INC                                               | VFH PARENT LLC / VALOR CO-ISSUER INC 7.5% 06/15/2031 144A                                               | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     936000 | PA      | $982348.85     | 0.00%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 06/01/2054#CB8711                                                                          | CUSIP: 3140QUVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5393980 | PA      | $5544834.39    | 0.02%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6.5% 06/01/2054#CB8729                                                                        | CUSIP: 3140QUVX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1614675 | PA      | $1675555.94    | 0.01%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITYCON OYJ                                                                        | CITYCON OYJ 7.875%/VAR PERP REGS                                                                        | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | EP               | CORP              | FI        |     450000 | PA      | $430616.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                        | STAPLES INC 12.75% 01/15/2030 144A                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    1730699 | PA      | $1364125.53    | 0.01%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                      | MODIVCARE TERM B 1LN 07/01/2031                                                                         | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     552653 | PA      | $226587.54     | 0.00%             | 2031-07-01      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| ZAMBIA REPUBLIC                                                                    | ZAMBIA REPUBLIC STEP 06/30/2033 144A                                                                    | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      43131 | PA      | $41421.61      | 0.00%             | 2033-06-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ZAMBIA REPUBLIC                                                                    | ZAMBIA REPUBLIC 0.5% 12/31/2053 144A                                                                    | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    1217000 | PA      | $836310.23     | 0.00%             | 2053-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI                                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI VAR 07/15/2035 144A                                     | CUSIP: 95003PAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     846000 | PA      | $856886.16     | 0.00%             | 2035-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SABERT CORPORATION                                                                 | SABERT TERM B 1LN 12/10/2026                                                                            | CUSIP: 78516EAD4<br>LEI: 54930029JPYBTHDWT603 | Long             | LON              | CORP              | US        |     547567 | PA      | $547227.20     | 0.00%             | 2026-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                               | CHART INDUSTRIES TERM B 1LN 3/15/2030                                                                   | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    1632324 | PA      | $1637433.22    | 0.01%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                              | WILLIAMS SCOTSMAN INC 6.625% 06/15/2029 144A                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     932000 | PA      | $961605.91     | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA GTD MTG PASS THRU CTF 2% 05/25/2045                                                                | CUSIP: 3136BBQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1238859 | PA      | $1175526.18    | 0.01%             | 2045-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                             | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027                                                 | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     274552 | PA      | $275170.19     | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                             | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.4% 11/15/2028                                                  | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     996000 | PA      | $1004984.92    | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                                              | HPEFS EQUIP TR 2024-2 5.36% 10/20/2031 144A                                                             | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1508071.05    | 0.01%             | 2031-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                                 | LIGHT and WONDER TERM B 1LN 04/16/2029                                                                  | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     742936 | PA      | $743553.09     | 0.00%             | 2029-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD                                          | NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD AR2 TSFR3M+140 07/18/2038 144A                                | CUSIP: 64131JAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5981000 | PA      | $5997477.66    | 0.03%             | 2038-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                               | PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS                                                          | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |     300000 | PA      | $360736.39     | 0.00%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC                                          | EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.75% 07/15/2031 144A                                         | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     760000 | PA      | $795486.68     | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                                                     | BANCOLOMBIA SA T5Y+NA 12/24/2034                                                                        | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     513000 | PA      | $548012.25     | 0.00%             | 2034-12-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                    | MASTERBRAND INC 7% 07/15/2032 144A                                                                      | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     753000 | PA      | $776836.22     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                                            | JAZZ PHARMACEUTICALS TERM B2 1LN 05/05/2028                                                             | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |    2282556 | PA      | $2290796.03    | 0.01%             | 2028-05-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORP                                                                       | GRIFFON TERM B 1LN 01/24/2029                                                                           | CUSIP: 39843GAK9<br>LEI: 5493000C2SGNC7ZN3242 | Long             | LON              | CORP              | US        |     561250 | PA      | $563006.71     | 0.00%             | 2029-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                                                           | UNITED PACIFIC TERM B 1LN 07/09/2031                                                                    | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    2311650 | PA      | $2316712.51    | 0.01%             | 2031-07-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-11 LTD                                                         | CARLYLE US CLO 2021-11 LTD A1R TSFR3M+141 07/25/2037 144A                                               | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7985000 | PA      | $8007869.04    | 0.03%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                               | ENEL FINANCE INTL NV 5.5% 06/26/2034 144A                                                               | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     700000 | PA      | $731474.53     | 0.00%             | 2034-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP                                    | LADDER CAP FIN HLDGS LLLP/CORP 7% 07/15/2031 144A                                                       | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     902000 | PA      | $956129.92     | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 3 LP                                                         | PK ALIFT LOAN FUNDING 3 LP 5.842% 09/15/2039 144A                                                       | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1071306 | PA      | $1097624.94    | 0.00%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                    | KIK CONSUMER TERM B 1LN 7/8/2031                                                                        | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     965000 | PA      | $627250.01     | 0.00%             | 2031-07-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                                                  | DARKTRACE TERM 2LN 10/9/2032                                                                            | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1875000 | PA      | $1855462.50    | 0.01%             | 2032-10-09      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                                                  | DARKTRACE TERM 1LN 10/09/2031                                                                           | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3926100 | PA      | $3932224.72    | 0.02%             | 2031-10-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.25% 06/30/2031                                                                              | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1400000 | PA      | $1441070.32    | 0.01%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                                    | TRIPADVISOR TERM B 1LN 07/08/2031                                                                       | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     559908 | PA      | $515468.35     | 0.00%             | 2031-07-08      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                    | KRONOS ACQUISITION HOLDINGS INC 8.25% 06/30/2031 144A                                                   | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1809000 | PA      | $1205765.98    | 0.01%             | 2031-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC                                              | DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC A1R2 TSFR3M+138 07/15/2037 144A                                   | CUSIP: 26246BAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9283000 | PA      | $9306792.33    | 0.04%             | 2037-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                     | RCI BANQUE S A 5.5%/VAR 10/09/2034 REGS                                                                 | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $607276.69     | 0.00%             | 2034-10-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRMI SECURITIZATION TR 2024-CMG1                                                   | PRMI SECURITIZATION TR 2024-CMG1 SOFR30A+130 07/25/2054 144A                                            | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1997229 | PA      | $1998986.79    | 0.01%             | 2054-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                 | DOMINICAN REPUBLIC 6.6% 06/01/2036 144A                                                                 | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     352000 | PA      | $368544.00     | 0.00%             | 2036-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                                  | VALE OVERSEAS LTD 6.4% 06/28/2054                                                                       | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     958000 | PA      | $981988.32     | 0.00%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 09/01/2047#CA0257                                                                        | CUSIP: 3140Q7JB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1314984 | PA      | $1245299.18    | 0.01%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 10/01/2047#CA0526                                                                        | CUSIP: 3140Q7SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2044954 | PA      | $1936585.11    | 0.01%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 01/01/2048#CA0990                                                                        | CUSIP: 3140Q8C45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2182222 | PA      | $2065897.72    | 0.01%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 09/01/2047#ZM4241                                                                        | CUSIP: 3131XXWA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32080 | PA      | $30380.24      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 11/01/2047#ZM4961                                                                        | CUSIP: 3131XYQN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     461966 | PA      | $437485.15     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 12/01/2047#ZM5206                                                                        | CUSIP: 3131XYYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     104496 | PA      | $98925.47      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 10/01/2047#ZM4388                                                                        | CUSIP: 3131XX2V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      68587 | PA      | $64952.10      | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 01/01/2048#ZM5477                                                                        | CUSIP: 3131Y0CN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15426 | PA      | $14603.36      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 08/01/2047#ZM3810                                                                        | CUSIP: 3131XXGT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     135733 | PA      | $128539.89     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 08/01/2047#ZA4942                                                                        | CUSIP: 31329NP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1727496 | PA      | $1635950.86    | 0.01%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 08/01/2047#ZM4038                                                                        | CUSIP: 3131XXPX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     200723 | PA      | $190085.77     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 07/01/2047#ZA4926                                                                        | CUSIP: 31329NPK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1107799 | PA      | $1049439.38    | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 09/01/2047#ZM4140                                                                        | CUSIP: 3131XXS51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34015 | PA      | $32212.35      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD                                        | AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A                                      | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3975277 | PA      | $4090762.93    | 0.02%             | 2049-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                     | BFLD 2024-WRHS E TSFR1M+393.8 08/15/2026 144A                                                           | CUSIP: 05555HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1149476 | PA      | $1147382.21    | 0.01%             | 2039-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 04/01/2048#FS8326                                                                        | CUSIP: 3140XQHC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6139453 | PA      | $5870760.91    | 0.03%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS SIGLO XXI S A                                              | AEROPUERTOS DOMINI SIG XXI SA 7% 06/30/2034 144A                                                        | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     475000 | PA      | $498023.25     | 0.00%             | 2034-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                    | CANO HEALTH LLC WT                                                                                      | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       1756 | NS      | $5426.04       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                        | BANK GOSPODARSTWA KRAJOWEGO 6.25% 07/09/2054 144A                                                       | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     774000 | PA      | $817630.38     | 0.00%             | 2054-07-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6.5% 07/01/2054#CB8867                                                                        | CUSIP: 3140QUZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     505693 | PA      | $533214.88     | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 07/01/2054#CB8821                                                                          | CUSIP: 3140QUYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4626401 | PA      | $4786149.58    | 0.02%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6.5% 07/01/2054#CB8875                                                                        | CUSIP: 3140QU2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2183114 | PA      | $2265426.83    | 0.01%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 07/01/2054#CB8857                                                                          | CUSIP: 3140QUZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3252795 | PA      | $3343766.67    | 0.01%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N2                                             | CARVANA AUTO RECEIVABLES TRUST 2024-N2 A3 5.71% 07/10/2028 144A                                         | CUSIP: 14687VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9305475 | PA      | $9340850.20    | 0.04%             | 2028-07-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 02/01/2043#ZS3684                                                                        | CUSIP: 3132A4CV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1994376 | PA      | $1902192.61    | 0.01%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 09/01/2042#ZS3589                                                                        | CUSIP: 3132A37A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2798167 | PA      | $2668370.94    | 0.01%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 7.125% 07/17/2032                                                                    | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     714000 | PA      | $753491.34     | 0.00%             | 2032-07-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                          | SAUDI ARABIAN OIL COMPANY 5.875% 07/17/2064 144A                                                        | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     400000 | PA      | $394752.00     | 0.00%             | 2064-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF4 LLC                                                                 | PRPM 2024-RCF4 A1 LLC VAR 07/25/2054 144A                                                               | CUSIP: 74448JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     618872 | PA      | $612015.59     | 0.00%             | 2054-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 17 LTD / AIMCO CLO 17 LLC                                                | AIMCO CLO 17 LTD / AIMCO CLO 17 LLC A1R TSFR3M+135 07/20/2037 144A                                      | CUSIP: 00889JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    6062787 | PA      | $6081357.32    | 0.03%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     884000 | PA      | $905000.30     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                             | LOGICOR FINANCING SARL 4.25% 07/18/2029 REGS                                                            | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $120214.28     | 0.00%             | 2029-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US RADIOLOGY SPECIALISTS INC                                                       | US RADIOLOGY SPECIALISTS TERM 1LN 12/15/2027                                                            | CUSIP: 90372AAM0<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |     491221 | PA      | $492552.56     | 0.00%             | 2027-12-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CONE TR 2024-DFW1                                                                  | CONE TR 2024-DFW1 E TSFR1M+388.79 08/15/2026 144A                                                       | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2274000 | PA      | $2269745.12    | 0.01%             | 2041-08-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS                                                           | OAK HILL CREDIT PARTNERS AR TSFR3M+135 07/20/2037 144A                                                  | CUSIP: 67116CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   10448000 | PA      | $10463212.29   | 0.05%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XII LTD                                                                | ALLEGRO CLO XII LTD A1R TSFR3M+144 07/21/2037 144A                                                      | CUSIP: 01750TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9588000 | PA      | $9604874.88    | 0.04%             | 2037-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                  | SOLERA TERM PIK TERM 2LN 06/04/2029                                                                     | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |     945000 | PA      | $888300.00     | 0.00%             | 2029-06-04      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                                   | STAR HOLDING LLC 8.75% 08/01/2031 144A                                                                  | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     760000 | PA      | $767236.21     | 0.00%             | 2031-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                              | ENTERPRISE FLEET FINANCING 2024-3 LLC 5.31% 04/20/2027 144A                                             | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5739573 | PA      | $5766949.84    | 0.03%             | 2027-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                              | ENTERPRISE FLEET FINANCING 2024-3 LLC 4.98% 08/21/2028 144A                                             | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2027245.80    | 0.01%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                  | GEO GROUP INC/THE 10.25% 04/15/2031                                                                     | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    1628000 | PA      | $1786401.01    | 0.01%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                  | GEO GROUP INC/THE 8.625% 04/15/2029                                                                     | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |    1653000 | PA      | $1741848.75    | 0.01%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                     | GREENSAIF PIPELINES BIDCO SARL 6.1027% 08/23/2042 144A                                                  | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     725000 | PA      | $756269.25     | 0.00%             | 2042-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                     | GREENSAIF PIPELINES BIDCO SARL 5.8528% 02/23/2036 144A                                                  | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     935000 | PA      | $974877.75     | 0.00%             | 2036-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 5.32%/VAR 07/19/2035                                                                     | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11850000 | PA      | $12306717.96   | 0.05%             | 2035-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                              | NABORS INDUSTRIES INC 8.875% 08/15/2031 144A                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     940000 | PA      | $917910.66     | 0.00%             | 2031-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC                                            | DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC A1R TSFR3M+136 07/18/2037 144A                                  | CUSIP: 26253MAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   14695000 | PA      | $14734353.21   | 0.06%             | 2037-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 07/31/2031                                                                             | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  140900000 | PA      | $144118099.64  | 0.63%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MFRA TRST                                                                          | MFRA TRUST VAR 02/25/2066 144A                                                                          | CUSIP: 55287AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1024109 | PA      | $981645.35     | 0.00%             | 2066-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4                                      | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 STEP 09/25/2061 144A                                      | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     697316 | PA      | $687459.67     | 0.00%             | 2061-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-14 LTD                                                                | OCP CLO 2017-14 LTD ER TSFR3M+655 07/20/2037 144A                                                       | CUSIP: 67097TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $200653.00     | 0.00%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2020-1 LTD                                                         | EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A                                               | CUSIP: 278300AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6591000 | PA      | $6601796.06    | 0.03%             | 2037-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5.5% 09/01/2053#SD7565                                                                        | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1383721 | PA      | $1422037.18    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 5.375% 01/01/2032                                                             | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    5161000 | PA      | $5283790.51    | 0.02%             | 2032-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                              | HIGHTOWER HOLDING LLC 9.125% 01/31/2030 144A                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    1606000 | PA      | $1706983.67    | 0.01%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                               | AMENTUM HOLDINGS TERM 1LN 09/29/2031                                                                    | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    2972000 | PA      | $2975715.00    | 0.01%             | 2031-09-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO                                                      | EMPRESA NACIONAL DEL PETROLEO 5.95% 07/30/2034 144A                                                     | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     369000 | PA      | $384913.13     | 0.00%             | 2034-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT TR 2024-EXTR                                                                   | EQT TR 2024-EXTR D VAR 07/05/2041 144A                                                                  | CUSIP: 29439DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102392.32     | 0.00%             | 2041-07-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EQT TR 2024-EXTR                                                                   | EQT TR 2024-EXTR VAR 07/05/2041 144A                                                                    | CUSIP: 29439DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     330000 | PA      | $338006.82     | 0.00%             | 2041-07-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT TR 2024-EXTR                                                                   | EQT TR 2024-EXTR B CSTR 07/05/2041 144A                                                                 | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     391000 | PA      | $399918.28     | 0.00%             | 2041-07-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | CLYDESDALE ACQUISITION HOLDINGS INC 6.875% 01/15/2030 144A                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1109000 | PA      | $1125978.79    | 0.00%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 06/01/2052#SD1082                                                                          | CUSIP: 3132DNFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3528904 | PA      | $3163691.28    | 0.01%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 03/01/2052#RA6926                                                                          | CUSIP: 3133KNVT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1072363 | PA      | $961382.58     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 10/01/2051#CB1872                                                                          | CUSIP: 3140QMCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2724174 | PA      | $2443946.71    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 03/01/2052#FS0840                                                                          | CUSIP: 3140XF5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3987398 | PA      | $3574734.99    | 0.02%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING CO INC                                                            | GRAHAM PACKAGING TERM B 1LN 08/04/2027                                                                  | CUSIP: 38469EAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2494113 | PA      | $2498677.02    | 0.01%             | 2027-08-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                                             | BLUEBERRY PARK CLO LTD A TSFR3M+135 10/20/2037 144A                                                     | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    7309000 | PA      | $7327871.84    | 0.03%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                        | ROYAL CARIBBEAN CRUISES LTD 6% 02/01/2033 144A                                                          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1075000 | PA      | $1106838.03    | 0.00%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                               | AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A                                                              | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1490512.94    | 0.01%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                    | CORNERSTONE BUILDING BRANDS INC 9.5% 08/15/2029 144A                                                    | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     716000 | PA      | $574920.36     | 0.00%             | 2029-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                       | GLP CAP LP / GLP FING II INC 5.625% 09/15/2034                                                          | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2521000 | PA      | $2553329.30    | 0.01%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                    | STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A                                                    | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1231000 | PA      | $1269955.00    | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                                | LIGHTNING POWER TERM B 1LN 08/18/2031                                                                   | CUSIP: N/A<br>LEI: 254900BWCHJ03XRL8K59       | Long             | LON              | CORP              | US        |    2227525 | PA      | $2236189.95    | 0.01%             | 2031-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                                | M2S GROUP TERM B 1LN 8/25/2031                                                                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6459154 | PA      | $6363623.56    | 0.03%             | 2031-08-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 08/15/2034                                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  522160000 | PA      | $520101488.63  | 2.27%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  219685000 | PA      | $204590237.15  | 0.89%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 LTD                                                                   | AIMCO CLO 11 LTD A1R2 TSFR3M+134 07/17/2037 144A                                                        | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    6610000 | PA      | $6630768.62    | 0.03%             | 2037-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MORTAGE TR 2024-MGP                                               | WELLS FARGO COML MORTAGE TR 2024-MGP A12 TSFR1M+179.1 08/15/2041 144A                                   | CUSIP: 95003TAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1478593 | PA      | $1478642.93    | 0.01%             | 2041-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MORTAGE TR 2024-MGP                                               | WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A                                     | CUSIP: 95003TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     956492 | PA      | $952601.17     | 0.00%             | 2041-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2024-RVR                                                       | GS MTG SECS CORP TR 2024-RVR VAR 08/10/2029 144A                                                        | CUSIP: 36272JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     202000 | PA      | $205735.32     | 0.00%             | 2041-08-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 01/01/2052#CB2629                                                                        | CUSIP: 3140QM4P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18656908 | PA      | $16105917.62   | 0.07%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAP CLO 7 LTD / DIAMETER CAP CLO 7 LLC                                    | DIAMETER CAP CLO 7 LTD / DIAMETER CAP CLO 7 LLC D TSFR3M+610 07/20/2037 144A                            | CUSIP: 25255XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $253252.75     | 0.00%             | 2037-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ACOSTA INC                                                                         | ACOSTA TERM B 1LN 08/21/2031                                                                            | CUSIP: 00485CAW7<br>LEI: 549300NKH5QUQILWWM10 | Long             | LON              | CORP              | US        |     629133 | PA      | $619431.94     | 0.00%             | 2031-08-21      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                                | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                               | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1310552.36    | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 04/01/2052#FS7948                                                                        | CUSIP: 3140XPZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1810157 | PA      | $1572833.58    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5.45% 09/15/2034                                                                                | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2076002.12    | 0.01%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PARTNERS CLO 76 B LTD                                                    | GOLUB CAP PARTNERS CLO 76 B LTD E TSFR3M+575 10/25/2037 144A                                            | CUSIP: 38180CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     175000 | PA      | $175723.28     | 0.00%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                  | POST HLDGS INC 6.375% 03/01/2033 144A                                                                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     966000 | PA      | $977752.36     | 0.00%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                         | DAVITA INC 6.875% 09/01/2032 144A                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1574000 | PA      | $1637791.07    | 0.01%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                        | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST OUT 08/02/2028                                            | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     342959 | PA      | $157418.20     | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                        | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY SECOND OUT 08/02/2028                                           | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     972364 | PA      | $29170.94      | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                     | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                    | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    3126000 | PA      | $3233015.48    | 0.01%             | 2027-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A                                                  | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    5242588 | PA      | $5285534.22    | 0.02%             | 2039-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                           | MOSS CREEK RES HLDGS INC 8.25% 09/01/2031 144A                                                          | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    1754000 | PA      | $1682204.92    | 0.01%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                              | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A                             | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1061000 | PA      | $1102816.13    | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                            | JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A                                                          | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1558000 | PA      | $1538913.97    | 0.01%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 7.125% 11/15/2031                                                                  | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     769000 | PA      | $801215.72     | 0.00%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXIX LTD / MAGNETITE XXIX LLC                                            | MAGNETITE XXIX LTD / MAGNETITE XXIX LLC AR TSFR3M+135 07/15/2037 144A                                   | CUSIP: 55955KAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2907000 | PA      | $2913189.00    | 0.01%             | 2037-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES                                                          | PRIME HEALTHCARE SERVICES 9.375% 09/01/2029 144A                                                        | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1268000 | PA      | $1344333.60    | 0.01%             | 2029-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP 5.45% 11/15/2034                                                                | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    4585000 | PA      | $4622663.53    | 0.02%             | 2034-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     760000 | PA      | $712529.69     | 0.00%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+56.448 07/25/2042                                                | CUSIP: 3136A7FB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    2630602 | PA      | $2608650.39    | 0.01%             | 2042-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+61.448 12/25/2049                                                | CUSIP: 3136B7YP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1393615 | PA      | $1373335.25    | 0.01%             | 2049-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RR 31 LTD                                                                          | RR 31 LTD D TSFR3M+600 10/15/2039 144A                                                                  | CUSIP: 74988BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     125000 | PA      | $126062.63     | 0.00%             | 2039-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING VII LTD                                                          | ARES LOAN FUNDING VII LTD E TSFR3M+625 10/22/2037 144A                                                  | CUSIP: 04021BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99313.00      | 0.00%             | 2037-10-22      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                       | AMPRION GMBH 3.125% 08/27/2030 REGS                                                                     | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $583477.77     | 0.00%             | 2030-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                          | KROGER CO 5% 09/15/2034                                                                                 | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5384943.10    | 0.02%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                 | CFMT 2024-HB15 LLC VAR 08/25/2034 144A                                                                  | CUSIP: 15723AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1034797 | PA      | $1030400.43    | 0.00%             | 2034-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.75% 08/31/2031                                                                              | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  711200000 | PA      | $713672529.47  | 3.12%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2020-IV                                                            | BARINGS CLO LTD 2020-IV AR TSFR3M+137 10/20/2037 144A                                                   | CUSIP: 06762BAS9<br>LEI: 549300Q89L7I93JSRH83 | Long             | ABS-CBDO         | CORP              | KY        |    3378000 | PA      | $3390778.97    | 0.01%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 08/01/2042#FS8799                                                                          | CUSIP: 3140XQX51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9381893 | PA      | $8217646.59    | 0.04%             | 2042-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC                                           | SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 3.375% 09/04/2032 REGS                                         | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |     800000 | PA      | $932332.95     | 0.00%             | 2032-09-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LT                                                                    | FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A                                                          | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6387000 | PA      | $6408185.68    | 0.03%             | 2037-10-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORCHARD PARK CLO LTD                                                               | ORCHARD PARK CLO LTD E TSFR3M+560 10/20/2037 144A                                                       | CUSIP: 68563KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     107000 | PA      | $107971.67     | 0.00%             | 2037-10-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CROTON PK CLO LTD                                                                  | CROTON PK CLO LTD E TSFR3M+555 10/15/2036 144A                                                          | CUSIP: 22779DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     273000 | PA      | $274766.31     | 0.00%             | 2036-10-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII 15YR 3% 03/20/2031#MA3496                                                                          | CUSIP: 36179R3D9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      61418 | PA      | $60234.79      | 0.00%             | 2031-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII 15YR 3% 04/20/2031#MA3572                                                                          | CUSIP: 36179R6H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     229220 | PA      | $224803.68     | 0.00%             | 2031-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII 15YR 3% 02/20/2031#MA3428                                                                          | CUSIP: 36179RYZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30592 | PA      | $30010.68      | 0.00%             | 2031-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII 15YR 3% 05/20/2031#MA3639                                                                          | CUSIP: 36179SBG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     492632 | PA      | $483018.81     | 0.00%             | 2031-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII 15YR 3% 07/20/2031#MA3778                                                                          | CUSIP: 36179SFT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6484 | PA      | $6352.36       | 0.00%             | 2031-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII 15YR 3% 08/20/2031#MA3850                                                                          | CUSIP: 36179SH34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      75388 | PA      | $73843.85      | 0.00%             | 2031-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII 15YR 3% 09/20/2031#MA3913                                                                          | CUSIP: 36179SK22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30504 | PA      | $29871.73      | 0.00%             | 2031-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII 15YR 3% 10/20/2031#MA3979                                                                          | CUSIP: 36179SM46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     235480 | PA      | $230544.98     | 0.00%             | 2031-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII 15YR 3% 11/20/2031#MA4044                                                                          | CUSIP: 36179SP50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     255168 | PA      | $249700.42     | 0.00%             | 2031-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII 15YR 3% 12/20/2031#MA4102                                                                          | CUSIP: 36179SRX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     382282 | PA      | $374181.20     | 0.00%             | 2031-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII 15YR 3% 01/20/2032#MA4170                                                                          | CUSIP: 36179ST31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     725239 | PA      | $709700.50     | 0.00%             | 2032-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                 | UKRAINE GOVERNMENT STEP 02/01/2029 144A                                                                 | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1135735 | PA      | $814322.00     | 0.00%             | 2029-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                 | UKRAINE GOVERNMENT STEP 02/01/2036 144A                                                                 | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     756758 | PA      | $424541.24     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                 | UKRAINE GOVERNMENT STEP 02/01/2034 144A                                                                 | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1875101 | PA      | $1096934.09    | 0.00%             | 2034-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                 | UKRAINE GOVERNMENT STEP 02/01/2035 144A                                                                 | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     813912 | PA      | $458232.46     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                 | UKRAINE GOVERNMENT STEP 02/01/2034 144A                                                                 | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     581380 | PA      | $265690.66     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                 | UKRAINE GOVERNMENT STEP 02/01/2035 144A                                                                 | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     626727 | PA      | $360994.75     | 0.00%             | 2035-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                 | UKRAINE GOVERNMENT STEP 02/01/2036 144A                                                                 | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     155212 | PA      | $88082.81      | 0.00%             | 2036-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                 | UKRAINE GOVERNMENT STEP 02/01/2030 144A                                                                 | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     260986 | PA      | $144716.74     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                             | GSCM SWAP PAY 3.455 08/29/2029                                                                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   27200000 | NC      | $1012433.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                             | GSCM SWAP REC 3.455 08/29/2029                                                                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   27200000 | NC      | $670433.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6% 01/15/2033 144A                                                                        | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     675000 | PA      | $690190.20     | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU                                                          | BANCO DE CREDITO DEL PERU T5Y+NA 03/10/2035 144A                                                        | CUSIP: 05971U2H9<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     908000 | PA      | $916635.08     | 0.00%             | 2035-03-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                               | 1011778 BC ULC/NEW RED FIN INC 5.625% 09/15/2029 144A                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1520000 | PA      | $1548904.32    | 0.01%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS BRANCH                                                      | BBVA BANCOMER SA TEXAS BRH 5.25% 09/10/2029 144A                                                        | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |     867000 | PA      | $888805.05     | 0.00%             | 2029-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM TERM L 1LN 1/19/2032                                                                          | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    3890750 | PA      | $3896819.31    | 0.02%             | 2032-01-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP                                                         | SCANDINAVIAN TOBACCO GROUP 4.875% 09/12/2029 REGS                                                       | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | DBT              | CORP              | DK        |     325000 | PA      | $391907.29     | 0.00%             | 2029-09-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.335%/VAR 09/10/2035                                                                      | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2607000 | PA      | $2663394.88    | 0.01%             | 2035-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                   | SOUTHERN COMPANY 4.85% 03/15/2035                                                                       | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    7510000 | PA      | $7480113.05    | 0.03%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 4.999%/VAR 09/11/2030                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   32528000 | PA      | $33084731.68   | 0.14%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                               | ADNOC MURBAN RSC LTD 5.125% 09/11/2054 144A                                                             | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     693000 | PA      | $664413.75     | 0.00%             | 2054-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                         | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    1073000 | PA      | $1103893.82    | 0.00%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 09/01/2054#RJ2406                                                                          | CUSIP: 3142GSU89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19578515 | PA      | $19702142.05   | 0.09%             | 2054-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                      | GOLAR LNG LTD 7.75% 09/19/2029 144A REGS                                                                | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | DBT              | CORP              | BM        |    1600000 | PA      | $1599584.00    | 0.01%             | 2029-09-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 08/01/2054#CB8984                                                                        | CUSIP: 3140QU6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3491256 | PA      | $3601025.04    | 0.02%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                                                     | FRONERI TERM B-4 1LN 9/30/2031                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     488571 | PA      | $486235.14     | 0.00%             | 2031-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                      | ANGLIAN WATER SVCS FINANC PLC 6.25% 09/12/2044 REGS                                                     | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |     350000 | PA      | $447797.46     | 0.00%             | 2044-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                   | HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     614000 | PA      | $633123.03     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 11/01/2048#FS6649                                                                        | CUSIP: 3140XNL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7462777 | PA      | $7046311.94    | 0.03%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 03/01/2048#FS8330                                                                          | CUSIP: 3140XQHG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9000213 | PA      | $8237518.46    | 0.04%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                                          | AMERICOLD REALTY OPERATING PARTNERSHIP LP 5.409% 09/12/2034                                             | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     340000 | PA      | $335505.63     | 0.00%             | 2034-09-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                              | SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A                                                            | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13217490 | PA      | $13168817.91   | 0.06%             | 2054-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                              | SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A                                                            | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8810010 | PA      | $8781002.16    | 0.04%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                              | SUBWAY FDG LLC ISSUER 5.566% 07/30/2054 144A                                                            | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19383210 | PA      | $19268587.39   | 0.08%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES                                                     | BANCO DE CREDITO E INVERSIONES 7.5%/VAR PERP 144A                                                       | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | EP               | CORP              | CL        |     495000 | PA      | $524234.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6.5% 06/01/2054#SD7571                                                                        | CUSIP: 3132DVMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30581431 | PA      | $32236213.91   | 0.14%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1                                        | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1A A2 4.56% 05/17/2027 144A                                   | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3342466 | PA      | $3347513.95    | 0.01%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONITY LOAN INVESTMENT TRUST 2024-HB2                                               | ONITY LOAN INVESTMENT TRUST 2024-HB2 A 5% 08/25/2037 144A                                               | CUSIP: 68278DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     696302 | PA      | $696302.01     | 0.00%             | 2037-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER LTD                                                          | TERMOCANDELARIA POWER LTD 7.75% 09/17/2031 144A                                                         | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     713000 | PA      | $734040.63     | 0.00%             | 2031-09-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                      | PG and E CORP 7.375%/VAR 03/15/2055                                                                     | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1992000 | PA      | $2059437.17    | 0.01%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 07/01/2054#FS8456                                                                        | CUSIP: 3140XQME4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6802290 | PA      | $6967269.82    | 0.03%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                              | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 9% 06/15/2030                                     | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $845823.56     | 0.00%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                       | CAIXABANK SA 3.625%/VAR 09/19/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     700000 | PA      | $826858.14     | 0.00%             | 2032-09-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                                      | P3 GROUP SARL 4% 04/19/2032 REGS                                                                        | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $705803.17     | 0.00%             | 2032-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.25% 09/24/2027                                                                              | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2308000 | PA      | $2313429.18    | 0.01%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.4% 10/15/2029                                                                               | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3287000 | PA      | $3297237.10    | 0.01%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.75% 10/15/2031                                                                              | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   10545000 | PA      | $10593905.81   | 0.05%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP  | RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP 6% 09/15/2049 144A    | CUSIP: 76134KAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     262000 | PA      | $265410.22     | 0.00%             | 2049-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 09/01/2054#CB9216                                                                          | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5987447 | PA      | $6153027.73    | 0.03%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                  | KOSMOS ENERGY LTD 8.75% 10/01/2031 144A                                                                 | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    2468000 | PA      | $1431440.00    | 0.01%             | 2031-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                        | ASURION TERM B12 1LN 09/19/2030                                                                         | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    9674195 | PA      | $9508379.48    | 0.04%             | 2030-09-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                           | HELP AT HOME TERM 1LN 09/24/2031                                                                        | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |    4748458 | PA      | $4215586.17    | 0.02%             | 2031-09-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2024-OMNI                                        | J P MORGAN CHASE COML MTG SECS TR 2024-OMNI VAR 10/05/2039 144A                                         | CUSIP: 46593JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     675000 | PA      | $665516.72     | 0.00%             | 2039-10-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                             | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.5% 10/01/2031 144A                             | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     458000 | PA      | $471151.47     | 0.00%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                             | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7.375% 10/01/2032 144A                           | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     628000 | PA      | $649241.47     | 0.00%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                     | SERVICE CORP INTERNATIONAL INC 5.75% 10/15/2032                                                         | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     689000 | PA      | $703065.25     | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                   | GGAM FINANCE LTD 5.875% 03/15/2030 144A                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    1339000 | PA      | $1354036.97    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                          | AMERICAN ROCK SALT TERM 1LN DD 06/12/2028                                                               | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |      20521 | PA      | $20302.85      | 0.00%             | 2028-06-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-AIR2                                                           | BX COML MTG TR 2024-AIR2 D TSFR1M+308.89 10/15/2041 144A                                                | CUSIP: 05613QAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     599488 | PA      | $600235.63     | 0.00%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                  | GHANA REPUBLIC OF 0% 07/03/2026 144A                                                                    | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      64400 | PA      | $62790.00      | 0.00%             | 2026-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                  | GHANA REPUBLIC OF 0% 01/03/2030 144A                                                                    | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      86774 | PA      | $75493.23      | 0.00%             | 2030-01-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                  | GHANA REPUBLIC OF STEP 07/03/2029 144A                                                                  | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     557250 | PA      | $544711.88     | 0.00%             | 2029-07-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                                  | GHANA REPUBLIC OF STEP 07/03/2035 144A                                                                  | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     500500 | PA      | $442631.34     | 0.00%             | 2035-07-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 02/01/2052#FS5131                                                                          | CUSIP: 3140XLVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     827460 | PA      | $678744.87     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 06/01/2051#FM7694                                                                          | CUSIP: 3140XBRQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6142133 | PA      | $5544860.58    | 0.02%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 08/01/2049#SD7503                                                                        | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28558575 | PA      | $26866676.03   | 0.12%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 5 LLC                                                              | BIRCH GROVE CLO 5 LLC ER TSFR3M+675 10/20/2037 144A                                                     | CUSIP: 090985AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100438.60     | 0.00%             | 2037-10-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 02/01/2052#FS8908                                                                        | CUSIP: 3140XQ3S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12509082 | PA      | $10947239.21   | 0.05%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3.5% 01/01/2048#ZT2430                                                                        | CUSIP: 3132AEVX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2698435 | PA      | $2533511.50    | 0.01%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2052#FS7871                                                                          | CUSIP: 3140XPW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10091823 | PA      | $8372682.75    | 0.04%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                                            | BX COML MTG TR 2024-XL5 TSFR1M+268.98 03/15/2041 144A                                                   | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     612318 | PA      | $613081.01     | 0.00%             | 2041-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                           | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                          | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     581000 | PA      | $548022.90     | 0.00%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                        | ROYAL CARIBBEAN CRUISES LTD 5.625% 09/30/2031 144A                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1196000 | PA      | $1222384.44    | 0.01%             | 2031-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRONOX FIN LLC                                                                     | TRONOX TERM B 1LN 09/30/2031                                                                            | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |     255000 | PA      | $189916.35     | 0.00%             | 2031-09-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BPR TR 2023-BRK2                                                                   | BPR TR 2023-BRK2 C VAR 10/05/2038 144A                                                                  | CUSIP: 05610WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1460000 | PA      | $1520151.56    | 0.01%             | 2038-10-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                              | CPI PROPERTY GROUP SA 6% 01/27/2032 REGS                                                                | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |    1100000 | PA      | $1295530.77    | 0.01%             | 2032-01-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                               | ALPHA GENERATION LLC 6.75% 10/15/2032 144A                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     777000 | PA      | $799679.85     | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2020-2 LTD                                                         | EATON VANCE CLO 2020-2 LTD AR2 TSFR3M+138 10/15/2037 144A                                               | CUSIP: 27829PAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3502000 | PA      | $3507442.11    | 0.02%             | 2037-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GREAT PORTLAND ESTATES PLC                                                         | GREAT PORTLAND ESTATES PLC 5.375% 09/25/2031 REGS                                                       | CUSIP: N/A<br>LEI: 213800JMEDD2Q4N1MC42       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $537675.74     | 0.00%             | 2031-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                                            | TITANIUM 2L BONDCO SARL PIK 6.25% 01/14/2031                                                            | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |     643200 | PA      | $171650.54     | 0.00%             | 2031-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2024-OMNI                                        | J P MORGAN CHASE COML MTG SECS TR 2024-OMNI D VAR 10/05/2039 144A                                       | CUSIP: 46593JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     846000 | PA      | $846016.16     | 0.00%             | 2039-10-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.625% 09/30/2031                                                                             | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  126300000 | PA      | $125855977.19  | 0.55%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-7IND                                                                   | LBA TR 2024-7IND D TSFR1M+264.1 10/15/2041 144A                                                         | CUSIP: 52109XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     720281 | PA      | $721179.54     | 0.00%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 19 LTD / AIMCO CLO 19 LLC                                                | AIMCO CLO 19 LTD / AIMCO CLO 19 LLC A TSFR3M+135 10/20/2037 144A                                        | CUSIP: 00140HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2684000 | PA      | $2692341.87    | 0.01%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP                           | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP 8.25% 10/01/2031 144A                          | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3521000 | PA      | $3655639.52    | 0.02%             | 2031-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                        | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    2893000 | PA      | $3009434.57    | 0.01%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| MATIV INC                                                                          | MATIV INC 8% 10/01/2029 144A                                                                            | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    1404000 | PA      | $1406507.54    | 0.01%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2024-NSTB                                                  | MORGAN STANLEY CAP I TR 2024-NSTB C VAR 09/20/2032 144A                                                 | CUSIP: 61690BAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     376000 | PA      | $360617.73     | 0.00%             | 2057-09-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2024-NSTB                                                  | MORGAN STANLEY CAP I TR 2024-NSTB VAR 09/20/2032 144A                                                   | CUSIP: 61690BAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     349000 | PA      | $336074.96     | 0.00%             | 2057-09-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVE and BUSTERS INC                                                               | DAVE and BUSTER'S TERM B 1LN 11/01/2031                                                                 | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    3505011 | PA      | $3092295.78    | 0.01%             | 2031-11-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                | GSCOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    1300000 | NC      | $225549.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                             | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                               | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    2677000 | PA      | $2699727.73    | 0.01%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                             | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     387665 | PA      | $387199.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                          | AMERICAN ROCK SALT TERM 1LN 06/12/2028                                                                  | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |      78254 | PA      | $77422.96      | 0.00%             | 2028-06-12      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                  | POST HLDGS INC 6.25% 10/15/2034 144A                                                                    | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     613000 | PA      | $622588.55     | 0.00%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                                            | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 5.25% 10/02/2054 144A                                           | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     873000 | PA      | $862360.31     | 0.00%             | 2054-10-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                                           | KINGSTON AIRPORT REV FIN 6.75% 12/15/2036 144A                                                          | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     425000 | PA      | $433500.00     | 0.00%             | 2036-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 01/01/2051#FM7484                                                                        | CUSIP: 3140XBJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3292611 | PA      | $2868130.01    | 0.01%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                                                             | GOLDEN STATE FOODS TERM B 1LN 12/04/2031                                                                | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2009750 | PA      | $2017166.47    | 0.01%             | 2031-12-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                                                           | LD CELULOSE INTERNATIONA 7.95% 01/26/2032 144A                                                          | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     540000 | PA      | $563403.60     | 0.00%             | 2032-01-26      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                        | STARWOOD PPTY TR INC 6% 04/15/2030 144A                                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     770000 | PA      | $792636.46     | 0.00%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                                 | NIAGARA ENERGY SAC 5.746% 10/03/2034 144A                                                               | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     875000 | PA      | $894617.50     | 0.00%             | 2034-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 02/01/2052#FS8764                                                                          | CUSIP: 3140XQW29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1547579 | PA      | $1285399.85    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CY562349 11/18/64 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    1200000 | NC      | $183783.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2052#FS7234                                                                          | CUSIP: 3140XPBC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9001276 | PA      | $7425717.31    | 0.03%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6% 09/01/2054#SD7574                                                                          | CUSIP: 3132DVMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     879264 | PA      | $912372.69     | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                      | ECHOSTAR CORP 10.75% 11/30/2029                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    1494578 | PA      | $1647772.25    | 0.01%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                      | ECHOSTAR CORP CPIK VAR 11/30/2030                                                                       | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    4208325 | PA      | $9927759.05    | 0.04%             | 2030-11-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6% 09/01/2054#SD6419                                                                          | CUSIP: 3132DUDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2442945 | PA      | $2550392.48    | 0.01%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                       | US FOODS INC 5.75% 04/15/2033 144A                                                                      | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     847000 | PA      | $862245.15     | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LV TR 2024-SHOW                                                                    | LV TR 2024-SHOW C VAR 10/10/2029                                                                        | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     318000 | PA      | $322364.14     | 0.00%             | 2041-10-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SHR TR 2024-LXRY                                                                   | SHR TR 2024-LXRY D TSFR1M+350 10/15/2041 144A                                                           | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     912000 | PA      | $912570.00     | 0.00%             | 2041-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SHR TR 2024-LXRY                                                                   | SHR TR 2024-LXRY E TSFR1M+450 10/15/2041 144A                                                           | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     237000 | PA      | $238740.36     | 0.00%             | 2041-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                       | NEW FORTRESS 12% 11/15/2029 144A                                                                        | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4872040 | PA      | $1234574.94    | 0.01%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                              | BELRON UK FINANCE PLC 5.75% 10/15/2029 144A                                                             | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     108000 | PA      | $109828.55     | 0.00%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 27 LTD                                                             | FLATIRON RR CLO 27 LTD A2 TSFR3M+150 10/18/2037 144A                                                    | CUSIP: 33882JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3490000 | PA      | $3497608.20    | 0.02%             | 2037-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                        | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 5.875% 04/15/2033 144A                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25312.70      | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NXPT COML MTG TR                                                                   | NXPT COML MTG TR 6.92673% 11/05/2041 144A                                                               | CUSIP: 67119YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2338000 | PA      | $2368307.49    | 0.01%             | 2041-11-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES TR 2024-IND2                                                                  | ARES TR 2024-IND2 F TSFR1M+403.9 10/15/2034 144A                                                        | CUSIP: 04021EAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     421000 | PA      | $421490.97     | 0.00%             | 2034-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ARES LV CLO LTD                                                                    | ARES LV CLO LTD A1R2 TSFR3M+137 10/15/2037 144A                                                         | CUSIP: 04018BAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     991000 | PA      | $994593.37     | 0.00%             | 2037-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-LP2                                              | BX COMMERCIAL MORTGAGE TRUST 2022-LP2 F TSFR1M+325.78 02/15/2039 144A                                   | CUSIP: 05610HAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     945000 | PA      | $943821.01     | 0.00%             | 2039-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 10/01/2054#CB9336                                                                          | CUSIP: 3140QVLS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1615494 | PA      | $1683518.88    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 1.5% 02/25/2050                                                          | CUSIP: 3137FRDX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     386049 | PA      | $313268.06     | 0.00%             | 2050-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 09/01/2054#CB9149                                                                          | CUSIP: 3140QVEX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1332553 | PA      | $1391163.04    | 0.01%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                                                       | US FERTILITY ENTERPRISES TERM B 1LN 10/11/2031                                                          | CUSIP: 90356EAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     417713 | PA      | $417713.06     | 0.00%             | 2031-10-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                                                       | US FERTILITY ENTERPRISES TERM DD 1LN 10/11/2031                                                         | CUSIP: 90356EAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      19035 | PA      | $19034.78      | 0.00%             | 2031-10-11      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                                        | BIOCON BIOLOGICS GLOBAL PLC 6.67% 10/09/2029 144A                                                       | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     420000 | PA      | $413308.60     | 0.00%             | 2029-10-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                      | ABU DHABI NATL ENERGY CO PJSC 4.75% 03/09/2037 144A                                                     | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     932000 | PA      | $922391.08     | 0.00%             | 2037-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                          | CAESARS ENTERTAINMENT INC 6% 10/15/2032 144A                                                            | CUSIP: 12769GAD2<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |     595000 | PA      | $567648.14     | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE B.V.                                                               | NOURYON TERM B-1 1LN 04/03/2028                                                                         | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |     929629 | PA      | $926012.85     | 0.00%             | 2028-04-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TCP SUNBELT ACQUISITION CO                                                         | SUNBELT SOLOMON TERM B 1LN 10/24/2031                                                                   | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |    2178538 | PA      | $2175814.33    | 0.01%             | 2031-10-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE B.V.                                                               | NOURYON TERM B-2 1LN 04/03/2028                                                                         | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |     112998 | PA      | $112539.50     | 0.00%             | 2028-04-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6% 10/01/2054#RJ2642                                                                          | CUSIP: 3142GS5C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2782543 | PA      | $2899710.27    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARCHKEY HOLDINGS INC                                                               | ARCHKEY HOLDINGS TERM B-DD 1LN 11/01/2031                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     151590 | PA      | $152726.98     | 0.00%             | 2031-11-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHKEY HOLDINGS INC                                                               | ARCHKEY HOLDINGS TERM B 1LN 11/1/2031                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1307220 | PA      | $1317024.08    | 0.01%             | 2031-11-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STG DISTRIBUTION, LLC                                                              | STG DISTRIBUTION, LLC TERM 1L FLFO 10/03/2029                                                           | CUSIP: 78477PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      57816 | PA      | $53653.25      | 0.00%             | 2029-10-03      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| STG DISTRIBUTION, LLC                                                              | STG DISTRIBUTION, LLC TERM EXCHANGE FLSO 1LN 10/3/2029                                                  | CUSIP: 78477PAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     123106 | PA      | $14526.52      | 0.00%             | 2029-10-03      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 04/01/2052#SD1090                                                                          | CUSIP: 3132DNF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     119206 | PA      | $98824.82      | 0.00%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 03/01/2051#QB8975                                                                          | CUSIP: 3133AF6L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      62395 | PA      | $51882.63      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 03/01/2051#QB9482                                                                          | CUSIP: 3133AGRB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     722353 | PA      | $599977.20     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 03/01/2051#QB9961                                                                          | CUSIP: 3133AHB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     896954 | PA      | $744999.32     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 03/01/2051#QC0041                                                                          | CUSIP: 3133AJBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     828973 | PA      | $688534.65     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 09/01/2051#QC7127                                                                          | CUSIP: 3133AR4L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     678739 | PA      | $562691.75     | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 09/01/2051#QC6303                                                                          | CUSIP: 3133ARAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     677790 | PA      | $561905.18     | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 10/01/2050#BQ1905                                                                          | CUSIP: 3140KMDK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79498 | PA      | $66104.63      | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 02/01/2051#BR2644                                                                          | CUSIP: 3140L05E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69810 | PA      | $58048.83      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2051#BR4722                                                                          | CUSIP: 3140L3G88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72776 | PA      | $60446.83      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2051#BR4756                                                                          | CUSIP: 3140L3JA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92133 | PA      | $76524.93      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2051#BR5487                                                                          | CUSIP: 3140L4CZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61118 | PA      | $50763.45      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 05/01/2051#BR6340                                                                          | CUSIP: 3140L5BJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     206335 | PA      | $171379.54     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 11/01/2051#BU5836                                                                          | CUSIP: 3140M7PW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     419406 | PA      | $347698.52     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 01/01/2051#CA8440                                                                          | CUSIP: 3140QGLW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     214450 | PA      | $178320.91     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2051#FM6343                                                                          | CUSIP: 3140XABM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     458387 | PA      | $380730.34     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 10/01/2051#FM9080                                                                          | CUSIP: 3140XDCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     456532 | PA      | $378476.57     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                             | JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A                                                           | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     715000 | PA      | $697806.90     | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF6 LLC                                                                 | PRPM 2024-RCF6 A1 LLC VAR 10/25/2054 144A                                                               | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     415024 | PA      | $409213.12     | 0.00%             | 2064-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                  | CHILE ELECTRICITY LUX MPC II SARL 5.58% 10/20/2035 144A                                                 | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     425215 | PA      | $436918.70     | 0.00%             | 2035-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                                                         | HANGER TERM DD 1LN 10/23/2031                                                                           | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     401220 | PA      | $402066.27     | 0.00%             | 2031-10-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                                                         | HANGER TERM B 1LN 10/23/2031                                                                            | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    3102887 | PA      | $3109433.85    | 0.01%             | 2031-10-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                             | CACI INTERNATIONAL TERM B 1LN 10/30/2031                                                                | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |     521062 | PA      | $522042.10     | 0.00%             | 2031-10-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                               | CLEVELAND-CLIFFS INC 7.375% 05/01/2033 144A                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     872000 | PA      | $899372.60     | 0.00%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                           | NAVOI MINING METALLURGIC 6.7% 10/17/2028 144A                                                           | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     400000 | PA      | $414250.00     | 0.00%             | 2028-10-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                           | NAVOI MINING METALLURGIC 6.95% 10/17/2031 144A                                                          | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     412000 | PA      | $438908.75     | 0.00%             | 2031-10-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                     | BRASKEM NETHERLANDS FIN BV 8% 10/15/2034 144A                                                           | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     321000 | PA      | $115084.92     | 0.00%             | 2034-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD                                                          | CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A                                                  | CUSIP: 14319QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $151007.85     | 0.00%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                     | COX MEDIA GROUP TERM B2 1LN 06/18/2029                                                                  | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7223624 | PA      | $6587945.17    | 0.03%             | 2029-06-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 09/01/2054#DC0495                                                                        | CUSIP: 3140AMRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11863428 | PA      | $12017693.92   | 0.05%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OHA CR FDG 6 LTD / OHA CR FDG 6 LLC                                                | OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A                                      | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7020000 | PA      | $7029961.38    | 0.03%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 10/01/2053#CB7297                                                                        | CUSIP: 3140QTDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3098142 | PA      | $3190709.84    | 0.01%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2% 11/25/2044                                                            | CUSIP: 3136AST63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    6609938 | PA      | $6194840.93    | 0.03%             | 2044-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 04/01/2048#SD4470                                                                        | CUSIP: 3132E06F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11564638 | PA      | $10857829.13   | 0.05%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 01/01/2052#FS0191                                                                        | CUSIP: 3140XFF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     739642 | PA      | $641976.43     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 10/01/2051#FS4269                                                                          | CUSIP: 3140XKW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195292 | PA      | $162390.46     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.946%/VAR 10/22/2035                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15274000 | PA      | $15561730.39   | 0.07%             | 2035-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 02/01/2053#FS6783                                                                          | CUSIP: 3140XNRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4203018 | PA      | $4369161.63    | 0.02%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                            | JANE STREET GRP/JSG FIN 6.125% 11/01/2032 144A                                                          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1661000 | PA      | $1689712.05    | 0.01%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 5.016%/VAR 10/23/2035                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2596000 | PA      | $2636377.38    | 0.01%             | 2035-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                     | NRG ENERGY INC 6% 02/01/2033 144A                                                                       | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1807000 | PA      | $1845302.98    | 0.01%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                     | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                    | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1364420.40    | 0.01%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                   | ROCC 2024-CNTR E 8.81906% 11/13/2041 144A                                                               | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1772000 | PA      | $1870514.69    | 0.01%             | 2041-11-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5                                      | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 4.62% 11/15/2028                                          | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10836000 | PA      | $10853623.67   | 0.05%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE IX LTD / MAGNETITE IX LLC                                                | MAGNETITE IX LTD /LLC AR TSFR3M+135 10/25/2037 144A                                                     | CUSIP: 55953UAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2070000 | PA      | $2073912.30    | 0.01%             | 2037-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A                                      | HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A                              | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    8464000 | PA      | $8493166.94    | 0.04%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EMG UTICA MIDSTREAM HOLDINGS LLC                                                   | EMG UTICA MIDSTREAM TERM B 1LN 04/01/2030                                                               | CUSIP: 26869HAB3<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |    2019828 | PA      | $2029926.90    | 0.01%             | 2030-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLFUL INC                                                                        | WELLFUL TERM PRIMING TL A 04/19/2030                                                                    | CUSIP: 94950EAF9<br>LEI: 984500B138MS5CF9RB14 | Long             | LON              | CORP              | US        |     416602 | PA      | $410353.40     | 0.00%             | 2030-04-19      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WELLFUL INC                                                                        | WELLFUL TERM BOOTSTRAP FLSO TL 10/19/2030                                                               | CUSIP: 94950EAG7<br>LEI: 984500B138MS5CF9RB14 | Long             | LON              | CORP              | US        |     400588 | PA      | $357525.21     | 0.00%             | 2030-10-19      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                           | BX COML MTG TR 2024-VLT5 B CSTR 11/13/2046 144A                                                         | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110000 | PA      | $112201.25     | 0.00%             | 2046-11-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                           | BX COML MTG TR 2024-VLT5 C CSTR 11/13/2046 144A                                                         | CUSIP: 05614JAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     411000 | PA      | $420597.43     | 0.00%             | 2046-11-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TELEKOM SRBIJA AD BELGRADE                                   | TELECOMMUNICATIONS CO TELEKOM SRBIJA AD BELGRADE 7% 10/28/2029 144A                                     | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |     710000 | PA      | $712688.07     | 0.00%             | 2029-10-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                      | LIFE TIME INC 6% 11/15/2031 144A                                                                        | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    1891000 | PA      | $1928409.65    | 0.01%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 6% 11/01/2054#RJ2748                                                                          | CUSIP: 3142GTBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2200894 | PA      | $2287894.61    | 0.01%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                           | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                         | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    3390000 | PA      | $3390471.65    | 0.01%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GCM MINING CORP                                                                    | GCM MINING CORP 8% 10/31/2029 144A                                                                      | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |     980000 | PA      | $1023002.40    | 0.00%             | 2029-10-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 5.5% 07/01/2053#RA9373                                                                        | CUSIP: 3133KRMW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3436228 | PA      | $3524938.11    | 0.02%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                             | CITADEL TERM B 1LN 10/31/2031                                                                           | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    5304192 | PA      | $5321695.69    | 0.02%             | 2031-10-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO INC                                                         | STANDARDAERO TERM B1 1LN 10/31/2031                                                                     | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    1581824 | PA      | $1585510.11    | 0.01%             | 2031-10-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO INC                                                         | STANDARDAERO TERM B2 1LN 10/31/2031                                                                     | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     601676 | PA      | $603077.44     | 0.00%             | 2031-10-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 MTG TR                                                                | BMO 2024-C10 C MTG TR VAR 11/15/2057                                                                    | CUSIP: 096920AK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212000 | PA      | $214316.67     | 0.00%             | 2057-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                           | AZUL SECURED FINANCE LLP 11.93% 08/28/2028                                                              | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     820292 | PA      | $369131.40     | 0.00%             | 2028-08-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES   | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1896000 | PA      | $1911926.40    | 0.01%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                                                          | CONSTRUCTION PARTNERS TERM B 1LN 11/03/2031                                                             | CUSIP: 21043XAH5<br>LEI: 549300G4ICXJKQN32X70 | Long             | LON              | CORP              | US        |     989428 | PA      | $991901.55     | 0.00%             | 2031-11-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                          | ENDO TERM B 1LN 04/23/2031                                                                              | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3382400 | PA      | $3340120.00    | 0.01%             | 2031-04-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                                                           | ZELIS TERM B 1LN 11/26/2031                                                                             | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    6647609 | PA      | $6584722.92    | 0.03%             | 2031-11-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 10/31/2031                                                                             | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   79500000 | PA      | $81282539.46   | 0.36%             | 2031-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                                     | CARMAX AUTO OWNER TRUST 2024-4 4.6% 10/15/2029                                                          | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1400000 | PA      | $1411942.42    | 0.01%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                           | BX COML MTG TR 2024-VLT5 VAR 11/13/2046 144A                                                            | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     443000 | PA      | $449675.12     | 0.00%             | 2046-11-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WWEX UNI TOPCO HOLDINGS LLC                                                        | WWEX GROUP TERM B 1LN 07/26/2028                                                                        | CUSIP: 00435UAF5<br>LEI: 254900XFGYPZZSG8I385 | Long             | LON              | CORP              | US        |    1467073 | PA      | $1469552.66    | 0.01%             | 2028-07-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARTER NEXT GENERATION INC                                                        | CHARTER NEXT TERM B 1LN 11/29/2030                                                                      | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    2237804 | PA      | $2246441.57    | 0.01%             | 2030-11-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                | UNITED AIRLINES TERM B 1LN 2/22/2031                                                                    | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     719149 | PA      | $720472.23     | 0.00%             | 2031-02-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LASERSHIP INC                                                                      | LASERSHIP TERM NEW MONEY FLFO TL 1LN 01/02/2029                                                         | CUSIP: 51809EAL9<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |     244966 | PA      | $247538.37     | 0.00%             | 2029-01-02      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| LASERSHIP INC                                                                      | LASERSHIP PIK TERM B 1LN 08/10/2029                                                                     | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |     709281 | PA      | $526641.28     | 0.00%             | 2029-08-10      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BPR TR 2024-PMDW                                                                   | BPR TR 2024-PMDW B VAR 11/05/2029 144A                                                                  | CUSIP: 05592VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     268000 | PA      | $276039.97     | 0.00%             | 2041-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BPR TR 2024-PMDW                                                                   | BPR TR 2024-PMDW VAR 11/05/2029 144A                                                                    | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     156000 | PA      | $150814.59     | 0.00%             | 2041-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                               | HEIMSTADEN BOSTAD AB 3.875% 11/05/2029 REGS                                                             | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |    1335000 | PA      | $1572737.41    | 0.01%             | 2029-11-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BFLD COML MTG TR 2024-UNIV                                                         | BFLD COML MTG TR 2024-UNIV TSFR1M+363.953 11/15/2029 144A                                               | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1486000 | PA      | $1486518.02    | 0.01%             | 2041-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BPR COML MTG TR 2024-PK                                                            | BPR COML MTG TR 2024-PARK A VAR 11/05/2039 144A                                                         | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20712000 | PA      | $21181379.49   | 0.09%             | 2039-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BPR COML MTG TR 2024-PK                                                            | BPR COML MTG TR 2024-PARK B VAR 11/05/2039 144A                                                         | CUSIP: 05593UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8900000 | PA      | $9161764.13    | 0.04%             | 2039-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BPR COML MTG TR 2024-PK                                                            | BPR COML MTG TR 2024-PARK C VAR 11/05/2039 144A                                                         | CUSIP: 05593UAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     633000 | PA      | $656586.97     | 0.00%             | 2039-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BPR COML MTG TR 2024-PK                                                            | BPR COML MTG TR 2024-PARK D VAR 11/05/2039 144A                                                         | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1414000 | PA      | $1476541.93    | 0.01%             | 2039-11-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                                  | CEDAR FUNDING LTD AR2 TSFR3M+136 10/20/2037 144A                                                        | CUSIP: 15033XAU0<br>LEI: 549300ZKTUZSV15HAV29 | Long             | ABS-CBDO         | CORP              | KY        |   23985000 | PA      | $24032514.29   | 0.10%             | 2037-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                           | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG E TSFR1M+418.849 11/15/2034 144A                               | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     536000 | PA      | $536668.77     | 0.00%             | 2034-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                           | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG F TSFR1M+518.702 11/15/2034 144A                               | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     447000 | PA      | $445989.15     | 0.00%             | 2034-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-FNX                                                                  | BX TRUST 2024-FNX TSFR1M+294.018 11/15/2026 144A                                                        | CUSIP: 05593TAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     204300 | PA      | $204427.57     | 0.00%             | 2041-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-FNX                                                                  | BX TRUST 2024-FNX TSFR1M+393.874 11/15/2026 144A                                                        | CUSIP: 05593TAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     979169 | PA      | $974480.41     | 0.00%             | 2041-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                                              | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                                    | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4336527 | PA      | $4337914.37    | 0.02%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2024-2 LTD                                                    | PALMER SQUARE LN FDG 2024-2 LTD D TSFR3M+470 01/15/2033 144A                                            | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $496589.00     | 0.00%             | 2033-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  355800000 | PA      | $345570750.00  | 1.51%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.25% 11/15/2034                                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  317900000 | PA      | $325027915.65  | 1.42%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RR 34 LTD                                                                          | RR 34 LTD A1R TSFR3M+135 10/15/2039 144A                                                                | CUSIP: 74988WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4782000 | PA      | $4796145.16    | 0.02%             | 2039-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                  | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     686000 | PA      | $709852.22     | 0.00%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C30                                                      | BBCMS MORTGAGE TRUST 2024-C30 C 6.048% 11/15/2057                                                       | CUSIP: 05493YAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     810000 | PA      | $814472.17     | 0.00%             | 2057-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OHACP 2024-17A                                                                     | OHACP 2024-17A A TSFR3M+132 01/18/2038 144A                                                             | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3759000 | PA      | $3765375.26    | 0.02%             | 2038-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC                                          | FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A                                  | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   10452000 | PA      | $10483920.41   | 0.05%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                     | CMG MEDIA CORP 8.875% 06/18/2029 144A                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     287000 | PA      | $235340.00     | 0.00%             | 2029-06-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                     | NRG ENERGY INC 5.75% 07/15/2029 144A                                                                    | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1226084.05    | 0.01%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V11 MTG TR                                                          | BENCHMARK 2024-V11 MTG TR 6.295% 11/15/2057                                                             | CUSIP: 081921BE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1159000 | PA      | $1181537.45    | 0.01%             | 2057-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-GPA2                                             | BX COMMERCIAL MORTGAGE TRUST 2024-GPA2 VAR 11/15/2029 144A                                              | CUSIP: 12433DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1999465.20    | 0.01%             | 2041-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                   | BANK5 2024-5YR11 C VAR 11/15/2057                                                                       | CUSIP: 06644WBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     275000 | PA      | $280257.01     | 0.00%             | 2057-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 11/01/2054#CB9500                                                                          | CUSIP: 3140QVRW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1130390 | PA      | $1180460.78    | 0.01%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 11/01/2054#CB9501                                                                          | CUSIP: 3140QVRX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2943377 | PA      | $3068236.14    | 0.01%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 11/01/2054#CB9502                                                                          | CUSIP: 3140QVRY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7821994 | PA      | $8141584.34    | 0.04%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP REC 3.87 11/07/29                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |   11300000 | NC      | $376104.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP PAY 3.87 11/07/29                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |   11300000 | NC      | $343354.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                      | ECHOSTAR CORP PIK VAR 11/30/2030                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    5209750 | PA      | $5410533.77    | 0.02%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                           | SOUTH AFRICA REPUBLIC OF 7.1% 11/19/2036 144A                                                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     874000 | PA      | $941079.50     | 0.00%             | 2036-11-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                      | LGI HOMES INC 7% 11/15/2032 144A                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    3568000 | PA      | $3495472.02    | 0.02%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                           | BX COML MTG TR 2024-VLT5 E CSTR 11/13/2046 144A                                                         | CUSIP: 05614JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2176000 | PA      | $2307437.36    | 0.01%             | 2046-11-13      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                      | ENBW INTERNATIONAL FINANCE BV 3.75% 11/20/2035 REGS                                                     | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |    1600000 | PA      | $1871278.04    | 0.01%             | 2035-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                              | ELLUCIAN TERM B 1LN 10/9/2029                                                                           | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |    3521674 | PA      | $3530196.14    | 0.02%             | 2029-10-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                                                                   | GEN II FUND SERVICES TERM 1LN 11/26/2031                                                                | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |     711425 | PA      | $711126.20     | 0.00%             | 2031-11-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDING INC                                             | QLIK TERM 2LN 05/09/2033                                                                                | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2555000 | PA      | $2475156.25    | 0.01%             | 2033-05-09      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TPC GROUP INC                                                                      | TPC GROUP TERM 1LN 12/16/2031                                                                           | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |    1694328 | PA      | $1471235.84    | 0.01%             | 2031-12-16      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                    | CHEMOURS CO/THE 8% 01/15/2033 144A                                                                      | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1483656.49    | 0.01%             | 2033-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                              | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    3427000 | PA      | $3434769.01    | 0.02%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                              | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 10% 11/15/2029 144A                               | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1533825.00    | 0.01%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                                 | BANCO MERCANTIL DEL NORTE CAYMAN ISLAND BRH 8.375%/VAR PERP 144A                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |     485000 | PA      | $505920.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                     | BLACKSTONE PRIVATE CREDIT FUND 7.3% 11/27/2028                                                          | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   18200000 | PA      | $19348900.48   | 0.08%             | 2028-11-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                    | IHS HOLDING LTD 8.25% 11/29/2031 144A                                                                   | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    1098000 | PA      | $1138626.00    | 0.00%             | 2031-11-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                    | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    1599000 | PA      | $1626982.50    | 0.01%             | 2030-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                            | EL SALVADOR REPUBLIC OF 9.65% 11/21/2054 144A                                                           | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     317000 | PA      | $357631.48     | 0.00%             | 2054-11-21      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45890000 | PA      | $45907925.55   | 0.20%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C2                                     | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C2 C CSTR 11/15/2057                                        | CUSIP: 95003UAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     969000 | PA      | $997889.57     | 0.00%             | 2057-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1                                         | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 4.65% 11/22/2027                                             | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1762791 | PA      | $1766890.24    | 0.01%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                  | ILIAD HOLDING SAS 7% 04/15/2032 144A                                                                    | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1340084.20    | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPERATING LLC                                                         | CHARTER COMMUNICATIONS TERM B5 1LN 12/15/2031                                                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    3191683 | PA      | $3182810.34    | 0.01%             | 2031-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                            | TGS ASA 8.5% 01/15/2030 144A                                                                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    1253000 | PA      | $1299199.31    | 0.01%             | 2030-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                         | METHANEX US OPERATIONS INC 6.25% 03/15/2032 144A                                                        | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1437000 | PA      | $1475454.12    | 0.01%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLOFIN FINANCE DESIGNATED ACTIVITY CO                                             | VOLOFIN FINANCE DESIGNATED ACTIVITY CO 5.935% 06/15/2037 144A                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3538520 | PA      | $3613899.09    | 0.02%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2024-RVR                                                       | GS MTG SECS CORP TR 2024-RVR D CSTR 08/10/2041 144A                                                     | CUSIP: 36272JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     848000 | PA      | $862641.74     | 0.00%             | 2041-08-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A                                                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8295000 | PA      | $8411936.27    | 0.04%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 4.98% 11/15/2029 144A                                                  | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11611000 | PA      | $11768296.54   | 0.05%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UPGRADE RECEIVABLES TRUST 2024-1A                                                  | UPGRADE RECEIVABLES TRUST 2024-1A 5.37% 02/18/2031 144A                                                 | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     258207 | PA      | $258309.09     | 0.00%             | 2031-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSUNION LLC                                                                     | TRANS UNION TERM B9 1LN 06/24/2031                                                                      | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     755152 | PA      | $755152.20     | 0.00%             | 2031-06-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 6.858% 05/01/2054                                                                             | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2783000 | PA      | $3170587.19    | 0.01%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 6.298% 05/01/2029                                                                             | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1357000 | PA      | $1443239.37    | 0.01%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 6.388% 05/01/2031                                                                             | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   12106000 | PA      | $13171517.34   | 0.06%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 6.528% 05/01/2034                                                                             | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    8674000 | PA      | $9645301.34    | 0.04%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 6.259% 05/01/2027                                                                             | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     371000 | PA      | $381137.54     | 0.00%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 7.008% 05/01/2064                                                                             | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2488000 | PA      | $2849037.86    | 0.01%             | 2064-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                   | BANK5 2024-5YR12 C CSTR 12/15/2057                                                                      | CUSIP: 06644XBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     355000 | PA      | $366284.63     | 0.00%             | 2057-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6.5% 06/01/2054#SD5521                                                                        | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8331746 | PA      | $8811223.12    | 0.04%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6.5% 09/01/2054#SD6620                                                                        | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10015103 | PA      | $10594583.79   | 0.05%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 11/01/2053#SD6961                                                                          | CUSIP: 3132DUWW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22056921 | PA      | $22382302.34   | 0.10%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 11/30/2029                                                                             | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     340000 | PA      | $347092.19     | 0.00%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDING INC                                             | QLIK TERM B 1LN 10/26/2030                                                                              | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2944863 | PA      | $2940563.70    | 0.01%             | 2030-10-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 11/30/2031                                                                             | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   68000000 | PA      | $69522031.08   | 0.30%             | 2031-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 02/01/2053#SD6527                                                                          | CUSIP: 3132DUHC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20627754 | PA      | $19871623.46   | 0.09%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHA CR FDG 4 LTD / OHA CR FDG 4 LLC                                                | OHA CR FDG 4 LTD / OHA CR FDG 4 LLC AR2 TSFR3M+129 01/22/2038 144A                                      | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11834000 | PA      | $11855916.57   | 0.05%             | 2038-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 07/01/2049#SD3738                                                                        | CUSIP: 3132E0EK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42256583 | PA      | $37020180.71   | 0.16%             | 2049-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GC45                                                           | GS MTG SECS TR 2020-GC45 SWB VAR 12/13/2039 144A                                                        | CUSIP: 36258YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1055000 | PA      | $936934.00     | 0.00%             | 2039-12-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| RRAM 2022-24A                                                                      | RRAM 2022-24A A1A2 TSFR3M+131 01/15/2037 144A                                                           | CUSIP: 75000HBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   13500000 | PA      | $13528944.00   | 0.06%             | 2037-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RRAM 2022-24A                                                                      | RRAM 2022-24A A1B2 TSFR3M+155 01/15/2037 144A                                                           | CUSIP: 75000HBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    5809000 | PA      | $5824393.85    | 0.03%             | 2037-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XLI LTD                                                                  | MAGNETITE XLI LTD A TSFR3M+129 01/25/2038 144A                                                          | CUSIP: 55956AAA3<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | KY        |    6529000 | PA      | $6538747.80    | 0.03%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                      | COMMSCOPE TERM 1LN 12/17/2029                                                                           | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |    6127247 | PA      | $6156167.17    | 0.03%             | 2029-12-17      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 08/01/2049#FS4660                                                                        | CUSIP: 3140XLFA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19131360 | PA      | $17962087.48   | 0.08%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                                    | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A                          | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2347000 | PA      | $2348239.22    | 0.01%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC T5Y+NA 01/17/2040                                                                         | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2262000 | PA      | $2272671.80    | 0.01%             | 2040-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                                             | CULLIGAN TERM B 1LN 07/31/2028                                                                          | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    5161763 | PA      | $5174460.85    | 0.02%             | 2028-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-10 LTD                                                         | CARLYLE US CLO 2021-10 LTD A1R TSFR3M+131 01/20/2038 144A                                               | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8057000 | PA      | $8065886.87    | 0.04%             | 2038-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 04/01/2052#SD6932                                                                          | CUSIP: 3132DUVZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11175757 | PA      | $9216089.87    | 0.04%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                       | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2621000 | PA      | $2755627.67    | 0.01%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 6.75%/VAR 12/10/2054                                                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2162000 | PA      | $2240560.59    | 0.01%             | 2054-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 5.15% 01/15/2030 144A                                                       | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1971000 | PA      | $2006378.88    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                  | IRON MOUNTAIN INC 6.25% 01/15/2033 144A                                                                 | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     380000 | PA      | $388543.57     | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                           | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                                                | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22470435 | PA      | $22321919.14   | 0.10%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS CORP                                                          | RENAISSANCE LEARNING TERM B 1LN 4/5/2030                                                                | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    4666675 | PA      | $4032007.37    | 0.02%             | 2030-04-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                                              | BRIGHTSPRING HEALTH TERM B 1LN 02/21/2031                                                               | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    2506952 | PA      | $2517506.51    | 0.01%             | 2031-02-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                        | HEXION TERM 1LN 03/15/2029                                                                              | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    9140493 | PA      | $8885290.06    | 0.04%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                            | TRUIST INSURANCE TERM B 1LN 05/06/2031                                                                  | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3919556 | PA      | $3918576.56    | 0.02%             | 2031-05-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                       | INTERNET BRANDS TERM B 1LN 12/31/2031                                                                   | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    6457992 | PA      | $5249830.91    | 0.02%             | 2031-12-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE CQP HOLDCO LP                                                           | CQP HOLDCO TERM B 1LN 12/31/2030                                                                        | CUSIP: 12657QAE3<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |    4401264 | PA      | $4411694.86    | 0.02%             | 2030-12-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                              | JANE STREET TERM B 1LN 12/15/2031                                                                       | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    5314731 | PA      | $5259298.21    | 0.02%             | 2031-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                    | BARNES GROUP TERM B 1LN 01/27/2032                                                                      | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     885550 | PA      | $887622.19     | 0.00%             | 2032-01-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP/DE                                                                    | SANDISK TERM B 1LN 2/20/2032                                                                            | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2311500 | PA      | $2324513.75    | 0.01%             | 2032-02-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                                | CITYCON TREASURY BV 5% 03/11/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $334453.53     | 0.00%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FINANCE PLC                                                       | SOUTH WEST WATER FINANCE PLC 5.75% 12/11/2032 REGS                                                      | CUSIP: N/A<br>LEI: 213800OV68U446W4NV89       | Long             | DBT              | CORP              | GB        |     175000 | PA      | $240383.22     | 0.00%             | 2032-12-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 6.95%/VAR 07/15/2055                                                                           | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1218000 | PA      | $1188182.26    | 0.01%             | 2055-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                                                    | GRUMA SAB DE CV 5.761% 12/09/2054 144A                                                                  | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     872000 | PA      | $877450.00     | 0.00%             | 2054-12-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU                                   | FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU TSFR1M+570 12/15/2029 144A                             | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1554000 | PA      | $1567294.47    | 0.01%             | 2039-12-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                        | GENESIS ENERGY LP/ FIN CORP 8% 05/15/2033                                                               | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2113000 | PA      | $2179891.22    | 0.01%             | 2033-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 12/01/2054#QX0383                                                                          | CUSIP: 31425UM93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7709619 | PA      | $7765528.38    | 0.03%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                   | UWM HOLDINGS LLC 6.625% 02/01/2030 144A                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2139105.21    | 0.01%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                           | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                        | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   38011000 | PA      | $38010977.19   | 0.17%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                           | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2024-DPM B TSFR1M+179.21 12/15/2029 144A                      | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2999000 | PA      | $2998997.30    | 0.01%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                           | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM C TSFR1M+219.158 12/15/2039 144A                       | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5588000 | PA      | $5594974.38    | 0.02%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FDG LLC                                                               | JERSEY MIKES FDG LLC 5.636% 02/15/2055 144A                                                             | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23374368 | PA      | $23890877.91   | 0.10%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                           | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2024- DPM D TSFR1M+274.08 12/15/2039 144A                     | CUSIP: 87231EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1410000 | PA      | $1411759.54    | 0.01%             | 2039-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                                 | RIOT PLATFORMS INC CONV 0.75% 01/15/2030 144A                                                           | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |    1652000 | PA      | $2193035.68    | 0.01%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                         | CVR ENERGY TERM B 1LN 12/30/2027                                                                        | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     522371 | PA      | $523024.11     | 0.00%             | 2027-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ROPER INDUSTRIAL PRODUCTS INVESTMENT CO                                            | INDICOR TERM 1LN 11/22/2029                                                                             | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1235851 | PA      | $1241647.11    | 0.01%             | 2029-11-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                       | REALPAGE TERM 1LN 04/24/2028                                                                            | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     567150 | PA      | $568726.68     | 0.00%             | 2028-04-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ONE SKY FLIGHT LLC                                                                 | ONE SKY FLIGHT LLC 8.875% 12/15/2029 144A                                                               | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    1212000 | PA      | $1282651.12    | 0.01%             | 2029-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                                          | FLUTTER ENTERTAINMENT TERM B 1LN 11/30/2030                                                             | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | LON              | CORP              | IE        |    3928713 | PA      | $3911544.09    | 0.02%             | 2030-11-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                            | TALEN ENERGY TERM B 1LN 12/13/2031                                                                      | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     521062 | PA      | $521807.62     | 0.00%             | 2031-12-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HORIZON US FINCO LP                                                                | THE TRAVEL CORP TERM B 1LN 10/31/2031                                                                   | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4694010 | PA      | $4482779.36    | 0.02%             | 2031-10-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PRIMARY PRODUCTS FINANCE LLC                                                       | PRIMIENT TERM B 1LN 4/1/2029                                                                            | CUSIP: 74167NAE3<br>LEI: 549300D4W5WVUVR3LC81 | Long             | LON              | CORP              | US        |    1411702 | PA      | $1372880.54    | 0.01%             | 2029-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                                                    | WHATABURGER TERM B 1LN 08/03/2028                                                                       | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    3219656 | PA      | $3226031.16    | 0.01%             | 2028-08-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                       | ACRISURE TERM B6 1LN 11/06/2030                                                                         | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   14284495 | PA      | $14263067.78   | 0.06%             | 2030-11-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                       | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    7425359 | PA      | $7435086.09    | 0.03%             | 2028-12-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAKELITE US HOLDCO INC                                                             | BAKELITE TERM B 1LN 12/23/2031                                                                          | CUSIP: 05710LAD5<br>LEI: 549300UCYL2XSFT5Y041 | Long             | LON              | CORP              | US        |    1813938 | PA      | $1714170.94    | 0.01%             | 2031-12-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JOHNSTONE SUPPLY LLC                                                               | JOHNSTONE SUPPLY TERM B 1LN 06/09/2031                                                                  | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2148300 | PA      | $2154207.83    | 0.01%             | 2031-06-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 08/01/2051#FS2041                                                                          | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     536598 | PA      | $440158.05     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC                                          | VOYA CLO 2020-2 LTD/LLC A1RR TSFR3M+131 01/20/2038 144A                                                 | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3382000 | PA      | $3389508.04    | 0.01%             | 2038-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CORE and MAIN LP                                                                   | CORE and MAIN TERM E 1LN 2/9/2031                                                                       | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |     240731 | PA      | $240531.05     | 0.00%             | 2031-02-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DERBY BUYER LLC                                                                    | DELRIN TERM 1LN 11/01/2030                                                                              | CUSIP: 24968CAE3<br>LEI: 2549003XRO7JUBUWQX87 | Long             | LON              | CORP              | US        |    1918422 | PA      | $1921817.61    | 0.01%             | 2030-11-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO                                                                     | ORGANON TERM B 1LN 05/19/2031                                                                           | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    2959726 | PA      | $2848736.09    | 0.01%             | 2031-05-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| USI INC                                                                            | USI TERM C 1LN 9/29/2030                                                                                | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    2930684 | PA      | $2933116.47    | 0.01%             | 2030-09-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                        | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                               | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     834000 | PA      | $870637.62     | 0.00%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2% 07/20/2054#MA9844                                                                            | CUSIP: 36179Y5D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     465980 | PA      | $388395.24     | 0.00%             | 2054-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 09/01/2050#RA3524                                                                          | CUSIP: 3133KJ4H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     906496 | PA      | $750658.23     | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 05/01/2052#FS7943                                                                        | CUSIP: 3140XPZH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     689772 | PA      | $596536.45     | 0.00%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 05/01/2052#FS9743                                                                        | CUSIP: 3140XRZH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7645155 | PA      | $6606987.06    | 0.03%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2052#FS8336                                                                          | CUSIP: 3140XQHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1412796 | PA      | $1158881.74    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2052#FS9607                                                                          | CUSIP: 3140XRU94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2224276 | PA      | $1850236.60    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                           | AVENTIV TERM DEC FLSO 03/25/2026                                                                        | CUSIP: N/A<br>LEI: 549300EBCNNXVCJ2FW66       | Long             | LON              | CORP              | US        |      30082 | PA      | $31585.92      | 0.00%             | 2026-03-25      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                            | SRI LANKA GOVT DEMOC SOCIA REP STEP 01/15/2030 144A                                                     | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     515767 | PA      | $485465.69     | 0.00%             | 2030-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                            | SRI LANKA GOVT DEMOC SOCIA REP STEP 03/15/2033 144A                                                     | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    1602457 | PA      | $1389330.22    | 0.01%             | 2033-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                            | SRI LANKA GOVT DEMOC SOCIA REP STEP 05/15/2036 144A                                                     | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     311819 | PA      | $283443.47     | 0.00%             | 2036-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                            | SRI LANKA GOVT DEMOC SOCIA REP STEP 02/15/2038 144A                                                     | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     385802 | PA      | $353394.63     | 0.00%             | 2038-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                            | SRI LANKA GOVT DEMOC SOCIA REP STEP 06/15/2035 144A                                                     | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     149830 | PA      | $113702.24     | 0.00%             | 2035-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                                            | SRI LANKA GOVT DEMOC SOCIA REP 4% 04/15/2028 144A                                                       | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     304511 | PA      | $291416.78     | 0.00%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 6% 07/01/2039#SB1215                                                                          | CUSIP: 3132CXK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7859275 | PA      | $8151296.22    | 0.04%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB                                        | SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB 2.25% 07/12/2027 REGS                                       | CUSIP: N/A<br>LEI: 636700JPED0N9T4ET363       | Long             | DBT              | CORP              | SE        |    1465000 | PA      | $1597855.31    | 0.01%             | 2027-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.375% 12/31/2029                                                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     550000 | PA      | $566779.30     | 0.00%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.5% 12/31/2031                                                                               | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1563750.00    | 0.01%             | 2031-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 6% 12/20/2054#MB0093                                                                            | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8109193 | PA      | $8263761.43    | 0.04%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD/CAYMAN ISLANDS                                                      | BABSON CLO LTD/CAYMAN ISLANDS A1R2 TSFR3M+126 01/15/2038 144A                                           | CUSIP: 06762LAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     987000 | PA      | $987754.07     | 0.00%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXVIII LTD                                                               | MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A                                                    | CUSIP: 55955LAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13668000 | PA      | $13676610.84   | 0.06%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                     | CITI SWAP REC 4.01 12/20/29                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |    9400000 | NC      | $343578.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                     | CITI SWAP PAY 4.01 12/20/29                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |    9400000 | NC      | $271602.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2051#FM6270                                                                          | CUSIP: 3140X96G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     529119 | PA      | $439975.44     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2051#FM6416                                                                          | CUSIP: 3140XADW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     400679 | PA      | $333299.74     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 03/01/2051#SD2903                                                                          | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9068850 | PA      | $7458790.64    | 0.03%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                             | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.75% 10/25/2051                                 | CUSIP: 3137H3EQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   12661115 | PA      | $10188667.41   | 0.04%             | 2051-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2.25% 09/25/2046                                                         | CUSIP: 3136BMBT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    6713420 | PA      | $6215648.35    | 0.03%             | 2046-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 1.5% 08/25/2050                                                          | CUSIP: 3136BJTS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     933497 | PA      | $780738.99     | 0.00%             | 2050-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 1.75% 02/25/2052                                                         | CUSIP: 3137H5WR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   11088278 | PA      | $9962138.85    | 0.04%             | 2052-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 6.875% 05/13/2037                                                          | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     420000 | PA      | $452550.00     | 0.00%             | 2037-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 7.375% 05/13/2055                                                          | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     656000 | PA      | $718976.00     | 0.00%             | 2055-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                                        | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   14654000 | PA      | $15008187.18   | 0.07%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                           | SIXTH STREET LENDING PAR 6.125% 07/15/2030 144A                                                         | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   10261000 | PA      | $10541470.58   | 0.05%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 5.786%/VAR 01/13/2033 144A                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   19953000 | PA      | $21046989.67   | 0.09%             | 2033-01-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 6.5% 01/01/2055#RJ3308                                                                        | CUSIP: 3142GTVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9443131 | PA      | $9923858.28    | 0.04%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6.5% 01/01/2055#CB9828                                                                        | CUSIP: 3140QV4N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8961200 | PA      | $9471300.33    | 0.04%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6% 05/01/2054#SD7570                                                                          | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8413261 | PA      | $8770154.93    | 0.04%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCP AEGIS CLO 2024-39 LTD                                                          | OCP AEGIS CLO 2024-39 LTD A1 TSFR3M+122 01/16/2037 144A                                                 | CUSIP: 67120EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   26881000 | PA      | $26880892.48   | 0.12%             | 2037-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                     | COMMERZBANK AG 3.625%/VAR 01/14/2032 REGS                                                               | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     600000 | PA      | $707860.26     | 0.00%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                       | NCL CORP LTD 6.75% 02/01/2032 144A                                                                      | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1062000 | PA      | $1077823.80    | 0.00%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                                                                  | PAREXEL TERM B 1LN 11/15/2028                                                                           | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    2951821 | PA      | $2962772.46    | 0.01%             | 2028-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                         | CIENA TERM B 1LN 10/24/2030                                                                             | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |      78016 | PA      | $78211.20      | 0.00%             | 2030-10-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                                                   | PROTECTIVE INDUSTRIAL PRODUCTS TERM B 1LN 05/24/2032                                                    | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2690000 | PA      | $2663584.20    | 0.01%             | 2032-05-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                                                          | FLYNN RESTAURANT TERM B 1LN 01/28/2032                                                                  | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    2781025 | PA      | $2786253.33    | 0.01%             | 2032-01-28      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                   | CALIBER COLLISION TERM B 1LN 01/30/2031                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     677972 | PA      | $677904.66     | 0.00%             | 2031-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| J and J VENTURES GAMING LLC                                                        | J and J VENTURES GAMING TERM B 1LN 04/26/2030                                                           | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    2594723 | PA      | $2572823.15    | 0.01%             | 2030-04-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                                                              | ALDAR PROPERTIES PJSC T5Y+NA 04/15/2055 REGS                                                            | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |    1155000 | PA      | $1213835.70    | 0.01%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                             | YPF SA 8.25% 01/17/2034 144A                                                                            | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     485000 | PA      | $487425.00     | 0.00%             | 2034-01-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                            | CORPORACION NACIONAL DEL COBRE DE CHILE 6.33% 01/13/2035 144A                                           | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     470000 | PA      | $501231.50     | 0.00%             | 2035-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                       | NOVELIS CORP 6.875% 01/30/2030 144A                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1752000 | PA      | $1815455.69    | 0.01%             | 2030-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                               | FRONTIER TERM B 1LN 07/01/2031                                                                          | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1637646 | PA      | $1635090.89    | 0.01%             | 2031-07-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                                 | HUNTER DOUGLAS TERM B 1LN 1/17/2032                                                                     | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    6541335 | PA      | $6554418.07    | 0.03%             | 2032-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                            | MKS INSTRUMENTS TERM B 1LN 08/17/2029                                                                   | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |     867649 | PA      | $869791.76     | 0.00%             | 2029-08-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                               | DSG TopCo                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        236 | NS      | $904.59        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5.5% 02/01/2055#SD8506                                                                        | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33229477 | PA      | $33661576.68   | 0.15%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGMENT INC                                          | NAVACORD TERM B 1LN 03/15/2030                                                                          | CUSIP: N/A<br>LEI: 549300JQIWNFU00E5424       | Long             | LON              | CORP              | CA        |     574264 | PA      | $574263.78     | 0.00%             | 2030-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORPORATION                                                    | ENVU TERM B 1LN 10/04/2029                                                                              | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    5086565 | PA      | $4937223.24    | 0.02%             | 2029-10-04      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                  | CLARIOS TERM B 1LN 01/28/2032                                                                           | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |    3545000 | PA      | $3554961.45    | 0.02%             | 2032-01-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                           | WORLDPAY TERM B 1LN 01/31/2031                                                                          | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    6313026 | PA      | $6322495.78    | 0.03%             | 2031-01-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                          | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 02/15/2030 144A                                         | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1121000 | PA      | $1165257.08    | 0.01%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                           | COOPERATIEVE RABOBANK UA 5.71%/VAR 01/21/2033 144A                                                      | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1430000 | PA      | $1516352.32    | 0.01%             | 2033-01-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2052#CB3100                                                                          | CUSIP: 3140QNNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1300912 | PA      | $1082960.81    | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                    | MOTABILITY OPERATIONS GRP PLC 3.625% 01/22/2033 REGS                                                    | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     975000 | PA      | $1137043.19    | 0.00%             | 2033-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                                             | SIRIUS REAL ESTATE LTD 4% 01/22/2032 REGS                                                               | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | DBT              | CORP              | GG        |     600000 | PA      | $696047.17     | 0.00%             | 2032-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 30YR 2% 02/01/2052#FA0353                                                                     | CUSIP: 3140W0MB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1955536 | PA      | $1626688.93    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                           | BASS PRO TERM B 1LN 01/23/2032                                                                          | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   25552841 | PA      | $25603946.21   | 0.11%             | 2032-01-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                                                | PLAYCORE TERM B 1LN 02/20/2030                                                                          | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1354109 | PA      | $1358767.17    | 0.01%             | 2030-02-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VETSTRATEGY CANADA HOLDINGS INC                                                    | IVC TERM B 1LN 12/12/2028                                                                               | CUSIP: N/A<br>LEI: 254900WZMD2JOGND1Z32       | Long             | LON              | CORP              | CA        |    1705377 | PA      | $1712198.88    | 0.01%             | 2028-12-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                              | HUB INTERNATIONAL TERM B 1LN 06/20/2030                                                                 | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    5512886 | PA      | $5531850.68    | 0.02%             | 2030-06-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                                                   | IVANHOE MINE LTD 7.875% 01/23/2030 144A                                                                 | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     698000 | PA      | $716268.06     | 0.00%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                                                  | REPUBLIC OF BENIN 8.375% 01/23/2041 144A                                                                | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     200000 | PA      | $207000.00     | 0.00%             | 2041-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TECPETROL SA                                                                       | TECPETROL SA 7.625% 01/22/2033 144A                                                                     | CUSIP: 87876TAG9<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     390000 | PA      | $392070.90     | 0.00%             | 2033-01-22      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC 2025-A                                               | BARINGS EQUIPMENT FINANCE LLC 2025-A 4.64% 10/13/2028 144A                                              | CUSIP: 06764MAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14355996 | PA      | $14434815.68   | 0.06%             | 2028-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREEN LAKES PARK CLO LLC                                                           | GREEN LAKES PARK CLO LLC ARR TSFR3M+118 01/25/2038 144A                                                 | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12517000 | PA      | $12504370.35   | 0.05%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                   | AMWINS TERM 1LN 1/30/2032                                                                               | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    2292675 | PA      | $2297650.10    | 0.01%             | 2032-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                                             | GENESYS TERM B 1LN 01/30/2032                                                                           | CUSIP: 39479UAY9<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    3702500 | PA      | $3644666.95    | 0.02%             | 2032-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC                                        | CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC D2R TSFR3M+375 01/17/2038 144A                              | CUSIP: 17181TAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $199845.20     | 0.00%             | 2038-01-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 10/01/2053#CB7299                                                                        | CUSIP: 3140QTDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15160740 | PA      | $15566343.09   | 0.07%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-A                                     | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-A 5.67% 07/25/2031 144A                                    | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    2720323 | PA      | $2744220.13    | 0.01%             | 2031-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                 | BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A                                                         | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18332000 | PA      | $18296252.60   | 0.08%             | 2035-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                                                               | TOWNSQUARE MEDIA TERM B 1LN 2/19/2030                                                                   | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |     404843 | PA      | $348569.82     | 0.00%             | 2030-02-19      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL PWR HLDGS S A                                                        | CONTOURGLOBAL PWR HLDGS S A 6.75% 02/28/2030 144A                                                       | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    1331000 | PA      | $1369266.25    | 0.01%             | 2030-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| USIMINAS INTERNATIONAL SARL                                                        | USIMINAS INTERNATIONAL SARL 7.5% 01/27/2032 144A                                                        | CUSIP: 91734JAB6<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |     995000 | PA      | $1022860.00    | 0.00%             | 2032-01-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                                                                     | ARCIS GOLF TERM 1LN 11/24/2028                                                                          | CUSIP: 03958MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1062779 | PA      | $1064436.91    | 0.00%             | 2028-11-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CORAL-US CO-BORROWER LLC                                                           | CABLE and WIRELESS TERM B7 1LN 1/31/2032                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1310000 | PA      | $1284887.30    | 0.01%             | 2032-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                                | ASCEND LEARNING TERM B 1LN 12/11/2028                                                                   | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    6636787 | PA      | $6635260.71    | 0.03%             | 2028-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                    | INTRAFI TERM B 1LN 07/31/2031                                                                           | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5788284 | PA      | $5713151.59    | 0.02%             | 2031-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                           | ORLEN SA 6% 01/30/2035 144A                                                                             | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    1161000 | PA      | $1230628.40    | 0.01%             | 2035-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-C32                                                              | BBCMS MTG TR 2025-C32 4.5% 02/15/2062 144A                                                              | CUSIP: 07337AAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     184000 | PA      | $145379.54     | 0.00%             | 2062-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-C32                                                              | BBCMS MTG TR 2025-C32 VAR 02/15/2063                                                                    | CUSIP: 07337AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     879000 | PA      | $892110.37     | 0.00%             | 2062-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 02/01/2051#SD2068                                                                          | CUSIP: 3132DPJM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      82637 | PA      | $67888.24      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 06/01/2052#SD4958                                                                          | CUSIP: 3132DSQK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1414749 | PA      | $1160483.62    | 0.01%             | 2052-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 09/01/2050#QB3199                                                                          | CUSIP: 3133A9RU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48503 | PA      | $39891.92      | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 10/01/2050#QB3878                                                                          | CUSIP: 3133AAJX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      67402 | PA      | $55372.04      | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 11/01/2050#QB5148                                                                          | CUSIP: 3133ABWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     162580 | PA      | $133461.61     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 11/01/2050#RA4055                                                                          | CUSIP: 3133KKQG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     104987 | PA      | $86249.14      | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 11/01/2051#FS1334                                                                          | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51312 | PA      | $42089.68      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 09/01/2051#FS5803                                                                          | CUSIP: 3140XMNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1006904 | PA      | $825938.15     | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 30YR 2% 11/01/2051#FA0376                                                                     | CUSIP: 3140W0M28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13034181 | PA      | $10699761.75   | 0.05%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PITNEY-BOWES INC                                                                   | PITNEY BOWES TERM B 1LN 03/19/2032                                                                      | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |     172052 | PA      | $169579.81     | 0.00%             | 2032-03-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                                                         | ARXIS TERM B 1LN 02/26/2032                                                                             | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    2761871 | PA      | $2769631.97    | 0.01%             | 2032-02-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AIT WORLDWIDE LOGISTICS HOLDINGS INC                                               | AIT WORLDWIDE LOGISTICS TERM B 1LN 04/08/2030                                                           | CUSIP: 00145AAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     930358 | PA      | $933576.91     | 0.00%             | 2030-04-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                             | POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A                                             | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3147913 | PA      | $3169758.56    | 0.01%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 06/01/2052#SD7151                                                                          | CUSIP: 3132DU5L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3372914 | PA      | $3034385.10    | 0.01%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 04/01/2052#CB3233                                                                          | CUSIP: 3140QNSX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2819669 | PA      | $2537549.24    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 30YR 3% 06/01/2052#FA0115                                                                     | CUSIP: 3140W0DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4496143 | PA      | $4064550.30    | 0.02%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 30YR 2.5% 04/01/2052#FA0349                                                                   | CUSIP: 3140W0L78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5487270 | PA      | $4762707.47    | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                | GSCOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    1900000 | NC      | $180237.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                | GSCOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    1300000 | NC      | $123320.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AASET 2025-1 LTD / AASET 2025-1 LLC                                                | AASET 2025-1 LTD / AASET 2025-1 LLC 5.943% 02/16/2050 144A                                              | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6343643 | PA      | $6469798.64    | 0.03%             | 2050-02-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                        | SEVERN TRENT WATER UTIL FIN 3.875% 08/04/2035 REGS                                                      | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    1025000 | PA      | $1189749.90    | 0.01%             | 2035-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                              | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    4463000 | PA      | $4634356.89    | 0.02%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                              | QUIKRETE HOLDINGS INC 6.75% 03/01/2033 144A                                                             | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1697216.31    | 0.01%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C     | ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C 7.875% 02/03/2030 144A   | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1088000 | PA      | $1118560.34    | 0.00%             | 2030-02-03      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2052                                                            | CUSIP: 3136BLYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1553961 | PA      | $1410580.36    | 0.01%             | 2052-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 2.25% 03/25/2052                                                         | CUSIP: 3136BMDD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1429348 | PA      | $1313983.46    | 0.01%             | 2052-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2.25% 03/25/2052                                                         | CUSIP: 3137H6B53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1004617 | PA      | $894752.13     | 0.00%             | 2052-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXVI LTD / MAGNETITE XXVI LLC                                            | MAGNETITE XXVI LTD / MAGNETITE XXVI LLC AR2 TSFR3M+115 01/25/2038 144A                                  | CUSIP: 55954YAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   31123000 | PA      | $31097665.88   | 0.14%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                        | GEOPARK LTD 8.75% 01/31/2030 144A                                                                       | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     684000 | PA      | $649984.68     | 0.00%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1047000 | PA      | $1078503.18    | 0.00%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 04/01/2052#FS8195                                                                          | CUSIP: 3140XQC96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10553342 | PA      | $8663240.74    | 0.04%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2% 08/01/2042#FS8579                                                                          | CUSIP: 3140XQQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28658565 | PA      | $25188720.56   | 0.11%             | 2042-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                | GSCOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    1200000 | NC      | $113834.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM CORP                                                                           | SLM CORP 6.5% 01/31/2030                                                                                | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    1262000 | PA      | $1315433.08    | 0.01%             | 2030-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                             | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                                       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     276000 | PA      | $291672.38     | 0.00%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE BUYER INC                                                                | GENTIVA TERM B 1LN 02/11/2028                                                                           | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2695397 | PA      | $2681919.90    | 0.01%             | 2028-02-11      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                                                                  | PRIMO BRANDS TERM B 1LN 03/31/2028                                                                      | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    7095576 | PA      | $7107496.93    | 0.03%             | 2028-03-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                                                | 1-800 CONTACTS TERM B 1LN 11/08/2032                                                                    | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    2417019 | PA      | $2419773.97    | 0.01%             | 2032-11-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                 | BX TRUST 2025-DIME VAR 02/15/2035 144A                                                                  | CUSIP: 05613UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1455000 | PA      | $1454091.21    | 0.01%             | 2035-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                      | SINCLAIR BROADCASTING TERM B7 1LN 12/31/2030                                                            | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |     130894 | PA      | $118622.47     | 0.00%             | 2030-12-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                                                      | GFL ENVIRONMENTAL SERVICES TERM B 1LN 03/03/2032                                                        | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    2075000 | PA      | $2077573.00    | 0.01%             | 2032-03-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                    | ATLAS AIR TERM B 1LN 03/18/2030                                                                         | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1157940 | PA      | $1158426.02    | 0.01%             | 2030-03-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                | HILCORP ENERGY I TERM B 1LN 2/11/2030                                                                   | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |     680775 | PA      | $680775.00     | 0.00%             | 2030-02-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     600000 | NC      | $56917.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2052#FS9872                                                                          | CUSIP: 3140XR6J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1159038 | PA      | $962682.61     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTURA SAA                                                      | CIA DE MINAS BUENAVENTURA SAA 6.8% 02/04/2032 144A                                                      | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     935000 | PA      | $966883.50     | 0.00%             | 2032-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                         | ADIENT GLOBAL HOLDINGS LTD 7.5% 02/15/2033 144A                                                         | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    1350000 | PA      | $1397632.05    | 0.01%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 12/01/2036#FS9575                                                                        | CUSIP: 3140XRT96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1438296 | PA      | $1305087.88    | 0.01%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 1.5% 11/01/2035#QN4212                                                                        | CUSIP: 3133GAVD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     600423 | PA      | $545940.58     | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 1.5% 05/01/2036#FM7544                                                                        | CUSIP: 3140XBL24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134039 | PA      | $121708.51     | 0.00%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                              | QUIKRETE TERM B 1LN 02/10/2032                                                                          | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    5233700 | PA      | $5238410.33    | 0.02%             | 2032-02-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP CZ030008 12/17/57 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     800000 | NC      | $75889.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAMAN CORP                                                                         | ARXIS TERM B-DD 1LN 02/26/2032                                                                          | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     261144 | PA      | $261878.03     | 0.00%             | 2032-02-26      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                        | OHA CREDIT PARTNERS VII LTD AR4 TSFR3M+114 02/20/2038 144A                                              | CUSIP: 67102QBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   27328000 | PA      | $27246043.33   | 0.12%             | 2038-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                              | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 4.94% 10/20/2028 144A                                             | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6190000 | PA      | $6227596.82    | 0.03%             | 2028-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 12/01/2050#FS1103                                                                          | CUSIP: 3140XGGM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51582 | PA      | $42376.01      | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3.5% 10/01/2048#FS9071                                                                        | CUSIP: 3140XRCH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27664988 | PA      | $26207579.76   | 0.11%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                               | CLEVELAND-CLIFFS INC 7.5% 09/15/2031 144A                                                               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     541000 | PA      | $565799.98     | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                               | ROMANIA REPUBLIC OF 7.5% 02/10/2037 144A                                                                | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1031000 | PA      | $1130718.32    | 0.00%             | 2037-02-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA GTD MTG PASS THRU CTF SOFR30A+ 09/25/2054                                                          | CUSIP: 3136BUW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    5260947 | PA      | $5276771.14    | 0.02%             | 2054-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+125 10/25/2054                                                   | CUSIP: 3137HJQ26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    8042824 | PA      | $8075101.98    | 0.04%             | 2054-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055                                                   | CUSIP: 3137HJZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4301477 | PA      | $4298063.80    | 0.02%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                         | HESS MIDSTREAM PARTNERS LP 5.875% 03/01/2028 144A                                                       | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $940565.90     | 0.00%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                          | STONEPEAK NILE PARENT LLC 7.25% 03/15/2032 144A                                                         | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    1084000 | PA      | $1145666.59    | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA GTD MTG PASS THRU CTF SOFR30A+115 02/25/2055                                                       | CUSIP: 3136BUWD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4970460 | PA      | $4978695.73    | 0.02%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA GTD MTG PASS THRU CTF SOFR30A+140 02/25/2055                                                       | CUSIP: 3136BUWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7574946 | PA      | $7625434.25    | 0.03%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054                                             | CUSIP: 3136BUWX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7959657 | PA      | $8001668.79    | 0.03%             | 2054-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2018-15 LTD                                                                | OCP CLO 2018-15 LTD AR TSFR3M+125 01/20/2038 144A                                                       | CUSIP: 67112KAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7545000 | PA      | $7544683.11    | 0.03%             | 2038-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2021-V LTD / CIFC FDG 2021-V LLC                                          | CIFC FDG 2021-V LTD / CIFC FDG 2021-V LLC CR TSFR3M+180 01/15/2038 144A                                 | CUSIP: 12565EAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249818.00     | 0.00%             | 2038-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                             | TWITTER TERM B1 1LN 10/26/2029                                                                          | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8975311 | PA      | $8732977.24    | 0.04%             | 2029-10-26      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                    | PENNYMAC FINANCIAL SERVICES INC 6.875% 02/15/2033 144A                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1003000 | PA      | $1043980.57    | 0.00%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                                 | SAAVI ENERGIA SARL 8.875% 02/10/2035 144A                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    1263000 | PA      | $1352205.69    | 0.01%             | 2035-02-10      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                       | OT MIDCO INC 10% 02/15/2030 144A                                                                        | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2145000 | PA      | $850068.43     | 0.00%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 02/01/2055#CB9985                                                                          | CUSIP: 3140QWCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4943710 | PA      | $5168873.25    | 0.02%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 02/01/2055#CB9989                                                                          | CUSIP: 3140QWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17124708 | PA      | $17813684.48   | 0.08%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 30YR 2.5% 01/01/2052#FA0375                                                                   | CUSIP: 3140W0MZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6610601 | PA      | $5688130.28    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    1000000 | NC      | $94861.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                    | WHP TERM B 1LN 02/20/2032                                                                               | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |    8373241 | PA      | $8379772.25    | 0.04%             | 2032-02-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                                   | API GROUP DE TERM B 1LN 1/3/2029                                                                        | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    1061239 | PA      | $1062650.78    | 0.00%             | 2029-01-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  106475000 | PA      | $105601436.51  | 0.46%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.625% 02/15/2035                                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  223484000 | PA      | $234789072.23  | 1.03%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+153 07/25/2054                                                   | CUSIP: 3136BSMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1468209 | PA      | $1481530.25    | 0.01%             | 2054-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SWCH COML MTG TR 2025-DATA                                                         | SWCH COML MTG TR 2025-DATA F TSFR1M+418.9 03/15/2042 144A                                               | CUSIP: 78489CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3095000 | PA      | $3044842.74    | 0.01%             | 2042-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 04/01/2050#SD0516                                                                          | CUSIP: 3132DMSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15410738 | PA      | $13878459.21   | 0.06%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 03/01/2050#SD0517                                                                          | CUSIP: 3132DMSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15393095 | PA      | $13862570.42   | 0.06%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+145 11/25/2053                                                   | CUSIP: 3136BQRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   11988370 | PA      | $12108843.39   | 0.05%             | 2053-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT INC                                                                   | RESTAURANT TECHNOLOGIES TERM INCR B 1LN 4/2/2029                                                        | CUSIP: 26972CAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2019738 | PA      | $1965527.75    | 0.01%             | 2029-04-02      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2% 05/01/2052#SD7328                                                                          | CUSIP: 3132DVD93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5808257 | PA      | $4815191.18    | 0.02%             | 2052-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                                  | MA'ADEN SUKUK LTD 5.25% 02/13/2030 144A                                                                 | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    1105000 | PA      | $1131674.70    | 0.00%             | 2030-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                         | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    3920000 | PA      | $4073221.04    | 0.02%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PRM5 TR 2025-PRM5                                                                  | PRM5 TR 2025-PRM5 D VAR 02/10/2028 144A                                                                 | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     391000 | PA      | $390720.04     | 0.00%             | 2033-03-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055                                                   | CUSIP: 3137HJYG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   11287376 | PA      | $11328559.45   | 0.05%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054                                                       | CUSIP: 3136BUGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    8044093 | PA      | $8080059.39    | 0.04%             | 2054-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                       | ING GROEP NV 3%/VAR 08/17/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1616603.08    | 0.01%             | 2031-08-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                          | ROGERS COMMUNICATIONS INC 7%/VAR 04/15/2055                                                             | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     816000 | PA      | $848153.66     | 0.00%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                                       | DAYFORCE TERM B 1LN 3/1/2031                                                                            | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |     360451 | PA      | $360451.18     | 0.00%             | 2031-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                           | SNAP INC 6.875% 03/01/2033 144A                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     981000 | PA      | $1010562.44    | 0.00%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                          | ROGERS COMMUNICATIONS INC 7.125%/VAR 04/15/2055                                                         | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     508000 | PA      | $537745.92     | 0.00%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HP PHRG BORROWER LLC                                                               | POWER HOME REMODELING TERM B 1LN 02/20/2032                                                             | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2205538 | PA      | $2170623.84    | 0.01%             | 2032-02-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                             | X TERM 1LN 10/26/2029                                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9700000 | PA      | $9607074.00    | 0.04%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 3.945%/VAR 02/18/2037 REGS                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2325723.59    | 0.01%             | 2037-02-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055                                                   | CUSIP: 3137HJEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    9296182 | PA      | $9311894.03    | 0.04%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                  | BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A                                                        | CUSIP: 054978AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     125000 | PA      | $124560.00     | 0.00%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 09/01/2051#QC7480                                                                          | CUSIP: 3133ASJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     598632 | PA      | $580803.97     | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 11/01/2051#QD1244                                                                          | CUSIP: 3133AXLZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     482792 | PA      | $468263.26     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 02/01/2052#QD6619                                                                          | CUSIP: 3133B4K87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     231044 | PA      | $224018.52     | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 02/01/2052#QD7533                                                                          | CUSIP: 3133B5LN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     215618 | PA      | $209062.29     | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 04/01/2052#QE0889                                                                          | CUSIP: 3133B97A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     508568 | PA      | $492786.26     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 04/01/2052#QE0547                                                                          | CUSIP: 3133B9TC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     355827 | PA      | $344784.98     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 06/01/2052#QE5393                                                                          | CUSIP: 3133BE7E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     281504 | PA      | $272768.38     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 07/01/2052#QE5493                                                                          | CUSIP: 3133BFC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     435576 | PA      | $422059.43     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 4% 08/01/2052#QE8192                                                                          | CUSIP: 3133BJC59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     268251 | PA      | $259926.97     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 09/01/2051#BT0253                                                                          | CUSIP: 3140LNH75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194219 | PA      | $188374.31     | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 11/01/2051#BU3339                                                                          | CUSIP: 3140M4V96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     261243 | PA      | $253381.30     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 04/01/2052#BV3829                                                                          | CUSIP: 3140MHHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     277545 | PA      | $268932.16     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 07/01/2052#BW3397                                                                          | CUSIP: 3140MUX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     302473 | PA      | $293086.78     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 09/01/2051#CB1703                                                                          | CUSIP: 3140QL3M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1840274 | PA      | $1784894.00    | 0.01%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 01/01/2052#CB2695                                                                          | CUSIP: 3140QM7H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1749753 | PA      | $1696550.23    | 0.01%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 11/01/2051#CB2189                                                                          | CUSIP: 3140QMNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2377704 | PA      | $2306150.58    | 0.01%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 12/01/2051#CB2460                                                                          | CUSIP: 3140QMWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1352984 | PA      | $1312268.10    | 0.01%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 02/01/2052#CB2924                                                                          | CUSIP: 3140QNHA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1161436 | PA      | $1126121.70    | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 09/01/2052#CB4669                                                                          | CUSIP: 3140QQFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3031780 | PA      | $2937700.86    | 0.01%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 30YR 2.5% 06/01/2052#FA0543                                                                   | CUSIP: 3140W0S97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7781757 | PA      | $6754220.84    | 0.03%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                                            | BARRY CALLEBAUT SVCS NV 4.25% 08/19/2031 REGS                                                           | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |    1100000 | PA      | $1312549.71    | 0.01%             | 2031-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                                     | VIRTU FINANCIAL TERM B 1LN 06/20/2031                                                                   | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    2505000 | PA      | $2517525.00    | 0.01%             | 2031-06-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GILEAD AVIATION LLC                                                                | GILEAD AVIATION LLC 0% 03/15/2050 144A                                                                  | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15170548 | PA      | $15476617.94   | 0.07%             | 2050-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.75% 02/15/2045                                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12980000 | PA      | $13184840.63   | 0.06%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | USTN TII 2.375% 02/15/2055                                                                              | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16090000 | PA      | $16174226.45   | 0.07%             | 2055-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC                                      | CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC ARR TSFR3M+120 01/25/2038 144A                            | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12780000 | PA      | $12779539.92   | 0.06%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MX HOLDINGS US INC                                                                 | MINIMAX VIKING TERM B 1LN 03/17/2032                                                                    | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |     783038 | PA      | $785973.89     | 0.00%             | 2032-03-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC                                            | ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A                                  | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3000000 | PA      | $2988771.00    | 0.01%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                 | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                                  | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36061355 | PA      | $35993740.19   | 0.16%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                 | BX TRUST 2025-ROIC B TSFR1M+149.33 03/15/2030 144A                                                      | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4617989 | PA      | $4606455.70    | 0.02%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                 | BX TRUST 2025-ROIC C TSFR1M+169 03/15/2030 144A                                                         | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6505627 | PA      | $6489379.26    | 0.03%             | 2030-03-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                 | BX TRUST 2025-ROIC TSFR1M+294.129 03/15/2030 144A                                                       | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1690407 | PA      | $1679852.76    | 0.01%             | 2030-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA GTD MTG PASS THRU CTF SOFR30A+110 02/25/2055                                                       | CUSIP: 3136BURK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   13270797 | PA      | $13282018.47   | 0.06%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-1 LTD                                              | PALMER SQUARE LOAN FUNDING 2025-1 LTD A1 TSFR3M+80 02/15/2033 144A                                      | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10839932 | PA      | $10808496.25   | 0.05%             | 2033-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 6% 04/01/2039#SB1117                                                                          | CUSIP: 3132CXG22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3102813 | PA      | $3233616.48    | 0.01%             | 2039-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 6% 09/01/2039#SB1399                                                                          | CUSIP: 3132CXRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1951221 | PA      | $2026038.62    | 0.01%             | 2039-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 6% 03/01/2039#FS7558                                                                          | CUSIP: 3140XPMG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5692151 | PA      | $5933890.34    | 0.03%             | 2039-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                     | BRAZIL FEDERATIVE REPUBLIC OF 6.625% 03/15/2035                                                         | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     545000 | PA      | $563530.00     | 0.00%             | 2035-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                     | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1986000 | PA      | $2041145.26    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                 | DOMINICAN REPUBLIC 7.15% 02/24/2055 144A                                                                | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     614000 | PA      | $655061.25     | 0.00%             | 2055-02-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVERNMENT OF                                                             | MONGOLIA GOVERNMENT OF 6.625% 02/25/2030 144A                                                           | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     537000 | PA      | $551767.50     | 0.00%             | 2030-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING INC                                                 | SIXTH STREET SPECIALTY LENDING INC 5.625% 08/15/2030                                                    | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |   20150000 | PA      | $20395887.43   | 0.09%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA GTD MTG PASS THRU CTF 2% 09/25/2045                                                                | CUSIP: 3136BBB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     879380 | PA      | $814877.93     | 0.00%             | 2045-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA GTD MTG PASS THRU CTF 2% 05/25/2043                                                                | CUSIP: 3136BBQT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1714914 | PA      | $1602917.47    | 0.01%             | 2043-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                                            | CARLSBERG BREWERIES A/S 3.25% 02/28/2032 REGS                                                           | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |     725000 | PA      | $839791.60     | 0.00%             | 2032-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING IX LTD                                                          | ALPHA STAR HOLDING IX LTD 7% 08/26/2028 REGS                                                            | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |     635000 | PA      | $646620.50     | 0.00%             | 2028-08-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                         | FIRST QUANTUM MINERALS LTD 8% 03/01/2033 144A                                                           | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $947950.29     | 0.00%             | 2033-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 TR                                                                    | ALTDE 2025-1 TR 5.9% 08/15/2050 144A                                                                    | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11754696 | PA      | $12052079.91   | 0.05%             | 2050-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC             | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1046000 | PA      | $1083144.51    | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                     | FHLMC REMI 30YR 6% 03/01/2055#RJ3645                                                                    | CUSIP: 3142GUBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11348336 | PA      | $11804912.01   | 0.05%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-1                                                                        | SCLP 2025-1 4.8% 02/27/2034 144A                                                                        | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5228839 | PA      | $5245893.62    | 0.02%             | 2034-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                           | UNIVAR TERM B 1LN 08/01/2030                                                                            | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    1508602 | PA      | $1508134.26    | 0.01%             | 2030-08-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                             | EMIRATES NBD BANK PJSC 6.25%/VAR PERP REGS                                                              | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EP               | CORP              | AE        |     680000 | PA      | $690410.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                                 | UNITED UTILITIES WATER FINANCE PLC 3.5% 02/27/2033 REGS                                                 | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     625000 | PA      | $723166.15     | 0.00%             | 2033-02-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-VLT6                                                                    | BX TR 2025-VLT6 F TSFR1M+393.966 03/15/2030 144A                                                        | CUSIP: 12433KAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1494000 | PA      | $1454614.72    | 0.01%             | 2042-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INC                                                              | AMSTED INDUSTRIES INC 6.375% 03/15/2033 144A                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1108024.47    | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055                                                       | CUSIP: 3136BUVN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    4996709 | PA      | $5017918.31    | 0.02%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 02/29/2032                                                                             | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  137683000 | PA      | $140684059.83  | 0.61%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2019-1 LTD.                                                             | CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A                                              | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12630000 | PA      | $12633927.93   | 0.06%             | 2035-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 12 LTD                                                             | BIRCH GROVE CLO 12 LTD D1 TSFR3M+275 04/22/2038 144A                                                    | CUSIP: 09090MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $300947.70     | 0.00%             | 2038-04-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-VLT6                                                                    | BX TR 2025-VLT6 E TSFR1M+319.073 03/15/2030 144A                                                        | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1675000 | PA      | $1662452.41    | 0.01%             | 2042-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-5C33                                                             | BBCMS MTG TR 2025-5C33 C 6.025% 03/15/2058                                                              | CUSIP: 072924AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     264000 | PA      | $267744.23     | 0.00%             | 2058-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-5C33                                                             | BBCMS MTG TR 2025-5C33 D 6.8473% 03/15/2058 144A                                                        | CUSIP: 072924AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     509000 | PA      | $493053.03     | 0.00%             | 2058-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KRE COML MTG TR 2025-AIP4                                                          | KRE COML MTG TR 2025-AIP4 E TSFR1M+300 03/15/2030 144A                                                  | CUSIP: 50077KAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     619000 | PA      | $615945.73     | 0.00%             | 2042-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                             | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    1791000 | PA      | $1873146.01    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| WEX INC                                                                            | WEX INC 6.5% 03/15/2033 144A                                                                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    1367000 | PA      | $1394223.81    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                               | PARAGUAY REPUBLIC OF 6.65% 03/04/2055 144A                                                              | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     320000 | PA      | $343299.20     | 0.00%             | 2055-03-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                            | BANK OF NOVA SCOTIA 3.375%/VAR 03/05/2033 REGS                                                          | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |    2400000 | PA      | $2798534.88    | 0.01%             | 2033-03-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| METRO AG                                                                           | METRO AG 4% 03/05/2030 REGS                                                                             | CUSIP: N/A<br>LEI: 5299006EQ03K3SSUYS12       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $603267.51     | 0.00%             | 2030-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                           | IMPERIAL DADE TERM B 1LN 12/11/2030                                                                     | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    3608459 | PA      | $3603406.75    | 0.02%             | 2030-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                       | FOCUS FINANCIAL TERM B8 1LN 09/15/2031                                                                  | CUSIP: N/A<br>LEI: 5493007L0E0VKRC2CP39       | Long             | LON              | CORP              | US        |    2853089 | PA      | $2852375.99    | 0.01%             | 2031-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                  | KENYA REPUBLIC OF 9.5% 03/05/2036 144A                                                                  | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $202400.00     | 0.00%             | 2036-03-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                          | AMERICAN AIRLINES TERM B 1LN 04/20/2028                                                                 | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     433322 | PA      | $432941.18     | 0.00%             | 2028-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                          | OLIN CORP 6.625% 04/01/2033 144A                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1683679.60    | 0.01%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2025-A                               | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2025-A 4.35% 12/15/2027                                   | CUSIP: 98164PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3189163 | PA      | $3194123.11    | 0.01%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1                                        | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.41% 11/15/2027 144A                                       | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2200000 | PA      | $2203853.30    | 0.01%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2025                                                        | JOHN DEERE OWNER TRUST 2025 4.23% 03/15/2028 REGS                                                       | CUSIP: 47800DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3879541 | PA      | $3885045.39    | 0.02%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP CZ030007 12/17/57 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |    2100000 | NC      | $350849.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-A                                                       | ARI FLEET LEASE TRUST 2025-A 4.38% 01/17/2034 144A                                                      | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3330000 | PA      | $3338816.84    | 0.01%             | 2034-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA GTD MTG PASS THRU 25-12 CTF SOFR30A+140 03/25/2055                                                 | CUSIP: 3136BVFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   17274746 | PA      | $17368598.29   | 0.08%             | 2055-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST.                                                             | CCG RECEIVABLES TRUST. 4.69% 10/14/2032 144A                                                            | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1520731.20    | 0.01%             | 2032-10-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                            | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                               | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |   15969139 | PA      | $7124471.62    | 0.03%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2025-1                                    | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2025-1 4.8% 12/11/2037 144A                                    | CUSIP: 36271NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $507371.45     | 0.00%             | 2037-12-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALUMINA LTD                                                                        | ALUMINA LTD 6.375% 09/15/2032 144A                                                                      | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    1850000 | PA      | $1925935.10    | 0.01%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WALKER and DUNLOP INC                                                              | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     982000 | PA      | $1009336.92    | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 6.75% 03/15/2032                                                                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     440000 | PA      | $449696.72     | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                         | KASEYA TERM 2LN 3/20/2033                                                                               | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    1910000 | PA      | $1874187.50    | 0.01%             | 2033-03-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                         | KASEYA TERM B 1LN 3/20/2032                                                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    4895311 | PA      | $4900059.35    | 0.02%             | 2032-03-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                     | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704                                                                  | CUSIP: 3142GUDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1552872 | PA      | $1640902.64    | 0.01%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                     | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3700                                                                  | CUSIP: 3142GUDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     443880 | PA      | $471401.19     | 0.00%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                     | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703                                                                  | CUSIP: 3142GUDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1387088 | PA      | $1466587.91    | 0.01%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MTG TR                                                            | INTOWN 2025-STAY E MTG TR TSFR1M+385 03/15/2042 144A                                                    | CUSIP: 46117WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     394000 | PA      | $394491.59     | 0.00%             | 2042-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2025-VTT                                                   | WELLS FARGO COML MTG TR 2025-VTT A VAR 03/15/2038 144A                                                  | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8813000 | PA      | $8859446.27    | 0.04%             | 2038-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 03/01/2055#CC0116                                                                          | CUSIP: 3140Y6DW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3587922 | PA      | $3737880.83    | 0.02%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                             | BRIGHTSPEED TERM B 1LN 10/03/2031                                                                       | CUSIP: 20752KAR4<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     275045 | PA      | $179747.39     | 0.00%             | 2031-10-03      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                             | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                    | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |    3000000 | PA      | $2651580.00    | 0.01%             | 2031-04-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                           | THYSSENKRUPP ELEVATOR TERM B 1LN 04/30/2030                                                             | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |    1767887 | PA      | $1777645.91    | 0.01%             | 2030-04-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                                                        | NEWLY WEDS FOODS TERM B 1LN 03/15/2032                                                                  | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2354100 | PA      | $2354100.00    | 0.01%             | 2032-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg Sarl                                                        | LGC GROUP TERM B 1LN 1/21/2030                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     542278 | PA      | $542110.30     | 0.00%             | 2030-01-21      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                                | REPUBLIC OF ARMENIA 6.75% 03/12/2035 144A                                                               | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     930000 | PA      | $963247.50     | 0.00%             | 2035-03-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                              | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                  | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2388453.67    | 0.01%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                           | MARS INC 5% 03/01/2032 144A                                                                             | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   12482000 | PA      | $12899731.85   | 0.06%             | 2032-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                           | MARS INC 4.8% 03/01/2030 144A                                                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   11332000 | PA      | $11608287.99   | 0.05%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                              | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                   | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     830000 | PA      | $828686.03     | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                | AXON ENTERPRISE INC 6.125% 03/15/2030 144A                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    1477000 | PA      | $1522447.29    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                | AXON ENTERPRISE INC 6.25% 03/15/2033 144A                                                               | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1365275.08    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                                 | FORESTAR GROUP INC 6.5% 03/15/2033 144A                                                                 | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    1636000 | PA      | $1683890.63    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                           | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    1091000 | PA      | $1111803.19    | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| BANKERS HEALTHCARE GROUP SECURITIZATION TRUST                                      | BANKERS HEALTHCARE GROUP SECURITIZATION TRUST 4.82% 04/17/2036 144A                                     | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2994448 | PA      | $3025673.49    | 0.01%             | 2036-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA II 5.5% 03/20/2054#787292                                                                          | CUSIP: 3622AC7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5817858 | PA      | $5972989.52    | 0.03%             | 2054-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 5.5% 12/20/2054#787741                                                                          | CUSIP: 3622ADP28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5965412 | PA      | $6131934.54    | 0.03%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 5.5% 01/20/2055#787767                                                                          | CUSIP: 3622ADQU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4980363 | PA      | $5110049.90    | 0.02%             | 2055-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2025-P1                                                | CARVANA AUTO RECEIVABLES TR 2025-P1 4.5% 06/12/2028                                                     | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5036696 | PA      | $5041178.62    | 0.02%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRM5 TR 2025-PRM5                                                                  | PRM5 TR 2025-PRM5 E CSTR 03/10/2033 144A                                                                | CUSIP: 693980AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1431000 | PA      | $1436530.10    | 0.01%             | 2033-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6.5% 09/01/2054#SD6617                                                                        | CUSIP: 3132DUK63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9616768 | PA      | $10182216.93   | 0.04%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 6.5% 02/01/2055#RJ3572                                                                        | CUSIP: 3142GT6J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1376679 | PA      | $1458163.58    | 0.01%             | 2055-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 6.5% 11/01/2054#RJ2828                                                                        | CUSIP: 3142GTEA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     518268 | PA      | $548741.57     | 0.00%             | 2054-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 6.5% 01/01/2055#RJ3341                                                                        | CUSIP: 3142GTWB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1198397 | PA      | $1268953.97    | 0.01%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-IG3 MTG TR                                                          | BENCHMARK 2020-IG3 825C MTG TR CSTR 09/15/2048 144A                                                     | CUSIP: 08162QBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     575000 | PA      | $542833.24     | 0.00%             | 2048-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-IG3 MTG TR                                                          | BENCHMARK 2020-IG3 MTG TR CSTR 09/15/2048 144A                                                          | CUSIP: 08162QCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     631000 | PA      | $589909.72     | 0.00%             | 2048-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LAKESIDE PK CLO LTD / LAKESIDE PK CLO LLC                                          | LAKESIDE PK CLO LTD / LLC A TSFR3M+115 04/15/2038 144A                                                  | CUSIP: 51218YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8163000 | PA      | $8158583.82    | 0.04%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                            | MNGT SWAP CZ030007 12/17/57 B                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    1100000 | NC      | $183778.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC                                   | MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC A1 TSFR3M+117 04/15/2038 144A                          | CUSIP: 617921AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13472000 | PA      | $13436986.27   | 0.06%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                  | EURO-BUND FUTURE DEC25 RXZ5                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -3 | NC      | $-796.34       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                                             | STANDARD CHARTERED PLC 3.864%/VAR 03/17/2033 REGS                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $828062.97     | 0.00%             | 2033-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                     | RCI BANQUE S A 4.75%/VAR 03/24/2037 REGS                                                                | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $351089.67     | 0.00%             | 2037-03-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                        | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3863438.00    | 0.02%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                       | ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1259023.20    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                           | VIRIDIEN 10% 10/15/2030 144A                                                                            | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    1048000 | PA      | $1104775.40    | 0.00%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 6% 09/01/2039#SB1239                                                                          | CUSIP: 3132CXLU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11433629 | PA      | $11865605.88   | 0.05%             | 2039-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                               | EDISON INTERNATIONAL 6.25% 03/15/2030                                                                   | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1181143.21    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                            | MNGT SWAP CZ030007 12/17/57 B                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     400000 | NC      | $66828.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5.5% 09/01/2054#QJ5533                                                                        | CUSIP: 3133CWEE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4903807 | PA      | $4967573.61    | 0.02%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 02/01/2055#MA5614                                                                        | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4194558 | PA      | $4249102.39    | 0.02%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN PLC                                                         | WESSEX WATER SERVS FIN PLC 6.125% 09/19/2034 REGS                                                       | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |     650000 | PA      | $884481.15     | 0.00%             | 2034-09-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASECO SARL                                                      | SIG COMBIBLOC PURCHASECO SARL 3.75% 03/19/2030 REGS                                                     | CUSIP: N/A<br>LEI: 549300Q95MWZB4BXB866       | Long             | DBT              | CORP              | LU        |     275000 | PA      | $322960.13     | 0.00%             | 2030-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD                                                                  | MAGNETITE CLO LTD A1 TSFR3M+115 04/15/2038 144A                                                         | CUSIP: 55956CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7916000 | PA      | $7915675.44    | 0.03%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                     | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                   | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1586000 | PA      | $1667191.38    | 0.01%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                          | STELLANTIS FINANCE US INC 5.75% 03/18/2030 144A                                                         | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1268191.92    | 0.01%             | 2030-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                              | WILLIAMS SCOTSMAN INC 6.625% 04/15/2030 144A                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     859000 | PA      | $886995.67     | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2                                         | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2 4.74% 01/16/2029                                             | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6555000 | PA      | $6573352.69    | 0.03%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                     | EUROPEAN UNION 3.375% 12/12/2035 REGS                                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    3434000 | PA      | $4085102.68    | 0.02%             | 2035-12-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CFMT 2025-HB16                                                                     | CFMT 2025-HB16 A VAR 03/25/2035 144A                                                                    | CUSIP: 12531BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2067472 | PA      | $2027321.44    | 0.01%             | 2035-03-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2025-R1                                                                  | CIM TRUST 2025-R1 5% 02/25/2099 144A                                                                    | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8568136 | PA      | $8528041.46    | 0.04%             | 2099-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TR 2025-A                                                | CARMAX SELECT RECEIVABLES TR 2025-A 4.77% 09/17/2029                                                    | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8465000 | PA      | $8538258.65    | 0.04%             | 2029-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 05/01/2051#CB0443                                                                        | CUSIP: 3140QKP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6905569 | PA      | $5993728.64    | 0.03%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU                                   | FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU F TSFR1M+425 12/15/2039 144A                           | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     653000 | PA      | $655037.16     | 0.00%             | 2039-12-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                    | NATGASOLINE TERM B 1LN 03/29/2030                                                                       | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    4103062 | PA      | $4120172.27    | 0.02%             | 2030-03-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 1.5% 04/01/2036#MA4321                                                                        | CUSIP: 31418DYT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9989349 | PA      | $8983017.00    | 0.04%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                    | TROPICANA TERM EXCH FLSO FL20 01/24/2029                                                                | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     970349 | PA      | $693110.50     | 0.00%             | 2029-01-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                    | TROPICANA TERM EXCH FLTO FL30 PIK 01/24/2030                                                            | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     576176 | PA      | $213547.95     | 0.00%             | 2030-01-24      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CY562349 11/18/64 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     700000 | NC      | $107206.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                    | TROPICANA TERM FLFO 01/24/2029                                                                          | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     933112 | PA      | $934745.24     | 0.00%             | 2029-01-24      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                         | PACIFICORP 7.375%/VAR 09/15/2055                                                                        | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1723000 | PA      | $1752017.04    | 0.01%             | 2055-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9 MTG TR                                                                | BMO 2025-5C9 XA MTG TR VAR 12/15/2057                                                                   | CUSIP: 096933AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17594677 | PA      | $489682.73     | 0.00%             | 2058-04-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-2 LTD                                                       | PALMER SQUARE CLO 2021-2 LTD DR2 TSFR3M+414 02/15/2038 144A                                             | CUSIP: 69701XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $201898.40     | 0.00%             | 2038-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC            | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 11.875% 04/15/2031 144A         | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1117000 | PA      | $1168136.26    | 0.01%             | 2031-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC            | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 8.25% 04/15/2030 144A           | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     551000 | PA      | $573019.61     | 0.00%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ARES LVIII CLO LTD / ARES LVIII CLO LLC                                            | ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A                                 | CUSIP: 04018AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11486000 | PA      | $11502781.05   | 0.05%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                     | 1261229 BC LTD 10% 04/15/2032 144A                                                                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4535000 | PA      | $4688351.03    | 0.02%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2021-CIP                                                            | BX COML MTG TR 2025-SPOT B TSFR1M+164.309 04/15/2040 144A                                               | CUSIP: 12433FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8163406 | PA      | $8168507.65    | 0.04%             | 2040-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                                             | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A                                    | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22743117 | PA      | $22743110.40   | 0.10%             | 2040-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                                             | BX TRUST 2025-SPOT E TSFR1M+344.054 04/15/2040 144A                                                     | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2354550 | PA      | $2366316.65    | 0.01%             | 2040-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 6.25% 07/01/2033 144A                                                                         | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1377000 | PA      | $1414347.96    | 0.01%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2025-800D                                        | GS MORTGAGE SECURITIES CORP TRUST 2025-800D B TSFR1M+315 11/17/2029 144A                                | CUSIP: 36273XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     430000 | PA      | $430183.74     | 0.00%             | 2041-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                               | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                             | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    1164000 | PA      | $1219770.73    | 0.01%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                               | CAPSTONE COPPER CORP 6.75% 03/31/2033 144A                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    1296000 | PA      | $1344382.27    | 0.01%             | 2033-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                               | NEXTERA ENERGY OPERATING PARTNERS LP 8.625% 03/15/2033 144A                                             | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1118770.60    | 0.00%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 03/31/2032                                                                             | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  307500000 | PA      | $314190526.58  | 1.37%             | 2032-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 03/31/2030                                                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7100000 | PA      | $7219257.85    | 0.03%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                     | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   12855462 | PA      | $12681913.76   | 0.06%             | 2030-10-08      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                                       | VISTAJET TERM B 1LN 04/01/2031                                                                          | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |    1098900 | PA      | $1106383.51    | 0.00%             | 2031-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | NOVOLEX TERM B 1LN 4/1/2032                                                                             | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    4530364 | PA      | $4498107.83    | 0.02%             | 2032-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | NOVOLEX TERM B-DD 1LN 03/29/2032                                                                        | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      76978 | PA      | $76430.19      | 0.00%             | 2032-03-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL2                                                                     | PRET 2025-RPL2 A1 4% 08/25/2064 144A                                                                    | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8825694 | PA      | $8601601.92    | 0.04%             | 2064-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIM 2025-NR1                                                                       | CIM 2025-NR1 5% 06/25/2064 144A                                                                         | CUSIP: 17181YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5946016 | PA      | $5834150.87    | 0.03%             | 2064-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLAT 2025-30A                                                                      | FLAT 2025-30A A1 TSFR3M+116 04/15/2038 144A                                                             | CUSIP: 33882MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11493000 | PA      | $11474726.13   | 0.05%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 30 LTD                                                             | FLATIRON RR CLO 30 LTD E TSFR3M+525 04/15/2038 144A                                                     | CUSIP: 33882NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $402945.60     | 0.00%             | 2038-04-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 11/01/2051#CB2045                                                                        | CUSIP: 3140QMHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4098585 | PA      | $3557390.50    | 0.02%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 10/01/2051#FM9068                                                                        | CUSIP: 3140XDCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1632817 | PA      | $1410069.28    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                                            | CAN 10YR BOND FUT MAR26 CNH6                                                                            | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |         59 | NC      | $21221.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    6790000 | PA      | $6980765.05    | 0.03%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 5% 03/27/2030 144A                                              | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    4430000 | PA      | $4541056.51    | 0.02%             | 2030-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                | CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A                                               | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1682000 | PA      | $1697161.55    | 0.01%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                        | DEL MONTE TERM FLFO B 1LN 8/2/2028                                                                      | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     203658 | PA      | $93479.00      | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                                                 | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                   | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1329000 | PA      | $1355263.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                        | IVORY COAST (COTE D'IVOIRE) 8.075% 04/01/2036 144A                                                      | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     543000 | PA      | $563748.03     | 0.00%             | 2036-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5%/VAR 01/31/2056                                  | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1073000 | PA      | $1103016.10    | 0.00%             | 2056-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                        | STARWOOD PPTY TR INC 6.5% 10/15/2030 144A                                                               | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     292000 | PA      | $304384.89     | 0.00%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2052#FA0995                                                                          | CUSIP: 3140W1C92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4713389 | PA      | $3901626.27    | 0.02%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                  | BX 2022-IND E TSFR1M+398.7 04/15/2037 144A                                                              | CUSIP: 05609WAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     960400 | PA      | $962194.51     | 0.00%             | 2037-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 30YR 2% 03/01/2052#                                                                           | CUSIP: 3140W04U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8672806 | PA      | $7114087.28    | 0.03%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-IRON                                             | BX COMMERCIAL MORTGAGE TRUST 2021-IRON TSFR1M+ 02/15/2038 144A                                          | CUSIP: 05608JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     580419 | PA      | $560395.93     | 0.00%             | 2038-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                               | ROMANIA REPUBLIC OF 5.875% 07/11/2032 REGS                                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     850000 | PA      | $1034685.25    | 0.00%             | 2032-07-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 4.75% 04/01/2028                                                                     | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2401000 | PA      | $2427349.46    | 0.01%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 14-R LTD                                                        | OHA CREDIT FUNDING 14-R LTD A TSFR3M+123 04/20/2038 144A                                                | CUSIP: 67706QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7599000 | PA      | $7602275.17    | 0.03%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 05/01/2031#AS7110                                                                        | CUSIP: 3138WG3U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1371633 | PA      | $1329894.74    | 0.01%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 05/01/2031#AS7111                                                                        | CUSIP: 3138WG3V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1586586 | PA      | $1538310.09    | 0.01%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 05/01/2031#AS7126                                                                        | CUSIP: 3138WG4L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1603238 | PA      | $1555075.56    | 0.01%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 05/01/2031#AS7140                                                                        | CUSIP: 3138WG5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1351681 | PA      | $1310056.50    | 0.01%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 05/01/2031#BC8289                                                                        | CUSIP: 3140F4F76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1123704 | PA      | $1089904.43    | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 05/01/2031#AS7145                                                                        | CUSIP: 3138WG5F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1431919 | PA      | $1388920.32    | 0.01%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 04/01/2031#AS6933                                                                        | CUSIP: 3138WGV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1231126 | PA      | $1194150.75    | 0.01%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 06/01/2031#AS7347                                                                        | CUSIP: 3138WHEV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2021253 | PA      | $1958999.32    | 0.01%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 06/01/2031#AS7325                                                                        | CUSIP: 3138WHD74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1277653 | PA      | $1238297.21    | 0.01%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 06/01/2031#AS7346                                                                        | CUSIP: 3138WHEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1246357 | PA      | $1208926.83    | 0.01%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                         | HPS CORPORATE LENDING FUND 5.45% 01/14/2028                                                             | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   29124000 | PA      | $29347750.66   | 0.13%             | 2028-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                                | CITYCON TREASURY BV 5.375% 07/08/2031 REGS                                                              | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $334570.13     | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                   | BANK5 2025-5YR14 XB CSTR 04/15/2058                                                                     | CUSIP: 06604MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   78532000 | PA      | $1047247.78    | 0.00%             | 2058-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                   | BANK5 2025-5YR14 CSTR 04/15/2058                                                                        | CUSIP: 06604MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31485072 | PA      | $1218210.96    | 0.01%             | 2058-04-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2025-800D                                        | GS MORTGAGE SECURITIES CORP TRUST 2025-800D TSFR1M+265 11/25/2041 144A                                  | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1260000 | PA      | $1262407.48    | 0.01%             | 2041-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                                  | NEXA RESOURCES SA 6.6% 04/08/2037 144A                                                                  | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     430000 | PA      | $446229.49     | 0.00%             | 2037-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES TR 2025-IND3                                                                  | ARES TR 2025-IND3 E TSFR1M+355 04/15/2027 144A                                                          | CUSIP: 039955AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     571000 | PA      | $570999.71     | 0.00%             | 2042-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.75% 04/15/2028                                                                              | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13910000 | PA      | $13989873.86   | 0.06%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                        | PAYCHEX INC 5.1% 04/15/2030                                                                             | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    2142000 | PA      | $2201282.76    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                        | PAYCHEX INC 5.35% 04/15/2032                                                                            | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    3058000 | PA      | $3180251.71    | 0.01%             | 2032-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                        | PAYCHEX INC 5.6% 04/15/2035                                                                             | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    2019000 | PA      | $2120955.74    | 0.01%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 08/01/2053#FA1108                                                                        | CUSIP: 3140W1GS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11039897 | PA      | $10925733.78   | 0.05%             | 2053-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVENTIV TECHNOLOGIES LLC                                                           | AVENTIV TERM FLSO 03/25/2026                                                                            | CUSIP: 05358AAV6<br>LEI: 549300EBCNNXVCJ2FW66 | Long             | LON              | CORP              | US        |     287295 | PA      | $300702.78     | 0.00%             | 2026-03-25      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                  | JAPAN TOBACCO INC 5.856% 06/15/2035 144A                                                                | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     740000 | PA      | $794655.87     | 0.00%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2054                                                   | CUSIP: 3136BTXR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   10000821 | PA      | $10032467.57   | 0.04%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5.5% 05/01/2055#SD8533                                                                        | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9740294 | PA      | $9866952.40    | 0.04%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BWAY TRUST 2025-1535                                                               | BWAY TRUST 2025-1535 B VAR 05/05/2030 144A                                                              | CUSIP: 12430BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     693000 | PA      | $727947.30     | 0.00%             | 2042-05-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                                    | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12414000 | PA      | $12848490.74   | 0.06%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                                    | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9214000 | PA      | $9781467.23    | 0.04%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13498000 | PA      | $13998624.35   | 0.06%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16230000 | PA      | $17240671.64   | 0.08%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                             | GSCM SWAP REC 3.9025 04/14/26                                                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   12260000 | NC      | $375024.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                             | GSCM SWAP PAY 3.9025 04/14/26                                                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   12260000 | NC      | $90108.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES LXXVI CLO LTD / LLC                                                           | ARES LXXVI CLO LTD / LLC A1 TSFR3M+140 05/27/2038 144A                                                  | CUSIP: 04021HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   24607000 | PA      | $24689113.56   | 0.11%             | 2038-05-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                     | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028                                         | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1139228 | PA      | $1142285.80    | 0.00%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                     | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.69% 04/15/2030                                         | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1470000 | PA      | $1482455.75    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 4.78% 02/15/2035                                                             | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1973000 | PA      | $1957294.66    | 0.01%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.099%/VAR 05/22/2036                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     300000 | PA      | $359048.07     | 0.00%             | 2036-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                 | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.5% 05/01/2033 144A                                                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1106021.14    | 0.00%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                 | VENTURE GLOBAL PLAQUEMINES LNG LLC 7.75% 05/01/2035 144A                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $1128572.16    | 0.00%             | 2035-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 5.15%/VAR 04/23/2031                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   19759000 | PA      | $20463296.51   | 0.09%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 5.605%/VAR 04/23/2036                                                            | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14595000 | PA      | $15479558.00   | 0.07%             | 2036-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 7.375% 04/25/2030                                                                  | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     520000 | PA      | $550420.00     | 0.00%             | 2030-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                               | COLOMBIA REPUBLIC OF 8.5% 04/25/2035                                                                    | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     499000 | PA      | $560501.75     | 0.00%             | 2035-04-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2025-III LTD                                                              | CIFC FDG 2025-III LTD E TSFR3M+725 07/21/2038 144A                                                      | CUSIP: 12574PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $256917.50     | 0.00%             | 2038-07-21      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                | GSCOFI SWAP CZ030007 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     400000 | NC      | $66828.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APIDOS CLO LIII                                                                    | APIDOS CLO LIII E TSFR3M+643 07/20/2038 144A                                                            | CUSIP: 03771GAA3<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |     323000 | PA      | $330403.48     | 0.00%             | 2038-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 04/30/2030                                                                             | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1517988.29    | 0.01%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 04/30/2032                                                                                 | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   88500000 | PA      | $89799843.75   | 0.39%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                             | BX COMMERCIAL MORTGAGE TRUST 2024-AIRC D TSFR1M+308.923 08/15/2039 144A                                 | CUSIP: 12433CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     917471 | PA      | $918616.04     | 0.00%             | 2041-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                          | QXO BUILDING PRODUCTS INC 6.75% 04/30/2032 144A                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    3342000 | PA      | $3490104.07    | 0.02%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                     | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.58% 09/15/2027 144A                                    | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5439254 | PA      | $5454668.57    | 0.02%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2                                                                       | CARMX 2025-2 4.59% 07/17/2028                                                                           | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6505831 | PA      | $6522071.53    | 0.03%             | 2028-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                                              | ACRISURE HOLDINGS INC SER A-2 PC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      78127 | NS      | $2090678.52    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6% 02/01/2055#SL0430                                                                          | CUSIP: 31427MPQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2384065 | PA      | $2484452.61    | 0.01%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                        | NATIONWIDE BUILDING SOC(UNGTD) 4%/VAR 07/30/2035 REGS                                                   | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $472076.72     | 0.00%             | 2035-07-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                             | OCP SA 6.1% 04/30/2030 144A                                                                             | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     505000 | PA      | $526304.69     | 0.00%             | 2030-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                            | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1317807.54    | 0.01%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                              | BOAM SWAP REC 4.025 04/23/30                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    5370000 | NC      | $197190.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                              | BOAM SWAP PAY 4.025 04/23/30                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    5370000 | NC      | $164978.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CY873245 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    3299311 | NC      | $23516.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-5C34                                                             | BBCMS MTG TR 2025-5C34 7.033533% 05/15/2058                                                             | CUSIP: 07337BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1892000 | PA      | $1991059.25    | 0.01%             | 2058-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP REC 4.075 04/24/30                                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |   17020000 | NC      | $644654.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP PAY 4.075 04/24/30                                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |   17020000 | NC      | $509362.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                    | WESTERN-SOUTHERN GLOBAL FUNDING 4.9% 05/01/2030 144A                                                    | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    4780000 | PA      | $4917610.56    | 0.02%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5.5% 01/01/2055#SL0002                                                                        | CUSIP: 31427MAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3641569 | PA      | $3732165.50    | 0.02%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 30YR 5.5% 02/01/2055#FA0629                                                                   | CUSIP: 3140W0VX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5229446 | PA      | $5351866.42    | 0.02%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 6% 06/01/2054#RJ1709                                                                          | CUSIP: 3142GR3T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5790259 | PA      | $6013717.59    | 0.03%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 10/01/2051#QC9148                                                                        | CUSIP: 3133AUEV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2655054 | PA      | $2292024.31    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 5.5% 04/01/2055#SL1111                                                                        | CUSIP: 31427NGV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3823604 | PA      | $3924704.14    | 0.02%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                     | CITI SWAP REC 4.03 04/25/30                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |    7400000 | NC      | $271808.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                     | CITI SWAP PAY 4.03 04/25/30                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |    7400000 | NC      | $226553.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO 2025-5C10 MORTGAGE TRUST                                                       | BMO 2025-5C10 C MORTGAGE TRUST VAR 05/15/2058                                                           | CUSIP: 05615BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     586000 | PA      | $602898.19     | 0.00%             | 2058-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP CZ030007 12/17/57 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     600000 | NC      | $100242.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                       | ALPHABET INC 3.375% 05/06/2037                                                                          | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     220000 | PA      | $251643.70     | 0.00%             | 2037-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                       | ALPHABET INC 3.875% 05/06/2045                                                                          | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     200000 | PA      | $226635.34     | 0.00%             | 2045-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                       | ALPHABET INC 4% 05/06/2054                                                                              | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     200000 | PA      | $222171.45     | 0.00%             | 2054-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                                            | FISERV FUNDING UNLTD CO 3.5% 06/15/2032                                                                 | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |     553000 | PA      | $633793.83     | 0.00%             | 2032-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                           | JEFFERSON CAPITAL HOLDIN 8.25% 05/15/2030 144A                                                          | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     853000 | PA      | $892362.54     | 0.00%             | 2030-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 5517 HF SOFR30A+135 03/25/2055                                           | CUSIP: 3137HKGX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   15136700 | PA      | $15175403.50   | 0.07%             | 2055-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                              | BOAM SWAP REC 3.95 04/29/30                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   18830000 | NC      | $658119.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                              | BOAM SWAP PAY 3.95 04/29/30                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   18830000 | NC      | $602824.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 07/01/2050#CA6328                                                                        | CUSIP: 3140QEA69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42753 | PA      | $37241.15      | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 08/01/2050#CA6709                                                                        | CUSIP: 3140QEN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14187929 | PA      | $12358832.82   | 0.05%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.25% 05/15/2035                                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  366247000 | PA      | $373800844.38  | 1.63%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                            | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  282005000 | PA      | $285397872.66  | 1.25%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2025-2 LTD                                                          | CARLYLE US CLO 2025-2 LTD E TSFR3M+675 07/25/2038 144A                                                  | CUSIP: 14320DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $255306.75     | 0.00%             | 2038-07-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO Y CONSTITUCION SA                                                  | CELULOSA ARAUCO Y CONSTITUCION SA 6.18% 05/05/2032 144A                                                 | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     415000 | PA      | $428748.95     | 0.00%             | 2032-05-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                                                | ORBIA ADVANCE CORPORATION SAB DE CV 6.8% 05/13/2030 144A                                                | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    1340000 | PA      | $1328275.00    | 0.01%             | 2030-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                    | PENNYMAC FINANCIAL SERVICES INC 6.875% 05/15/2032 144A                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1257000 | PA      | $1312235.09    | 0.01%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 05/01/2055#CC0404                                                                          | CUSIP: 3140Y6NW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5306389 | PA      | $5523197.20    | 0.02%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 03/01/2052#CB3114                                                                          | CUSIP: 3140QNN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5796442 | PA      | $5232785.76    | 0.02%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 04/01/2052#CB3239                                                                          | CUSIP: 3140QNS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4943315 | PA      | $4471886.87    | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                                | SHIFT4 PAYMENTS TERM B 1LN 07/06/2032                                                                   | CUSIP: N/A<br>LEI: 254900GTEMR7L40VPI74       | Long             | LON              | CORP              | US        |     325000 | PA      | $327083.25     | 0.00%             | 2032-07-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                              | BOAM SWAP PAY 4.065 05/02/30                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3350000 | NC      | $101361.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                              | BOAM SWAP REC 4.065 05/02/30                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    3350000 | NC      | $126031.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                           | BUILDERS FIRSTSOURCE INC 6.75% 05/15/2035 144A                                                          | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    2519000 | PA      | $2656771.67    | 0.01%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-4                                                                       | VERUS 2025-4 5.448% 05/25/2070 144A                                                                     | CUSIP: 92540UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3868265 | PA      | $3904623.58    | 0.02%             | 2070-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 56 FC SOFR30A+150 11/25/2053                                             | CUSIP: 3136BQNC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    1225836 | PA      | $1237978.03    | 0.01%             | 2053-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+145 10/25/2053                                                   | CUSIP: 3137HAT48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    3527636 | PA      | $3569372.08    | 0.02%             | 2053-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP INC/GROUPE MINIER WINDFALL INC                               | WINDFALL MINING GROUP INC/GROUPE MINIER WINDFALL INC 5.854% 05/13/2032 144A                             | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |     640000 | PA      | $670109.21     | 0.00%             | 2032-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 6% 12/01/2052#RA8306                                                                          | CUSIP: 3133KQGP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     785953 | PA      | $817267.39     | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 07/01/2053#FS5067                                                                          | CUSIP: 3140XLTZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1194930 | PA      | $1242165.46    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                           | NAVOI MINING METALLURGIC 6.75% 05/14/2030 144A                                                          | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     835000 | PA      | $873618.75     | 0.00%             | 2030-05-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                          | AMERICAN AIRLINES TERM B 1LN 5/28/2032                                                                  | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     940275 | PA      | $942860.76     | 0.00%             | 2032-05-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 04/01/2052#FS8772                                                                        | CUSIP: 3140XQXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3435360 | PA      | $2966711.24    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BCRED BSL STATIC CLO 2025-1 LTD / LLC                                              | BCRED BSL STATIC CLO 2025-1 A AR LTD / LLC AR TSFR3M+125 07/15/2035 144A                                | CUSIP: 05556KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11126000 | PA      | $11102624.27   | 0.05%             | 2035-07-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                             | FAIR ISAAC CORPORATION 6% 05/15/2033 144A                                                               | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2086535.50    | 0.01%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SWCH COML MTG TR 2025-DATA                                                         | SWCH COML MTG TR 2025-DATA D TSFR1M+264.122 03/15/2042 144A                                             | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     915000 | PA      | $907851.56     | 0.00%             | 2042-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC                      | CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC 25-1A A2 6% 05/20/2055 144A               | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1365000 | PA      | $1392349.41    | 0.01%             | 2055-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC                      | CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC 9.408% 05/20/2055 144A                    | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1046960.60    | 0.00%             | 2055-05-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP CZ030007 12/17/57 B                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     800000 | NC      | $133657.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCO VIII MORTGAGE LLC 2025-3                                                       | RCO VIII MORTGAGE LLC 2025-3 VAR 05/25/2030 144A                                                        | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1661500 | PA      | $1665071.96    | 0.01%             | 2030-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC EUAMDB01+NA 08/14/2031 REGS                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2349883.24    | 0.01%             | 2031-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+150 11/25/2053                                                   | CUSIP: 3136BQVT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   11930181 | PA      | $12047885.12   | 0.05%             | 2053-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                            | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     701000 | PA      | $721815.49     | 0.00%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2028000 | PA      | $2088132.23    | 0.01%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                                 | CROWN AMERICAS LLC 5.875% 06/01/2033 144A                                                               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1745481.82    | 0.01%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                                             | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+249.189 04/15/2040 144A                                   | CUSIP: 12433FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     906642 | PA      | $908342.06     | 0.00%             | 2040-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H4 MTG TR                                                               | CROSS 2025-H4 MTG TR A1 VAR 06/25/2070 144A                                                             | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3430740 | PA      | $3464908.98    | 0.02%             | 2070-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2025-NQM5                                                 | BRAVO RESIDENTIAL FDG TR 2025-NQM5 STEP 02/25/2065 144A                                                 | CUSIP: 10569RAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2552488 | PA      | $2576970.10    | 0.01%             | 2065-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1253000 | PA      | $1284319.99    | 0.01%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                          | ENPRO INC 6.125% 06/01/2033 144A                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    1081000 | PA      | $1116675.16    | 0.00%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 5% 12/20/2054#787773                                                                            | CUSIP: 3622ADQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4740599 | PA      | $4754480.38    | 0.02%             | 2054-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                     | MCDONALDS CORP 3.5% 05/21/2032 REGS                                                                     | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |     925000 | PA      | $1086542.01    | 0.00%             | 2032-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERSCHEND ENTERTAINMENT CO LLC                                                     | HERSCHEND TERM 1LN 5/27/2032                                                                            | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |     763088 | PA      | $765872.77     | 0.00%             | 2032-05-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO INC                                                                 | OSTTRA TERM B 1LN 10/8/2032                                                                             | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     960000 | PA      | $963600.00     | 0.00%             | 2032-10-08      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                       | NAVIENT CORP 7.875% 06/15/2032                                                                          | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1084915.65    | 0.00%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                     | BOMBARDIER INC 6.75% 06/15/2033 144A                                                                    | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $949133.48     | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                 | AVIS BUDG CAR RENT LLC/FIN INC 8.375% 06/15/2032 144A                                                   | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1001000 | PA      | $1030663.63    | 0.00%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                | ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A                                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15080000 | PA      | $15136486.66   | 0.07%             | 2040-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1                                                                        | SLAM 2025-1 5.807% 05/15/2050 144A                                                                      | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7459358 | PA      | $7681823.54    | 0.03%             | 2050-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                | GSCOFI SWAP CY873245 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    1399708 | NC      | $9976.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                                     | ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC 7% 05/21/2030 144A                                       | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1100000 | PA      | $1143399.40    | 0.00%             | 2030-05-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                     | EUROPEAN UNION 3.75% 10/12/2045 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | LU        |    2115000 | PA      | $2444991.21    | 0.01%             | 2045-10-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 5.813%/VAR 05/22/2033 REGS                                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     725000 | PA      | $998767.37     | 0.00%             | 2033-05-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                  | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    2112000 | PA      | $2217033.98    | 0.01%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                  | HERC HOLDINGS INC 7.25% 06/15/2033 144A                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1355070.72    | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2                                          | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2 A1 VAR 09/25/2065 144A                                        | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2647587 | PA      | $2672857.30    | 0.01%             | 2065-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 5% 05/15/2045                                                               | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5550000 | PA      | $5817960.94    | 0.03%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM3                                                                     | MSRM 2025-NQM3 VAR 05/25/2070 144A                                                                      | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4257766 | PA      | $4292544.57    | 0.02%             | 2070-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRIMA CAP CRE SECURITIZATION 2019-RK1 LTD/LLC                                      | PRIMA CAP CRE SECURITIZATION 2019-RK1 LTD/LLC BT 4.45% 04/15/2038 144A                                  | CUSIP: 74166GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     733000 | PA      | $695838.15     | 0.00%             | 2038-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FUSION BUYER LLC                                                                   | FRANCHISE NEW TOPCO TAKE BACK LOAN TERM 1LN 06/06/2030                                                  | CUSIP: 36119LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     422853 | PA      | $432718.44     | 0.00%             | 2030-06-06      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CR CLO XIX                                                                | MIDOCEAN CR CLO XIX E TSFR3M+625 07/20/2036 144A                                                        | CUSIP: 59803JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $197236.40     | 0.00%             | 2036-07-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG SARL                                                           | SHURGARD LUXEMBOURG SARL 4% 05/27/2035 REGS                                                             | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |     700000 | PA      | $812595.27     | 0.00%             | 2035-05-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                     | BLACKSTONE PRIVATE CREDIT FUND 5.6% 11/22/2029                                                          | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   20100000 | PA      | $20329400.90   | 0.09%             | 2029-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                               | TEVA PHARMACEUTICAL FIN NETH III B V 6% 12/01/2032                                                      | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1421000 | PA      | $1491714.64    | 0.01%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                      | COREWEAVE INC 9.25% 06/01/2030 144A                                                                     | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    2203000 | PA      | $2032499.63    | 0.01%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTER HLDGS INC                                                        | ALERA TERM 1LN 05/31/2032                                                                               | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    2755000 | PA      | $2765331.25    | 0.01%             | 2032-05-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INTER HLDGS INC                                                        | ALERA TERM 2LN 05/31/2033                                                                               | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |     700000 | PA      | $717206.00     | 0.00%             | 2033-05-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                      | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                          | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     847000 | PA      | $878989.50     | 0.00%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                                      | MIDDLE RIVER POWER TERM DD 1LN 6/4/2032                                                                 | CUSIP: 55351DAC4<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |     103871 | PA      | $102702.42     | 0.00%             | 2032-06-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                                      | MIDDLE RIVER POWER TERM B 1LN 06/04/2032                                                                | CUSIP: 55351DAB6<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |     816129 | PA      | $806947.58     | 0.00%             | 2032-06-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                         | DAVITA INC 6.75% 07/15/2033 144A                                                                        | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1486000 | PA      | $1544124.89    | 0.01%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                           | SNAM SPA 5.75% 05/28/2035 144A                                                                          | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     749000 | PA      | $782899.63     | 0.00%             | 2035-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                             | CACI INTERNATIONAL INC 6.375% 06/15/2033 144A                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    1941000 | PA      | $2023500.26    | 0.01%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A                                                | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1228000 | PA      | $1276098.30    | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                              | AHLSTROM TERM B 1LN 5/23/2030                                                                           | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |    1405478 | PA      | $1406180.24    | 0.01%             | 2030-05-23      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CZ030005 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |    9100000 | NC      | $-5117.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX TR 2025-TAIL                                                                    | BX TR 2025-TAIL A VAR 06/15/2035 144A                                                                   | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4323000 | PA      | $4322998.70    | 0.02%             | 2035-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 22-53 FG SOFR30A+80 08/25/2052                                           | CUSIP: 3136BNS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    6890522 | PA      | $6836351.77    | 0.03%             | 2052-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 22-56 FJ SOFR30A+80 09/25/2052                                           | CUSIP: 3136BNY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   13923242 | PA      | $13813782.60   | 0.06%             | 2052-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 22-67 FA SOFR30A+80 10/25/2052                                           | CUSIP: 3136BPBP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   20462377 | PA      | $20301315.33   | 0.09%             | 2052-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FEDERAL NAT MTG ASN GTD REM PA 22-64 GF SOFR30A+80 10/25/2052                                           | CUSIP: 3136BPDD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    7900148 | PA      | $7845523.89    | 0.03%             | 2052-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-TAIL                                                                    | BX TR 2025-TAIL D TSFR1M+245 06/15/2035 144A                                                            | CUSIP: 123912AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1344000 | PA      | $1343999.46    | 0.01%             | 2035-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-TAIL                                                                    | BX TR 2025-TAIL E TSFR1M+330 06/15/2035 144A                                                            | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1828000 | PA      | $1826746.72    | 0.01%             | 2035-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C12 MORTGAGE TRUST                                                        | BMO 2025-C12 MORTGAGE TRUST VAR 06/15/2058                                                              | CUSIP: 05615DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1175000 | PA      | $1220550.29    | 0.01%             | 2058-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                               | FLUTTER ENTERTAINMENT TERM B 1LN 06/04/2032                                                             | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |    1511212 | PA      | $1506180.16    | 0.01%             | 2032-06-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLUXYS SA                                                                          | FLUXYS SA 4% 11/28/2030 REGS                                                                            | CUSIP: N/A<br>LEI: 529900UEWUHSPPJQ1R79       | Long             | DBT              | CORP              | BE        |    1100000 | PA      | $1306074.20    | 0.01%             | 2030-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                | AMERICAN TOWER CORP 3.625% 05/30/2032                                                                   | CUSIP: 03027XCQ1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     875000 | PA      | $1027583.23    | 0.00%             | 2032-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                               | ENDEAVOUR MINING PLC 7% 05/28/2030 144A                                                                 | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |     735000 | PA      | $757821.75     | 0.00%             | 2030-05-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 7.25% 05/29/2032                                                                     | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     408000 | PA      | $433104.24     | 0.00%             | 2032-05-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY CO                                            | FLUTTER TREASURY DESIGNATED ACTIVITY CO 5.875% 06/04/2031 144A                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    1679000 | PA      | $1695806.79    | 0.01%             | 2031-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                            | NEW FORTRESS ENERGY INC 144                                                                             | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | EC               | CORP              | US        |      17410 | NS      | $21240.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2% 01/25/2045                                                            | CUSIP: 3137FU4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4911040 | PA      | $4651309.19    | 0.02%             | 2045-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 05/31/2032                                                                             | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  270732000 | PA      | $276569333.87  | 1.21%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 05/31/2030                                                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   97802000 | PA      | $99486792.02   | 0.43%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRIMA CAPITAL CRE SECURITIZATION 2019-VII LTD                                      | PRIMA CAPITAL CRE SECURITIZATION 2019-VII LTD 7A D 4.25% 12/25/2050 144A                                | CUSIP: 74166VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $713819.10     | 0.00%             | 2050-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TR 2022-VAMF                                                                    | BX TR 2022-VAMF E TSFR1M+270 01/15/2039 144A                                                            | CUSIP: 05609TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $996437.60     | 0.00%             | 2039-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                       | AMPRION GMBH 3.875% 06/05/2036 REGS                                                                     | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     700000 | PA      | $817367.56     | 0.00%             | 2036-06-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                          | SAUDI ARABIAN OIL COMPANY 6.375% 06/02/2055 REGS                                                        | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |    1295000 | PA      | $1379537.60    | 0.01%             | 2055-06-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                         | ARES STRATEGIC INCOME FUND 5.7% 03/15/2028                                                              | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   15181000 | PA      | $15378196.03   | 0.07%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CFC USA 2025 LLC                                                                   | CFC GROUP TERM B 1LN 07/01/2032                                                                         | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1690000 | PA      | $1641412.50    | 0.01%             | 2032-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 7.125% 09/15/2032                                                                  | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     585000 | PA      | $605864.61     | 0.00%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS INC                                                             | NEW FLYER HOLDINGS INC 9.25% 07/01/2030 144A                                                            | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     545000 | PA      | $583704.81     | 0.00%             | 2030-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP MTG TR                                                                  | IP 2025-IP F CSTR MTG TR VAR 06/10/2042 144A                                                            | CUSIP: 449843AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1094000 | PA      | $1113231.21    | 0.00%             | 2042-06-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BX 2025-LUNR A                                                                     | BX 2025-LUNR E TSFR1M+395 06/15/2030 144A                                                               | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     191739 | PA      | $192553.10     | 0.00%             | 2040-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2025-2 LTD                                                       | PALMER SQUARE CLO 2025-2 LTD 2A A1 1.35% 07/20/2038 144A                                                | CUSIP: 69704BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20606000 | PA      | $20680490.69   | 0.09%             | 2038-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NCMF TR 2025-MFS                                                                   | NCMF TR 2025-MFS F VAR 06/10/2033 144A                                                                  | CUSIP: 62887TAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     906000 | PA      | $924183.60     | 0.00%             | 2033-06-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MAGNE 2023-36A                                                                     | MAGNE 2023-36A AR TSFR3M+132 07/25/2038 144A                                                            | CUSIP: 559922AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11119000 | PA      | $11147464.64   | 0.05%             | 2038-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                          | IQVIA INC 6.25% 06/01/2032 144A                                                                         | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    2258000 | PA      | $2361788.97    | 0.01%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                             | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC 10% 01/15/2031 144A                              | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1083000 | PA      | $1037662.91    | 0.00%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                      | JH NORTH AMERICA HOLDINGS INC 6.125% 07/31/2032 144A                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     590000 | PA      | $604798.38     | 0.00%             | 2032-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                        | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.875% 06/15/2030 144A                                    | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1462535.51    | 0.01%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                         | ARES STRATEGIC INCOME FUND 5.45% 09/09/2028 144A                                                        | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    9538000 | PA      | $9584241.75    | 0.04%             | 2028-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                         | ARES STRATEGIC INCOME FUND 5.8% 09/09/2030 144A                                                         | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    7637000 | PA      | $7718752.33    | 0.03%             | 2030-09-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 3.25% 06/06/2032                                                                 | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $2276341.84    | 0.01%             | 2032-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP                                          | ASCENT RESOURCES UTICA LLC / ARU FIN CORP 6.625% 07/15/2033 144A                                        | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     578000 | PA      | $589094.45     | 0.00%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                                               | DOTDASH MEREDITH TERM B 1LN 06/16/2032                                                                  | CUSIP: 25849KAH0<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |    2210000 | PA      | $1886787.50    | 0.01%             | 2032-06-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                        | ASURION TERM B13 1LN 09/19/2030                                                                         | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    4504975 | PA      | $4417127.99    | 0.02%             | 2030-09-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                       | INSULET TERM B 1LN 8/1/2031                                                                             | CUSIP: 45784QAF6<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |    3577177 | PA      | $3596028.24    | 0.02%             | 2031-08-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                       | ACRISURE TERM B 1LN 06/21/2032                                                                          | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    2064825 | PA      | $2062574.34    | 0.01%             | 2032-06-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL3                                                                     | PRET 2025-RPL3 A1 STEP 4.15% 04/25/2065 144A                                                            | CUSIP: 69382RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3448606 | PA      | $3369399.38    | 0.01%             | 2065-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                               | ROCKET COS INC 6.125% 08/01/2030 144A                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2036000 | PA      | $2113494.23    | 0.01%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                               | ROCKET COS INC 6.375% 08/01/2033 144A                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1884902.40    | 0.01%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                               | ZF EUROPE FINANCE BV 7% 06/12/2030 REGS                                                                 | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $362832.81     | 0.00%             | 2030-06-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS PLC                                                          | LONDON POWER NETWORKS PLC 3.837% 06/11/2037 REGS                                                        | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |     575000 | PA      | $667581.96     | 0.00%             | 2037-06-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                                                 | PUBLICIS GROUPE SA 3.375% 06/12/2032 REGS                                                               | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $808818.12     | 0.00%             | 2032-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                     | TARGA RES CORP 4.9% 09/15/2030                                                                          | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    8617000 | PA      | $8788879.94    | 0.04%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                     | TARGA RES CORP 5.65% 02/15/2036                                                                         | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   15467000 | PA      | $15983069.29   | 0.07%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                    | CEMEX SAB DE CV T5Y+NA PERP 144A                                                                        | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |     911000 | PA      | $943458.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                                               | DOTDASH MEREDITH INC 7.625% 06/15/2032 144A                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |     815000 | PA      | $738129.20     | 0.00%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                | ACRISURE LLC / ACRISURE FINANCE INC 6.75% 07/01/2032 144A                                               | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     555000 | PA      | $568474.85     | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                               | ALPHA GENERATION TERM B 1LN 09/30/2031                                                                  | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    2313503 | PA      | $2316880.78    | 0.01%             | 2031-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTF 2025-A                                                                       | WESTF 2025-A 5.582% 06/15/2050 144A                                                                     | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9049201 | PA      | $9203426.23    | 0.04%             | 2050-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                           | X.AI TERM B 1LN 06/28/2030                                                                              | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3681475 | PA      | $3554611.37    | 0.02%             | 2030-06-28      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| X AI LLC                                                                           | X.AI TERM 1LN 06/28/2030                                                                                | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     624250 | PA      | $641416.88     | 0.00%             | 2030-06-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                | GSCOFI SWAP CZ030008 12/17/57 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     700000 | NC      | $66403.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUSION PARENT, LLC                                                                 | FUSION PARENT LLC CLASS A                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       8817 | NS      | $370931.19     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WHIRLPOOL CORP                                                                     | WHIRLPOOL CORP 6.125% 06/15/2030                                                                        | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    2179000 | PA      | $2200909.85    | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                     | WHIRLPOOL CORP 6.5% 06/15/2033                                                                          | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3537703.36    | 0.02%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                         | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 8.625% 06/15/2032 144A                       | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     955000 | PA      | $915727.73     | 0.00%             | 2032-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                                                | NEW HOME CO INC/THE 8.5% 11/01/2030 144A                                                                | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     531000 | PA      | $546942.86     | 0.00%             | 2030-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                            | VEOLIA ENVIRONNEMENT SA 3.324% 06/17/2032 REGS                                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |    1700000 | PA      | $1970971.19    | 0.01%             | 2032-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                  | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                                | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     461000 | PA      | $468216.49     | 0.00%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 07/01/2055#MA5760                                                                        | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7255792 | PA      | $7350143.04    | 0.03%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                 | REALTY INCOME CORP 3.375% 06/20/2031                                                                    | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     700000 | PA      | $813308.95     | 0.00%             | 2031-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                               | VOLKSWAGEN BANK GMBH 3.5% 06/19/2031 REGS                                                               | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $582462.38     | 0.00%             | 2031-06-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                       | SOMNIGROUP TERM B 1LN 10/24/2031                                                                        | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |    2883836 | PA      | $2897361.32    | 0.01%             | 2031-10-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                 | BAUSCH and LOMB TERM B 1LN 1/15/2031                                                                    | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |    2379038 | PA      | $2392122.21    | 0.01%             | 2031-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                               | BEACON MOBILITY TERM B 1LN 08/06/2030                                                                   | CUSIP: 07363PAB6<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |     778373 | PA      | $782101.90     | 0.00%             | 2030-08-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                               | BEACON MOBILITY TERM DD 1LN 08/06/2030                                                                  | CUSIP: 07363PAC4<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |     106627 | PA      | $107137.25     | 0.00%             | 2030-08-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US LONG BOND(CBT) FUT MAR26 USH6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        211 | NC      | $189357.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 10YR NOTE FUT (CBT)MAR26 TYH6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -446 | NC      | $-234288.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 10YR NOTE FUT (CBT)MAR26 TYH6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       5044 | NC      | $2624796.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 10YR ULTRA FUT MAR26 UXYH6                                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         16 | NC      | $12720.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US ULTRA BOND CBT FUT MAR26 WNH6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -25 | NC      | $-11353.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SIXTH STREET CLO XX LTD                                                            | SIXTH STREET CLO XX LTD 2021-20A A1R TSFR3M+132 07/17/2038 144A                                         | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9224000 | PA      | $9246700.26    | 0.04%             | 2038-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 6.875% 06/30/2033 144A                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2403393.32    | 0.01%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                                 | RITHM CAPITAL CORP 8% 07/15/2030 144A                                                                   | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1116095.18    | 0.00%             | 2030-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                                     | HAMILTON PROJECTS TERM B 1LN 05/30/2031                                                                 | CUSIP: 40444KAF2<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     703874 | PA      | $708385.97     | 0.00%             | 2031-05-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHARF 2025-DC E                                                                    | WHARF 2025-DC E 7.85642% 07/15/2040 144A                                                                | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     521000 | PA      | $535528.55     | 0.00%             | 2040-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC                                                               | SIZZLING PLATTER TERM 1LN 07/02/2032                                                                    | CUSIP: N/A<br>LEI: 549300440PU6D6ZUIR97       | Long             | LON              | CORP              | US        |    2096034 | PA      | $1992112.32    | 0.01%             | 2032-07-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC                                                               | SIZZLING PLATTER TERM DD 1LN 06/25/2032                                                                 | CUSIP: 84862VAD4<br>LEI: 549300440PU6D6ZUIR97 | Long             | LON              | CORP              | US        |     158966 | PA      | $151084.78     | 0.00%             | 2032-07-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRM TR 2025-PRM6                                                                   | PRM TR 2025-PRM6 E VAR 07/05/2033 144A                                                                  | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     422000 | PA      | $422428.71     | 0.00%             | 2033-07-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PRM TR 2025-PRM6                                                                   | PRM TR 2025-PRM6 VAR 07/05/2033 144A                                                                    | CUSIP: 74277DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     950000 | PA      | $948189.21     | 0.00%             | 2033-07-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                               | BEACON MOBILITY CORP 7.25% 08/01/2030 144A                                                              | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     530000 | PA      | $554682.10     | 0.00%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUPERNOVA INVEST GMBH                                                              | SUPERNOVA INVEST GMBH 5% 06/24/2030 REGS                                                                | CUSIP: N/A<br>LEI: 5299008Z5M2L56PLUX74       | Long             | DBT              | CORP              | AT        |     200000 | PA      | $237781.98     | 0.00%             | 2030-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                                        | AUST 10Y BOND FUT DEC25 XMZ5                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         17 | NC      | $-18560.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BAHAMAS COMWLTH                                                                    | BAHAMAS COMWLTH 8.25% 06/24/2036 144A                                                                   | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     809000 | PA      | $876551.50     | 0.00%             | 2036-06-24      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                         | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                        | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     505000 | PA      | $548609.28     | 0.00%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                  | NEXSTAR BROADCASTING TERM B 1LN 06/28/2032                                                              | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    1970062 | PA      | $1973588.91    | 0.01%             | 2032-06-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                        | SKECHERS TERM B 1LN 09/13/2032                                                                          | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    1460000 | PA      | $1468511.80    | 0.01%             | 2032-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NOURISH BUYER I INC                                                                | ACTUS NUTRITION TERM B 1LN 07/12/2032                                                                   | CUSIP: 66979CAH4<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |    3670000 | PA      | $3679175.00    | 0.02%             | 2032-07-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C11 MTG TR                                                               | BMO 2025-5C11 MTG TR CSTR 07/15/2058                                                                    | CUSIP: 096941AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37800000 | PA      | $989566.20     | 0.00%             | 2058-07-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                           | ARES CLO AR2 TSFR3M+131 07/15/2038 144A                                                                 | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15421000 | PA      | $15434308.32   | 0.07%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 06/30/2032                                                                                 | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  108800000 | PA      | $110334249.73  | 0.48%             | 2032-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 06/30/2030                                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42500000 | PA      | $43012988.18   | 0.19%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                                                        | GPD COS INC PIK 12.5% 12/31/2029 144A                                                                   | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1027471 | PA      | $558160.86     | 0.00%             | 2029-12-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                           | SGUS LLC 11% 12/15/2029 144A                                                                            | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1311314 | PA      | $1062631.12    | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                                       | ASPIRE BAKERIES TERM B 1LN 12/23/2030                                                                   | CUSIP: 02106XAJ5<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |     663974 | PA      | $666776.05     | 0.00%             | 2030-12-23      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| X.AI LLC / X.AI CO ISSUER CO                                                       | X.AI LLC / X.AI CO ISSUER CO 12.5% 06/30/2030                                                           | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3716000 | PA      | $3909923.18    | 0.02%             | 2030-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                               | ROYAL BANK OF CANADA 3.125%/VAR 09/27/2031 REGS                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |    1100000 | PA      | $1280915.13    | 0.01%             | 2031-09-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 7.45%/VAR PERP 144A                                                                         | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |    1200000 | PA      | $1251146.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE IHRACAT KREDI BANKASI AS                                                   | TURKIYE IHRACAT KREDI BANKASI AS 6.875% 07/03/2028 144A                                                 | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |     718000 | PA      | $737745.00     | 0.00%             | 2028-07-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 6.5% 05/20/2055#MB0368                                                                          | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24924748 | PA      | $25695505.54   | 0.11%             | 2055-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                             | RADIOLOGY PARTNERS INC 8.5% 07/15/2032 144A                                                             | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     655000 | PA      | $680381.25     | 0.00%             | 2032-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                        | BEACH ACQUISITION BIDCO LLC PIK VAR 07/15/2033 144A                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2180526.21    | 0.01%             | 2033-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                           | STONEX ESCROW ISSUER LLC 6.875% 07/15/2032 144A                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     551000 | PA      | $570342.30     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI AS                                                         | TURKIYE GARANTI BANKASI AS 8.125%/VAR 1/08/2036 144A                                                    | CUSIP: 900148AH0<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |     680000 | PA      | $701522.00     | 0.00%             | 2036-01-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                  | TELUS CORPORATION 6.625%/VAR 10/15/2055                                                                 | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    1109000 | PA      | $1136546.16    | 0.00%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                  | TELUS CORPORATION 7%/VAR 10/15/2055                                                                     | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     527000 | PA      | $550124.76     | 0.00%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ                                             | VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ C VAR 07/13/2044 144A                                            | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     655000 | PA      | $668409.55     | 0.00%             | 2044-07-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ                                             | VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ D VAR 07/13/2044 144A                                            | CUSIP: 91825CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     455000 | PA      | $465123.07     | 0.00%             | 2044-07-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                      | LFS TOPCO LLC 8.75% 07/15/2030 144A                                                                     | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2399000 | PA      | $2345580.27    | 0.01%             | 2030-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 1% 01/25/2051                                                            | CUSIP: 3137F85N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    1877465 | PA      | $1461836.94    | 0.01%             | 2051-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                             | RADIOLOGY PARTNERS TERM B 1LN 06/30/2032                                                                | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |     360000 | PA      | $358322.40     | 0.00%             | 2032-06-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                                         | KINDERCARE LEARNING TERM B 1LN 06/12/2030                                                               | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     757558 | PA      | $716035.99     | 0.00%             | 2030-06-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                          | CONVERGINT TECH TERM B 1LN 07/12/2032                                                                   | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1796014 | PA      | $1798816.04    | 0.01%             | 2032-07-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                                                               | REGAL CINEWORLD TERM B 1LN 12/02/2031                                                                   | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    7667850 | PA      | $7657344.55    | 0.03%             | 2031-12-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MED PARENTCO LP                                                                    | MYEYEDR TERM B 1LN 04/15/2031                                                                           | CUSIP: 58401DAN4<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    1981016 | PA      | $1988246.97    | 0.01%             | 2031-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 5YR NOTE (CBT) FUT MAR26 FVH6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -704 | NC      | $-209716.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 5YR NOTE (CBT) FUT MAR26 FVH6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       5179 | NC      | $1488768.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIAN TELECOM HOLDING and MANAGEMENT LTD                                           | AXIAN TELECOM HOLDING and MANAGEMENT LTD 7.25% 07/11/2030 144A                                          | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    1559000 | PA      | $1575073.29    | 0.01%             | 2030-07-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC                  | PALMER SQUARE LN FDG LTD 2025-2A A1 TSFR3M+94 07/15/2033 144A                                           | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11308000 | PA      | $11306303.80   | 0.05%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVOIYURAN STATE ENTERPRISE                                                        | NAVOIYURAN STATE ENTERPRISE 6.7% 07/02/2030 144A                                                        | CUSIP: 85679AAA6<br>LEI: 254900ACNT2MA4KNLL55 | Long             | DBT              | CORP              | UZ        |     610000 | PA      | $613050.00     | 0.00%             | 2030-07-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                                              | CZECHOSLOVAK GROUP AS 6.5% 01/10/2031 144A                                                              | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |     690000 | PA      | $710355.00     | 0.00%             | 2031-01-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                         | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP 7.375% 06/30/2033 144A                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     556000 | PA      | $569604.76     | 0.00%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GSAT TRUST 2025-BMF                                                                | GSAT TRUST 2025-BMF VAR 07/15/2030 144A                                                                 | CUSIP: 36271XAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1355000 | PA      | $1354456.37    | 0.01%             | 2040-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-2 LTD                                              | PALMER SQUARE LOAN FUNDING 2025-2A D LTD TSFR3M+450 07/15/2033 144A                                     | CUSIP: 69704EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $248607.75     | 0.00%             | 2033-07-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                      | GOLAR LNG LTD CONV 2.75% 12/15/2030 144A                                                                | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    1168000 | PA      | $1123523.77    | 0.00%             | 2030-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF3 LLC                                                                 | PRPM 2025-RCF3 A1 LLC VAR 07/25/2055 144A                                                               | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2028538 | PA      | $2038996.63    | 0.01%             | 2055-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ                                             | VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ E VAR 07/13/2044 144A                                            | CUSIP: 91825CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     325000 | PA      | $329012.61     | 0.00%             | 2044-07-13      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 2YR NOTE (CBT) FUT MAR26 TUH6                                                                        | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       2498 | NC      | $244893.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                           | CHAMPION IRON CANADA INC 7.875% 07/15/2032 144A                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     420000 | PA      | $442315.02     | 0.00%             | 2032-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                                      | YINSON BERGENIA PRODUCTION BV 8.498% 01/31/2045 144A                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     350000 | PA      | $366275.00     | 0.00%             | 2045-01-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                           | WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1927000 | PA      | $1541349.49    | 0.01%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 32 LTD                                                                | FLATIRON CLO 32 LTD 32A A1 TSFR3M+129 10/22/2038 144A                                                   | CUSIP: 33882RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11320000 | PA      | $11352612.92   | 0.05%             | 2038-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                                                             | EPIC CRUDE TERM B 1LN 10/15/2031                                                                        | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    2084497 | PA      | $2089707.77    | 0.01%             | 2031-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                        | DEL MONTE FOODS CORP II INC TERM TLB DIP ROLLUP 03/30/2026                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1381513 | PA      | $1119025.80    | 0.00%             | 2026-03-30      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                        | DEL MONTE FOODS CORP II INC PIK TERM TLA DIP 03/30/2026                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1049893 | PA      | $1000022.66    | 0.00%             | 2026-03-30      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LTD                                                          | DAR AL-ARKAN SUKUK CO LTD 7.25% 07/02/2030 REGS                                                         | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | KY        |     640000 | PA      | $647705.60     | 0.00%             | 2030-07-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                                      | MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A                                                  | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2285012 | PA      | $2288741.62    | 0.01%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                      | LONG GILT FUTURE MAR26 G H6                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        -12 | NC      | $-12365.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                 | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.5% 01/15/2034 144A                                                 | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2039000 | PA      | $2108943.82    | 0.01%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                 | VENTURE GLOBAL PLAQUEMINES LNG LLC 6.75% 01/15/2036 144A                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1687509.33    | 0.01%             | 2036-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 30YR 2.5% 05/01/2052#FA0880                                                                   | CUSIP: 3140W06S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4947496 | PA      | $4271016.44    | 0.02%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 05/01/2052#FA1273                                                                        | CUSIP: 3140W1MX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9348762 | PA      | $8108469.44    | 0.04%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                                        | OCWEN LOAN INVESTMENT TRUST HB1 A VAR 06/25/2038 144A                                                   | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6107343 | PA      | $5978032.37    | 0.03%             | 2038-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2052#FA2176                                                                          | CUSIP: 3140W2M24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5645475 | PA      | $4699647.58    | 0.02%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                       | DISCOVERY COMMUNICATIONS LLC 6.35% 06/01/2040                                                           | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     643000 | PA      | $579696.65     | 0.00%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                           | WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032                                                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     240000 | PA      | $219300.00     | 0.00%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                           | WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052                                                              | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     446000 | PA      | $333608.00     | 0.00%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                       | DISCOVERY COMMUNICATIONS LLC 5% 09/20/2037                                                              | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     520000 | PA      | $442312.00     | 0.00%             | 2037-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                   | HILTON DOMESTIC OPERATING CO INC 5.75% 09/15/2033 144A                                                  | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     975000 | PA      | $999365.25     | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6.5% 07/01/2055#CC0736                                                                        | CUSIP: 3140Y6ZA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6165973 | PA      | $6533338.97    | 0.03%             | 2055-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 07/01/2055#CC0718                                                                          | CUSIP: 3140Y6YQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17757521 | PA      | $18534385.70   | 0.08%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                               | CENT TRUST 2025-CITY A VAR 07/10/2040 144A                                                              | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9562000 | PA      | $9730563.72    | 0.04%             | 2040-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 11/01/2051#FS9709                                                                          | CUSIP: 3140XRYF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14126816 | PA      | $12801659.95   | 0.06%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 6% 07/01/2055#CC0730                                                                          | CUSIP: 3140Y6Y46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20081830 | PA      | $20685823.35   | 0.09%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 3% 01/01/2052#SL0417                                                                          | CUSIP: 31427MPB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3524372 | PA      | $3165135.61    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 3% 03/01/2052#FA1625                                                                          | CUSIP: 3140W1YX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4004012 | PA      | $3595885.86    | 0.02%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                            | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.5% 07/15/2031 144A                                            | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     601000 | PA      | $640223.66     | 0.00%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2% 12/01/2055 #TBA                                                                              | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  108050000 | PA      | $90036033.66   | 0.39%             | 2055-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 2.5% 12/01/2055 #TBA                                                                            | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   96225000 | PA      | $83520297.78   | 0.36%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 3% 12/01/2055 #TBA                                                                              | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25825000 | PA      | $23301009.12   | 0.10%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 5% 12/01/2055 #TBA                                                                              | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  153300000 | PA      | $153132320.46  | 0.67%             | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 5% 12/01/2055 #TBA                                                                              | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -153300000 | PA      | $-153132320.46 | -0.67%            | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 5.5% 12/01/2055 #TBA                                                                            | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  149525000 | PA      | $151043605.81  | 0.66%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 5.5% 12/01/2055 #TBA                                                                            | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -149525000 | PA      | $-151043605.81 | -0.66%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 6% 12/01/2055 #TBA                                                                              | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -318875000 | PA      | $-324928650.55 | -1.42%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 6% 12/01/2055 #TBA                                                                              | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  318875000 | PA      | $324928650.55  | 1.42%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 15YR 5% 12/01/2040 #TBA                                                                            | CUSIP: 01F0504C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23650000 | PA      | $23923453.13   | 0.10%             | 2040-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 2% 12/01/2055 #TBA                                                                            | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  152600000 | PA      | $124225937.50  | 0.54%             | 2055-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 2% 12/01/2055 #TBA                                                                            | CUSIP: 01F0206C8<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -152725000 | PA      | $-124327695.31 | -0.54%            | 2055-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 2.5% 12/01/2055 #TBA                                                                          | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35050000 | PA      | $29830837.69   | 0.13%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 2.5% 12/01/2055 #TBA                                                                          | CUSIP: 01F0226C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -35050000 | PA      | $-29830837.69  | -0.13%            | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 3% 12/01/2055 #TBA                                                                            | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10325000 | PA      | $9170697.01    | 0.04%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 3% 12/01/2055 #TBA                                                                            | CUSIP: 01F0306C7<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -750000 | PA      | $-666152.33    | -0.00%            | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 4.5% 12/01/2055 #TBA                                                                          | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   99100000 | PA      | $97017354.04   | 0.42%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 4.5% 12/01/2055 #TBA                                                                          | CUSIP: 01F0426C2<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -99100000 | PA      | $-97017354.04  | -0.42%            | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 5% 12/01/2055 #TBA                                                                            | CUSIP: 01F0506C5<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -11800000 | PA      | $-11777875.00  | -0.05%            | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 5% 12/01/2055 #TBA                                                                            | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11000000 | PA      | $10979375.00   | 0.05%             | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 5.5% 12/01/2055 #TBA                                                                          | CUSIP: 01F0526C1<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -90425000 | PA      | $-91569436.89  | -0.40%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 5.5% 12/01/2055 #TBA                                                                          | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   96850000 | PA      | $98075752.97   | 0.43%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 6% 12/01/2055 #TBA                                                                            | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  209875000 | PA      | $214908725.95  | 0.94%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 6% 12/01/2055 #TBA                                                                            | CUSIP: 01F0606C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -198575000 | PA      | $-203337702.23 | -0.89%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 6.5% 12/01/2055 #TBA                                                                          | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   80425000 | PA      | $83308992.25   | 0.36%             | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 6.5% 12/01/2055 #TBA                                                                          | CUSIP: 01F0626C0<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -80425000 | PA      | $-83308992.25  | -0.36%            | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                            | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.75% 12/01/2034 144A                                           | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    1023000 | PA      | $1051622.52    | 0.00%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                            | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                           | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     589000 | PA      | $625724.15     | 0.00%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                               | CENT TRUST 2025-CITY VAR 07/10/2040 144A                                                                | CUSIP: 12517TAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  111200000 | PA      | $776620.80     | 0.00%             | 2040-07-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LN FDG 2025-1 LTD / LLC                                                 | BALBOA BAY LN FDG 2025-1 LTD / LLC D2 TSFR3M+415 07/20/2038 144A                                        | CUSIP: 05765FAJ9<br>LEI: 2549005WFJ6KJ4A4P984 | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $305038.20     | 0.00%             | 2038-07-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT7                                                                 | BX TRUST 2025-VLT7 TSFR1M+325 07/15/2044 144A                                                           | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     910000 | PA      | $911990.63     | 0.00%             | 2044-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                     | FHLMC REMI 30YR 6% 04/01/2055#RJ4028                                                                    | CUSIP: 3142GUPN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17146429 | PA      | $17830920.80   | 0.08%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CEDAR FDG XVII CLO LTD                                                             | CEDAR FDG XVII CLO LTD AR TSFR3M+135 07/20/2038 144A                                                    | CUSIP: 15033PAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2472000 | PA      | $2478219.55    | 0.01%             | 2038-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 07/01/2051#SD6467                                                                        | CUSIP: 3132DUFG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3796051 | PA      | $3299549.36    | 0.01%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                      | CARNIVAL CORP 5.75% 08/01/2032 144A                                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     565000 | PA      | $579188.85     | 0.00%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                 | BURFORD CAPITAL GLOBAL FINANCE LLC 7.5% 07/15/2033 144A                                                 | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     978000 | PA      | $956131.92     | 0.00%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                  | GUATEMALA REP OF 6.25% 08/15/2036 144A                                                                  | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     820000 | PA      | $853005.00     | 0.00%             | 2036-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                  | GUATEMALA REP OF 6.875% 08/15/2055 144A                                                                 | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     550000 | PA      | $584927.75     | 0.00%             | 2055-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 2.5% 10/01/2051#RA6022                                                                        | CUSIP: 3133KMVP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7645117 | PA      | $6618900.36    | 0.03%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 30YR 3% 12/01/2051#FA0145                                                                     | CUSIP: 3140W0ET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26700296 | PA      | $23995441.06   | 0.10%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                         | DAVITA TERM B1 1LN 05/09/2031                                                                           | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |    2509074 | PA      | $2512938.00    | 0.01%             | 2031-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                         | AVIS BUDGET TERM B 1LN 07/16/2032                                                                       | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    1012462 | PA      | $1001548.15    | 0.00%             | 2032-07-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRIORITY HOLDINGS LLC                                                              | PRIORITY TECHNOLOGY TERM B 1LN 07/30/2032                                                               | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1925209 | PA      | $1889110.87    | 0.01%             | 2032-07-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA COMMUNICATIONS HOLDING INC                                            | SUBCOM TERM B 1LN 01/30/2031                                                                            | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    4045110 | PA      | $4070392.02    | 0.02%             | 2031-01-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                             | GSCM SWAP PAY 3.9 07/08/26                                                                              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   24300000 | NC      | $300144.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                             | GSCM SWAP REC 3.9 07/08/26                                                                              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   24300000 | NC      | $820830.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CY873245 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |   11397621 | NC      | $81237.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 3.678% 07/16/2033 REGS                                                                 | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     450000 | PA      | $530347.11     | 0.00%             | 2033-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 4.62% 07/16/2028 144A                                                                  | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    2282000 | PA      | $2313838.24    | 0.01%             | 2028-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                                 | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    2256000 | PA      | $2273010.19    | 0.01%             | 2027-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 4.876% 07/16/2030 144A                                                                 | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    7959000 | PA      | $8131047.39    | 0.04%             | 2030-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                               | ROMANIA REPUBLIC OF 5.75% 09/16/2030 144A                                                               | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     970000 | PA      | $994293.65     | 0.00%             | 2030-09-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KNOWBE4 INC                                                                        | KNOWBE4 TERM 1LN 07/26/2032                                                                             | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |    1230000 | PA      | $1230774.90    | 0.01%             | 2032-07-26      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                                           | SCENIC CRUISES TERM B 1LN 08/18/2032                                                                    | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     885000 | PA      | $886132.80     | 0.00%             | 2032-08-18      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-C35                                                              | BBCMS MTG TR 2025-C35 C 6.026% 07/15/2058                                                               | CUSIP: 07337DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     490000 | PA      | $499114.59     | 0.00%             | 2058-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU                   | ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU 8.499% 06/30/2032 144A                 | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     405000 | PA      | $418571.55     | 0.00%             | 2032-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2025-44                                                                    | OCP CLO 2025-44 LTD A TSFR3M+130 10/24/2038 144A                                                        | CUSIP: 67570UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12001000 | PA      | $12014417.12   | 0.05%             | 2038-10-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE LLC                                                                  | NORD ANGLIA EDUCATION TERM B 1LN 01/09/2032                                                             | CUSIP: N/A<br>LEI: 254900Y4DWBRGAFENC88       | Long             | LON              | CORP              | US        |     789587 | PA      | $791608.54     | 0.00%             | 2032-01-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                     | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.625%/VAR 03/01/2055                                    | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     191000 | PA      | $197921.27     | 0.00%             | 2055-03-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-CP1                                                           | NYMT LOAN TRUST 2025-CP1 A1 3.75% 11/25/2069 144A                                                       | CUSIP: 67121VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6609393 | PA      | $6365944.50    | 0.03%             | 2069-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                                    | ALLEGRO CLO LTD 2021-1A A1R TSFR3M+134 07/20/2038 144A                                                  | CUSIP: 01750WAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5730000 | PA      | $5744416.68    | 0.03%             | 2038-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 15YR 5.5% 05/01/2039#SB1179                                                                        | CUSIP: 3132CXJY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11953201 | PA      | $12307720.84   | 0.05%             | 2039-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 5.5% 11/01/2038#FS6389                                                                        | CUSIP: 3140XNC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17849488 | PA      | $18378886.19   | 0.08%             | 2038-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                       | UNIVISION COMMUNICATIONS INC 9.375% 08/01/2032 144A                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2659212.81    | 0.01%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                        | YORKSHIRE WATER FINANCE PLC 6% 07/22/2033 REGS                                                          | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     650000 | PA      | $875924.99     | 0.00%             | 2033-07-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST PURCHASER LLC                                                        | JD POWER TERM B 1LN 07/16/2031                                                                          | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |    1598471 | PA      | $1597975.74    | 0.01%             | 2031-07-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                               | BOOTS TERM B 1LN 8/30/2032                                                                              | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    1035000 | PA      | $1041468.75    | 0.00%             | 2032-08-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                                                  | CHAMBERLAIN GROUP TERM B 1LN 9/8/2032                                                                   | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    3377901 | PA      | $3384251.84    | 0.01%             | 2032-09-08      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                                            | BELRON TERM B 1LN 10/16/2031                                                                            | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3388376 | PA      | $3405318.37    | 0.01%             | 2031-10-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                     | EG GROUP TERM B 1LN 02/07/2028                                                                          | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |    5752095 | PA      | $5770098.99    | 0.03%             | 2028-02-07      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                                | TALLGRASS ENERGY TERM B 1LN 08/01/2029                                                                  | CUSIP: 73955HAF1<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |    1775623 | PA      | $1785620.15    | 0.01%             | 2029-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC                                                         | AMYNTA TERM B 1LN 12/29/2031                                                                            | CUSIP: 57810JAM0<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    1436089 | PA      | $1436764.30    | 0.01%             | 2031-12-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REACH ABS TR 2025-2                                                                | REACH ABS TR 2025-2 4.93% 08/18/2032 144A                                                               | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5048388 | PA      | $5067575.28    | 0.02%             | 2032-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MONTEGO BAY AIRPORT REVENUE FINANCE LTD                                            | MONTEGO BAY AIRPORT REVENUE FINANCE LTD 6.6% 06/15/2035 144A                                            | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     285000 | PA      | $285624.15     | 0.00%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                              | AECOM 6% 08/01/2033 144A                                                                                | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    2228000 | PA      | $2290250.32    | 0.01%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2% 03/01/2052#FA2169                                                                          | CUSIP: 3140W2MT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8862583 | PA      | $7336226.49    | 0.03%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.296%/VAR 07/23/2036                                                                     | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     500000 | PA      | $590972.62     | 0.00%             | 2036-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUPERANNUATION and INVESTMENTS US LLC                                              | COLONIAL FIRST TERM B 1LN 12/01/2028                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     983756 | PA      | $986628.10     | 0.00%             | 2028-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COGENTRIX FINANCE HOLDCO I LLC                                                     | COGENTRIX TERM B 1LN 02/26/2032                                                                         | CUSIP: 19239LAC0<br>LEI: 254900V51P55ABN4UU67 | Long             | LON              | CORP              | US        |    1281470 | PA      | $1288338.42    | 0.01%             | 2032-02-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FDG LLC                                                               | JERSEY MIKES FDG LLC 5.61% 08/16/2055 144A                                                              | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7117162 | PA      | $7265820.81    | 0.03%             | 2055-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                                           | CENTURY ALUMINUM COMPANY 6.875% 08/01/2032 144A                                                         | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1082185.91    | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER TR 2025-C35                                                 | MORGAN STANLEY BK AMER TR 2025-C35 6.349% 08/15/2058                                                    | CUSIP: 61779CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $469075.37     | 0.00%             | 2058-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                    | STANDARD BUILDING SOLUTIONS INC 6.25% 08/01/2033 144A                                                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2276931.90    | 0.01%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2                                     | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 4.43% 08/15/2030                                         | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1270000 | PA      | $1278047.99    | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5% 04/01/2054#SD5961                                                                          | CUSIP: 3132DTTS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2701581 | PA      | $2739745.77    | 0.01%             | 2054-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5% 03/01/2054#FS8634                                                                          | CUSIP: 3140XQSY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2456610 | PA      | $2491314.49    | 0.01%             | 2054-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                 | PLAQUEMINES TERM 1LN 05/25/2029                                                                         | CUSIP: N/A<br>LEI: 549300TKP4I6OJ02BF90       | Long             | LON              | CORP              | US        |    4333010 | PA      | $4318580.63    | 0.02%             | 2029-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER LLC                                                        | INVERSION ESCROW ISSUER LLC 6.75% 08/01/2032 144A                                                       | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $2070852.99    | 0.01%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT VAR 06/25/2030                                                           | CUSIP: 3137HMC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2400000 | PA      | $2435279.76    | 0.01%             | 2030-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                      | COREWEAVE INC 9% 02/01/2031 144A                                                                        | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    3111000 | PA      | $2815125.55    | 0.01%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PARTNERS LLC                                                   | MISSION PET HEALTH TERM B 1LN 12/04/2031                                                                | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    4746550 | PA      | $4738433.40    | 0.02%             | 2031-12-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                      | GOLDEN NUGGET TERM B 1LN 01/29/2029                                                                     | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   17499325 | PA      | $17475700.55   | 0.08%             | 2029-01-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                          | CONVERGINT TECH TERM B 2LN 07/31/2033                                                                   | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1470000 | PA      | $1466325.00    | 0.01%             | 2033-07-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                         | USALCO TERM B 1LN 09/30/2031                                                                            | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     955945 | PA      | $958277.23     | 0.00%             | 2031-09-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                 | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.5% 03/15/2033 144A                                                 | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1723748.24    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                         | USALCO TERM B-DD 1LN 09/30/2031                                                                         | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      99234 | PA      | $99476.42      | 0.00%             | 2031-09-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON WOODS FINANCE CO                                     | ASHTON WOODS USA LLC/FIN CO 6.875% 08/01/2033 144A                                                      | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $572904.15     | 0.00%             | 2033-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                 | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.125% 02/15/2031 144A                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1738147.69    | 0.01%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                                   | AMERITEX HOLDCO INTERMEDIATE LLC 7.625% 08/15/2033 144A                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1202928.99    | 0.01%             | 2033-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                 | PLAQUEMINES TERM 1LN 05/25/2029                                                                         | CUSIP: N/A<br>LEI: 549300TKP4I6OJ02BF90       | Long             | LON              | CORP              | US        |     541990 | PA      | $537925.52     | 0.00%             | 2029-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                       | STRATEGY INC 9%/VAR PERP PFD                                                                            | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      17000 | NS      | $1645090.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT TRUST 2025-1A                                                                 | RCKT TRUST 2025-1A 4.9% 07/25/2034 144A                                                                 | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2882334 | PA      | $2889353.83    | 0.01%             | 2034-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLIED SYS INC                                                                    | APPLIED SYSTEMS TERM B2 1LN 02/24/2031                                                                  | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    3073887 | PA      | $3084277.06    | 0.01%             | 2031-02-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BAIN CAP CR CLO 2023-2 LTD / BAIN CAP CR CLO 2023-2 LLC                            | BAIN CAP CR CLO 2023-2 LTD / BAIN CAP CR CLO 2023-2 LLC A1R TSFR3M+ 07/18/2038 144A                     | CUSIP: 05684GAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   12891000 | PA      | $12924233.00   | 0.06%             | 2038-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                                                               | SIGNIA AEROSPACE TERM B-DD 1LN 12/11/2031                                                               | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      89595 | PA      | $89780.86      | 0.00%             | 2031-12-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                                                               | SIGNIA AEROSPACE TERM B 1LN 12/11/2031                                                                  | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    1842522 | PA      | $1846354.70    | 0.01%             | 2031-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOVOS COMPLIANCE LLC                                                               | SOVOS COMPLIANCE TERM B 1LN 8/13/2029                                                                   | CUSIP: 84611YAF7<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |    1772105 | PA      | $1775082.45    | 0.01%             | 2029-08-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PARTNERS LLC                                                  | GREYSTAR REAL ESTATE PARTNERS TERM B2 1LN 08/21/2030                                                    | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |     375741 | PA      | $377150.44     | 0.00%             | 2030-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                            | UKG TERM B 1LN 02/10/2031                                                                               | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   10947567 | PA      | $10938261.79   | 0.05%             | 2031-02-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                         | AMNEAL PHARMACEUTICALS TERM B 1LN 08/02/2032                                                            | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    1545000 | PA      | $1556587.50    | 0.01%             | 2032-08-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEON MAPLE US DEBT MERGERSUB INC                                                   | NUVEI TERM B 1LN 11/17/2031                                                                             | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    3263621 | PA      | $3264240.60    | 0.01%             | 2031-11-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                                                       | VEEAM SOFTWARE TERM B 1LN 04/14/2031                                                                    | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |    2691722 | PA      | $2684992.80    | 0.01%             | 2031-04-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                | MEDLINE TERM B 1LN 10/23/2028                                                                           | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    7061475 | PA      | $7070513.34    | 0.03%             | 2028-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHROMALLOY CORP                                                                    | CHROMALLOY TERM B 1LN 03/27/2031                                                                        | CUSIP: 17110EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     469347 | PA      | $471290.22     | 0.00%             | 2031-03-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                                                        | CHG HEALTHCARE TERM B1 1LN 09/29/2028                                                                   | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |     758530 | PA      | $761624.63     | 0.00%             | 2028-09-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                                               | BERLIN PACKAGING TERM B7 1LN 06/09/2031                                                                 | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    6116253 | PA      | $6121024.15    | 0.03%             | 2031-06-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                | MEDLINE TERM B 1LN 10/23/2030                                                                           | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     733162 | PA      | $733946.98     | 0.00%             | 2030-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V16 MORTGAGE TRUST                                                  | BENCHMARK 2025-V16 MORTGAGE TRUST VAR 08/15/2057 144A                                                   | CUSIP: 08164RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48068000 | PA      | $738050.49     | 0.00%             | 2058-08-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V16 MORTGAGE TRUST                                                  | BENCHMARK 2025-V16 MORTGAGE TRUST VAR 08/15/2057 144A                                                   | CUSIP: 08164RAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10228000 | PA      | $735129.32     | 0.00%             | 2058-08-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ENTAIN HOLDINGS GIBRALTAR LTD                                                      | ENTAIN TERM B6 1LN 10/31/2029                                                                           | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |    2892177 | PA      | $2883732.29    | 0.01%             | 2029-10-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                      | C and S WHOLESALE GROCERS TERM B 1LN 9/20/2030                                                          | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |    3060000 | PA      | $3010275.00    | 0.01%             | 2030-09-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 07/31/2030                                                                             | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $20239062.40   | 0.09%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 07/31/2032                                                                                 | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  131135000 | PA      | $132922738.54  | 0.58%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                           | EAGLE FUNDING LUXCO SARL 5.5% 08/17/2030 144A                                                           | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    2025000 | PA      | $2054139.75    | 0.01%             | 2030-08-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CY873245 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |   13097267 | NC      | $93352.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                              | AHEAD TERM B4 1LN 02/03/2031                                                                            | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    2359364 | PA      | $2344452.42    | 0.01%             | 2031-02-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2025-180W MORTGAGE TRUST                                                      | COMM 2025-180W MORTGAGE TRUST VAR 08/10/2042 144A                                                       | CUSIP: 12597SAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $341280.80     | 0.00%             | 2042-08-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AZORRA SOAR TLB FINANCE LTD                                                        | AZORRA TERM B 1LN 10/18/2029                                                                            | CUSIP: N/A<br>LEI: 254900W0D3E1W7DRS089       | Long             | LON              | CORP              | KY        |    2160017 | PA      | $2170817.04    | 0.01%             | 2029-10-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                | US LBM TERM B 1LN 06/06/2031                                                                            | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    1859454 | PA      | $1836508.41    | 0.01%             | 2031-06-06      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                      | EW SCRIPPS CO 9.875% 08/15/2030 144A                                                                    | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1179078.03    | 0.01%             | 2030-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                       | CHS/CMNTY HEALTH SYSTEMS INC 9.75% 01/15/2034 144A                                                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1068796.40    | 0.00%             | 2034-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GTCR EVEREST BORROWER LLC                                                          | ASSETMARK FINANCIAL HOLDINGS TERM B 1LN 09/05/2031                                                      | CUSIP: 36269YAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2216904 | PA      | $2222423.97    | 0.01%             | 2031-09-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 6.125% 05/15/2030                                                                  | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     955000 | PA      | $970355.45     | 0.00%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                                | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1984136.00    | 0.01%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SCG 2025-FLWR                                                                      | SCG 2025-FLWR 5.65% 08/15/2030 144A                                                                     | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3201997.12    | 0.01%             | 2042-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCG 2025-FLWR                                                                      | SCG 2025-FLWR VAR 08/15/2030 144A                                                                       | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1680000 | PA      | $1679472.14    | 0.01%             | 2042-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BHG 2025-2CON                                                                      | BHG 2025-2CON 4.84% 09/17/2036 144A                                                                     | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2763687 | PA      | $2792639.81    | 0.01%             | 2036-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                                                                   | CANDESCENT TERM B 1LN 09/30/2031                                                                        | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    1169250 | PA      | $1173389.15    | 0.01%             | 2031-09-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC                                                     | ALLIANT HOLDINGS TERM B 1LN 09/19/2031                                                                  | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     508725 | PA      | $508791.13     | 0.00%             | 2031-09-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                                                              | FILTRATION GROUP TERM B 1LN 10/21/2028                                                                  | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    2225179 | PA      | $2237417.96    | 0.01%             | 2028-10-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                                                   | ALIXPARTNERS TERM B 1LN 8/12/2032                                                                       | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    1968340 | PA      | $1965643.24    | 0.01%             | 2032-08-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                                  | COPELAND TERM B2 1LN 08/04/2031                                                                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    2703847 | PA      | $2703684.74    | 0.01%             | 2031-08-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                              | HIGHTOWER TERM B 1LN 02/03/2032                                                                         | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    2609611 | PA      | $2606349.20    | 0.01%             | 2032-02-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                               | SHEARER'S FOODS TERM B 1LN 02/12/2031                                                                   | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2691433 | PA      | $2682578.46    | 0.01%             | 2031-02-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DISCO PARENT INC                                                                   | DUCK CREEK TERM B 1LN 8/6/2032                                                                          | CUSIP: 25461GAB9<br>LEI: 2549003DLSZ9JWHH1Q80 | Long             | LON              | CORP              | US        |     595000 | PA      | $597231.25     | 0.00%             | 2032-08-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WASH BIDCO INC                                                                     | WASH MULTIFAM TERM B 1LN 9/10/2032                                                                      | CUSIP: 93710RAB2<br>LEI: 254900VX9ZQVIOW7QI08 | Long             | LON              | CORP              | US        |    1015000 | PA      | $1020501.30    | 0.00%             | 2032-09-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.75% 08/15/2055                                                            | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  262300000 | PA      | $265578750.00  | 1.16%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.25% 08/15/2035                                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  528700000 | PA      | $538943562.50  | 2.35%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.625% 08/15/2028                                                                             | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $3010312.50    | 0.01%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XIX LTD                                                           | SIXTH STREET CLO XIX LTD A1R TSFR3M+128 07/17/2038 144A                                                 | CUSIP: 83012KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7485000 | PA      | $7503697.53    | 0.03%             | 2038-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM14 A1                                                                  | OBX 2025-NQM14 STEP 08/25/2064 144A                                                                     | CUSIP: 673924AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1778547 | PA      | $1784945.95    | 0.01%             | 2065-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                   | SW FINANCE I PLC 6.875% 08/07/2032 REGS                                                                 | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1374463.61    | 0.01%             | 2032-08-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 04/01/2052#FA2214                                                                        | CUSIP: 3140W2N80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19045906 | PA      | $16501245.61   | 0.07%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 04/01/2052#FA2409                                                                        | CUSIP: 3140W2VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8732666 | PA      | $7560465.22    | 0.03%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 03/01/2052#FA2410                                                                        | CUSIP: 3140W2VC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9370328 | PA      | $8138886.76    | 0.04%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 2.5% 04/01/2052#FA2411                                                                        | CUSIP: 3140W2VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7183668 | PA      | $6248575.39    | 0.03%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                 | METRONET INFRASTRUCTURE ISSUER LLC 7.83% 08/20/2055 144A                                                | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-CBDO         | CORP              | US        |     170000 | PA      | $172599.79     | 0.00%             | 2055-08-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-B33RP                                                                    | WFCM 2025-B33RP E TSFR3M+375 08/15/2042 144A                                                            | CUSIP: 95004RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1680000 | PA      | $1678614.17    | 0.01%             | 2042-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 5% 01/01/2056 #TBA                                                                              | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   76650000 | PA      | $76482328.13   | 0.33%             | 2056-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 5.5% 01/01/2056 #TBA                                                                            | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  111800000 | PA      | $112835022.04  | 0.49%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 6% 01/01/2056 #TBA                                                                              | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -52900000 | PA      | $-53922869.11  | -0.24%            | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 6% 01/01/2056 #TBA                                                                              | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  140350000 | PA      | $143063793.57  | 0.63%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 2% 01/01/2056 #TBA                                                                            | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   73600000 | PA      | $59940877.76   | 0.26%             | 2056-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 2.5% 01/01/2056 #TBA                                                                          | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17525000 | PA      | $14919524.95   | 0.07%             | 2056-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 4.5% 01/01/2056 #TBA                                                                          | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -500000 | PA      | $-489082.05    | -0.00%            | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 4.5% 01/01/2056 #TBA                                                                          | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   66750000 | PA      | $65292453.68   | 0.29%             | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 5.5% 01/01/2056 #TBA                                                                          | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   69850000 | PA      | $70676737.62   | 0.31%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 6% 01/01/2056 #TBA                                                                            | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  127775000 | PA      | $130814652.25  | 0.57%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                               | UMBS 30YR 6.5% 01/01/2056 #TBA                                                                          | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2675000 | PA      | $2772282.26    | 0.01%             | 2056-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                               | HEARTLAND DENTAL TERM B 1LN 8/25/2032                                                                   | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     803500 | PA      | $806344.39     | 0.00%             | 2032-08-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                                                           | TRICORBRAUN TERM 1LN 03/03/2031                                                                         | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    6092463 | PA      | $6009239.81    | 0.03%             | 2031-03-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RED PLANET BORROWER LLC                                                            | RED PLANET TERM B 1LN 9/8/2032                                                                          | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    4785000 | PA      | $4782990.30    | 0.02%             | 2032-09-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                        | ALLIED UNIVERSAL TERM B 1LN 08/20/2032                                                                  | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    8035000 | PA      | $8064167.05    | 0.04%             | 2032-08-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                                | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1719000 | PA      | $1760668.56    | 0.01%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC REIT                                                       | MILLROSE PROPERTIES INC REIT 6.375% 08/01/2030 144A                                                     | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1040530.56    | 0.00%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                           | MSCI INC 5.25% 09/01/2035                                                                               | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   10674000 | PA      | $10793339.80   | 0.05%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                               | HOWARD MIDSTREAM ENERGY PARTNERS LLC 6.625% 01/15/2034 144A                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $594586.36     | 0.00%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                           | LINDBLAD EXPEDITIONS LLC 7% 09/15/2030 144A                                                             | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     720000 | PA      | $738419.76     | 0.00%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                                                              | ECL ENTERTAINMENT TERM B 1LN 08/30/2030                                                                 | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    1740207 | PA      | $1731505.53    | 0.01%             | 2030-08-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                                  | VERTIV TERM B 1LN 8/12/2032                                                                             | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    1935460 | PA      | $1941401.64    | 0.01%             | 2032-08-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                    | INTRAFI NETWORK TERM B 1LN 07/31/2031                                                                   | CUSIP: 65343UAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     695000 | PA      | $693915.80     | 0.00%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                              | QNITY TERM B 1LN 10/29/2032                                                                             | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    2445000 | PA      | $2451112.50    | 0.01%             | 2032-11-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                    | INTRAFI NETWORK TERM B 2LN 2/16/2032                                                                    | CUSIP: 65343UAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     890000 | PA      | $880913.10     | 0.00%             | 2032-02-16      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                               | WR GRACE TERM B 1LN 08/09/2032                                                                          | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    1640000 | PA      | $1632833.20    | 0.01%             | 2032-08-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ASTRO ACQUISITION LLC                                                              | COOPER TERM B 1LN 8/30/2032                                                                             | CUSIP: N/A<br>LEI: 254900PB0M1U1S6VUM04       | Long             | LON              | CORP              | US        |     920000 | PA      | $924600.00     | 0.00%             | 2032-08-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                         | FIRST QUANTUM MINERALS LTD 7.25% 02/15/2034 144A                                                        | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1410000 | PA      | $1454048.40    | 0.01%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                     | CITI SWAP CDS 12/20/30 AVLN B                                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DCR              | CORP              | US        |    1600000 | NC      | $-8763.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                 | JPSW SWAP CDS 12/20/30 CMZB B                                                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    1350000 | NC      | $2196.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                               | VERISK ANALYTICS INC 4.5% 08/15/2030                                                                    | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    5051000 | PA      | $5091912.19    | 0.02%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                               | VERISK ANALYTICS INC 5.125% 02/15/2036                                                                  | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    9510000 | PA      | $9646231.23    | 0.04%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                    | PENNYMAC FINANCIAL SERVICES INC 6.75% 02/15/2034 144A                                                   | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1066492.98    | 0.00%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                           | SNAP INC 6.875% 03/15/2034 144A                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     585000 | PA      | $597988.17     | 0.00%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                               | WR GRACE HOLDING LLC 6.625% 08/15/2032 144A                                                             | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1563411.31    | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                 | JPSW SWAP CDS 12/20/30 HEIGR B                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    1630000 | NC      | $-410223.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                           | CLOUD SOFTWARE TERM B 1LN 8/13/2032                                                                     | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    5220050 | PA      | $5206634.47    | 0.02%             | 2032-08-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INDY US HOLDCO LLC                                                                 | NIELSENIQ TERM B 1LN 10/31/2030                                                                         | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1786036 | PA      | $1783803.67    | 0.01%             | 2030-10-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNPI SWAP CDS 12/20/30 ALVGR B                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    2050000 | NC      | $-31587.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                     | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.5%/VAR 03/01/2055                                      | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $1272741.60    | 0.01%             | 2055-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                           | CLOUD SOFTWARE TERM B2 1LN 3/21/2031                                                                    | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    1985025 | PA      | $1978970.67    | 0.01%             | 2031-03-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                                   | QUIDELORTHO TERM B 1LN 08/23/2032                                                                       | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    4755000 | PA      | $4729750.95    | 0.02%             | 2032-08-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                        | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A                                                         | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    2394322 | PA      | $829640.23     | 0.00%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 6.5%/VAR 02/15/2056                                                                  | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     117000 | PA      | $115345.40     | 0.00%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 6.75%/VAR 02/15/2056                                                                 | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     117000 | PA      | $116421.79     | 0.00%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     395000 | PA      | $409551.41     | 0.00%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                       | NOVELIS CORP 6.375% 08/15/2033 144A                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     507000 | PA      | $511608.12     | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-C                                                      | OPORTUN ISSUANCE TRUST 2025-C 4.49% 07/08/2033 144A                                                     | CUSIP: 68378RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10670000 | PA      | $10684033.18   | 0.05%             | 2033-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                     | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1807572.54    | 0.01%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                      | LIFE TIME FITNESS TERM B 1LN 11/05/2031                                                                 | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    2027213 | PA      | $2030517.36    | 0.01%             | 2031-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                    | NXP B V/NXP FDG LLC/NXP USA INC 4.85% 08/19/2032                                                        | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    5946000 | PA      | $5998889.55    | 0.03%             | 2032-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                    | NXP B V/NXP FDG LLC/NXP USA INC 5.25% 08/19/2035                                                        | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   15771000 | PA      | $16038594.60   | 0.07%             | 2035-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                                     | JBT MAREL TERM B 1LN 01/02/2032                                                                         | CUSIP: 47783YAQ2<br>LEI: 5493007CT6ATBZ2L6826 | Long             | LON              | CORP              | US        |     313425 | PA      | $312804.42     | 0.00%             | 2032-01-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                                                | TRANSDIGM TERM M 1LN 8/19/2032                                                                          | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2310000 | PA      | $2314527.60    | 0.01%             | 2032-08-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                                                              | SABRE INDUSTRIES TERM 1LN 8/23/2032                                                                     | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    1381538 | PA      | $1386289.99    | 0.01%             | 2032-08-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                          | BLOCK INC 5.625% 08/15/2030 144A                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     960000 | PA      | $978176.64     | 0.00%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                          | BLOCK INC 6% 08/15/2033 144A                                                                            | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     775000 | PA      | $796511.19     | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2019-V LTD / CIFC FDG 2019-V LLC                                          | CIFC FDG 2019-V LTD / CIFC FDG 2019-V LLC A1R2 TSFR3M+127 10/15/2038 144A                               | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11642000 | PA      | $11663642.48   | 0.05%             | 2038-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                        | COMMONWEALTH BANK AUSTRALIA 3.788%/VAR 08/26/2037 REGS                                                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     700000 | PA      | $814581.83     | 0.00%             | 2037-08-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                             | CONNECT HOLDING II LLC 10.5% 04/03/2031 144A                                                            | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |     735000 | PA      | $696696.44     | 0.00%             | 2031-04-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.875% 08/15/2045                                                           | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9067000 | PA      | $9350343.75    | 0.04%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRANT POINT CLO 2025-8 LTD                                                         | BRANT POINT CLO 2025-8A LTD D1 TSFR3M+285 03/31/2038 144A                                               | CUSIP: 10548AAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249038.00     | 0.00%             | 2038-03-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-B41 MTG TR                                                          | BENCHMARK 2025-B41 MTG TR 6.13645% 07/15/2068 144A                                                      | CUSIP: 081935BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280000 | PA      | $287211.34     | 0.00%             | 2068-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MHP 2025-MHIL2                                                                     | MHP 2025-MHIL2 A 5.85/VAR 09/15/2030 144A                                                               | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5800000 | PA      | $5789909.74    | 0.03%             | 2040-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MHP 2025-MHIL2                                                                     | MHP 2025-MHIL2 D 7.1%/VAR 09/15/2030 144A                                                               | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     907000 | PA      | $904697.58     | 0.00%             | 2040-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MHP 2025-MHIL2                                                                     | MHP 2025-MHIL2 TSFR1M+350 09/15/2030 144A                                                               | CUSIP: 59317DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1080000 | PA      | $1076864.22    | 0.00%             | 2040-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES XXXIV CLO LTD                                                                 | ARES XXXIV CLO LTD 2015-2A A1R4 TSFR3M+129 07/17/2038 144A                                              | CUSIP: 04015GBB4<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   17543000 | PA      | $17586471.55   | 0.08%             | 2038-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO 43 LTD                                                 | BENEFIT STREET PARTNERS CLO 43 LTD A TSFR3M+ 10/20/2038 144A                                            | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |   12274000 | PA      | $12295712.71   | 0.05%             | 2038-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-RISE                                                                 | BX TRUST 2021-RISE TSFR1M+ 11/15/2036 144A                                                              | CUSIP: 12434EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     770940 | PA      | $770459.46     | 0.00%             | 2036-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TR                                                           | UPX HIL 2025-1 ISSUER TR 6.22% 01/25/2047 144A                                                          | CUSIP: 916925AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1011546.70    | 0.00%             | 2047-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 6.184% 08/29/2031                                                              | CUSIP: 345397H30<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     550000 | PA      | $740769.31     | 0.00%             | 2031-08-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 08/31/2032                                                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  108700000 | PA      | $109341160.43  | 0.48%             | 2032-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.625% 08/31/2030                                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  367200000 | PA      | $367572935.66  | 1.61%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4% 09/01/2053#FS9322                                                                          | CUSIP: 3140XRLC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21524677 | PA      | $20728941.78   | 0.09%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEACE PARK CLO LTD                                                                 | PEACE PARK CLO LTD 2021-1A AR TSFR3M+125 10/20/2038 144A                                                | CUSIP: 70470MAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25404000 | PA      | $25449396.95   | 0.11%             | 2038-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XVIII LTD                                                         | SIXTH STREET CLO XVIII LTD A2R TSFR3M+150 10/17/2038 144A                                               | CUSIP: 83012HAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19162000 | PA      | $19187083.06   | 0.08%             | 2038-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XVIII LTD                                                         | SIXTH STREET CLO XVIII LTD 2021-18A A1R TSFR3M+125 10/17/2038 144A                                      | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11684000 | PA      | $11699387.83   | 0.05%             | 2038-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                             | GSCM SWAP REC 3.804 08/25/26                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   10620000 | NC      | $320430.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                             | GSCM SWAP PAY 3.804 08/25/26                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   10620000 | NC      | $189202.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                          | GNII II 6% 02/01/2056 #TBA                                                                              | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   86150000 | PA      | $87755215.72   | 0.38%             | 2056-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                                            | VIER GAS TRANSPORT GMBH 3.625% 09/08/2033 REGS                                                          | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |     900000 | PA      | $1042038.39    | 0.00%             | 2033-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                            | KODIAK GAS SERVICES LLC 6.75% 10/01/2035 144A                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     840000 | PA      | $863088.24     | 0.00%             | 2035-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 5.73% 09/05/2030                                                               | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1308776.55    | 0.01%             | 2030-09-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                    | ANTOFAGASTA PLC 5.625% 09/09/2035 144A                                                                  | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $767250.00     | 0.00%             | 2035-09-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                            | KODIAK GAS SERVICES LLC 6.5% 10/01/2033 144A                                                            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     745000 | PA      | $759940.23     | 0.00%             | 2033-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                        | GLOBAL MEDICAL RESPONSE INC 7.375% 10/01/2032 144A                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     540000 | PA      | $568944.38     | 0.00%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                                            | DREAM FINDERS HOMES INC 6.875% 09/15/2030 144A                                                          | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1214392.98    | 0.01%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                                                    | IHG FINANCE LLC 3.375% 09/10/2030 REGS                                                                  | CUSIP: N/A<br>LEI: 213800DXTXQ1YC8UP313       | Long             | DBT              | CORP              | US        |     325000 | PA      | $378704.52     | 0.00%             | 2030-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                       | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6.75% 03/15/2034 144A                      | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     637000 | PA      | $637752.93     | 0.00%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                               | ONEMAIN FINANCE CORP 6.5% 03/15/2033                                                                    | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     600000 | PA      | $602904.00     | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                                 | CENTURY COMMUNITIES INC 6.625% 09/15/2033 144A                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1221927.84    | 0.01%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                          | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 09/15/2032 144A                                         | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1625148.50    | 0.01%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                                              | SUZANO NETHERLANDS BV 5.5% 01/15/2036                                                                   | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     895000 | PA      | $889406.25     | 0.00%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                               | CLEVELAND-CLIFFS INC 7.625% 01/15/2034 144A                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1177704.38    | 0.01%             | 2034-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                              | LCH OIS SOFRV3.5% MAC 12/17/27                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -240976000 | NC      | $761635.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                              | LCH OIS SOFRV3.5% MAC 12/17/28                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -332879000 | NC      | $1280209.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                              | LCH OIS SOFRV3.75% MAC 12/17/29                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -121926000 | NC      | $536174.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                              | LCH OIS SOFRV3.75% MAC 12/17/32                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    4554000 | NC      | $13858.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                              | LCH OIS SOFRV3.75% MAC 12/17/35                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    1100000 | NC      | $692.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                              | LCH OIS SOFRV3.75% MAC 12/17/45                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -3694000 | NC      | $54703.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                              | LCH OIS SOFRV3.75% MAC 12/17/30                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -7935000 | NC      | $29907.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TACO BELL FDG LLC                                                                  | TACO BELL FDG LLC 4.821% 08/25/2055 144A                                                                | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22465000 | PA      | $22501121.47   | 0.10%             | 2055-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                                                     | LCI INDUSTRIES TERM B 1LN 03/25/2032                                                                    | CUSIP: 53631HAG3<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | LON              | CORP              | US        |     825855 | PA      | $827919.83     | 0.00%             | 2032-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                              | LEVEL 3 TERM B4 1LN 03/29/2032                                                                          | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    4425000 | PA      | $4430531.25    | 0.02%             | 2032-03-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 7.875%/VAR PERP 144A                                                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |    1815000 | PA      | $1846762.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 5.625% 03/15/2031 144A                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     618000 | PA      | $621515.80     | 0.00%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 5.875% 03/15/2034 144A                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     605000 | PA      | $608897.41     | 0.00%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                                | INVERSIONES CMPC SA VAR 12/09/2057 144A                                                                 | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     280000 | PA      | $279440.00     | 0.00%             | 2057-12-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                               | KALLPA GENERACION SA 5.5% 09/11/2035 144A                                                               | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     465000 | PA      | $467325.00     | 0.00%             | 2035-09-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.375% 09/15/2028                                                                             | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1993750.00    | 0.01%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-5C37                                                             | BBCMS MTG TR 2025-5C37 6.002% 09/15/2058                                                                | CUSIP: 05494NAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1511000 | PA      | $1537692.57    | 0.01%             | 2058-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+110 FB 11/25/2054                                                | CUSIP: 3137HHF97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    4110238 | PA      | $4118857.57    | 0.02%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FINANCE PLC                                                       | SOUTH WEST WATER FINANCE PLC 5.25% 09/15/2031 REGS                                                      | CUSIP: N/A<br>LEI: 213800OV68U446W4NV89       | Long             | DBT              | CORP              | GB        |     775000 | PA      | $1034107.65    | 0.00%             | 2031-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                              | UBER TECHNOLOGIES INC 4.15% 01/15/2031                                                                  | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    8695000 | PA      | $8656908.07    | 0.04%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                              | UBER TECHNOLOGIES INC 4.8% 09/15/2035                                                                   | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    7052000 | PA      | $7048799.80    | 0.03%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                       | NCL CORP LTD 5.875% 01/15/2031 144A                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $246712.05     | 0.00%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                       | NCL CORP LTD 6.25% 09/15/2033 144A                                                                      | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1220000 | PA      | $1205393.67    | 0.01%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING LLC                                                        | SILK ROAD GROUP HOLDING LLC 7.5% 09/15/2030 144A                                                        | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |     570000 | PA      | $573209.10     | 0.00%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC REIT                                                       | MILLROSE PROPERTIES INC REIT 6.25% 09/15/2032 144A                                                      | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     610000 | PA      | $616890.56     | 0.00%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                               | AMKOR TECHNOLOGY INC 5.875% 10/01/2033 144A                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     545000 | PA      | $554820.90     | 0.00%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                       | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 10/15/2033 144A                          | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     610000 | PA      | $613015.84     | 0.00%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                            | BANK OF NOVA SCOTIA 4.338%/VAR 09/15/2031                                                               | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $299596.10     | 0.00%             | 2031-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT VAR 05/25/2030                                                           | CUSIP: 3137HN4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2200000 | PA      | $2236577.64    | 0.01%             | 2030-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                                                             | AVEANNA HEALTHCARE TERM B 1LN 9/17/2032                                                                 | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |     610000 | PA      | $612775.50     | 0.00%             | 2032-09-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                        | GLOBAL MEDICAL RESPONSE TERM B 1LN 10/1/2032                                                            | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    1125000 | PA      | $1130681.25    | 0.00%             | 2032-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINL SVC US CORP                                                        | STELLANTIS FINL SVC US CORP 5.4% 09/15/2030 144A                                                        | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1293000 | PA      | $1304998.88    | 0.01%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                   | UWM HOLDINGS LLC 6.25% 03/15/2031 144A                                                                  | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1248000 | PA      | $1253517.63    | 0.01%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCG TRUST 2025-SNIP                                                                | SCG TRUST 2025-SNIP 6.85% 09/15/2042 144A                                                               | CUSIP: 78398JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1343000 | PA      | $1347196.88    | 0.01%             | 2042-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SCG TRUST 2025-SNIP                                                                | SCG TRUST 2025-SNIP 7.65% 09/15/2042 144A                                                               | CUSIP: 78398JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1679000 | PA      | $1688072.14    | 0.01%             | 2042-09-15      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                                   | UFC HLDGS LLC 1 TERM B5 11/21/2031                                                                      | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     965006 | PA      | $967940.06     | 0.00%             | 2031-11-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUR SEASONS HOTELS LTD                                                            | FOUR SEASONS HOTELS TERM B 1LN 9/22/2032                                                                | CUSIP: 35100DAW6<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |    2364823 | PA      | $2369647.47    | 0.01%             | 2032-09-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                                 | LIGHT and WONDER INTERNATIONAL INC 6.25% 10/01/2033 144A                                                | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1665169.98    | 0.01%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                    | NCR ATLEOS TERM B 1LN 04/16/2029                                                                        | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |    1665031 | PA      | $1666595.84    | 0.01%             | 2029-04-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2025-VI LTD                                                           | CIFC FUNDING 2025-VI LTD A1 TSFR3M+125 10/23/2038 144A                                                  | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7839000 | PA      | $7849041.76    | 0.03%             | 2038-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CYBERSWIFT BV                                                                      | NORD SECURITY TERM B 1LN 10/8/2032                                                                      | CUSIP: N/A<br>LEI: 9845008473F79E3H9069       | Long             | LON              | CORP              | NL        |     455000 | PA      | $455568.75     | 0.00%             | 2032-10-08      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC CO INC                                                           | HAWAIIAN ELECTRIC CO INC 6% 10/01/2033 144A                                                             | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     890000 | PA      | $901157.04     | 0.00%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                                                | ENERGUATE TRUST 2 0 6.35% 09/15/2035 144A                                                               | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     650000 | PA      | $647168.47     | 0.00%             | 2035-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                      | TRANSDIGM TERM K 1LN 03/22/2030                                                                         | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    3832635 | PA      | $3836390.69    | 0.02%             | 2030-03-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD                                                         | NAVIGATOR AIRCRAFT ABS LTD 1 A 0% 10/15/2050 144A                                                       | CUSIP: 63943GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18242632 | PA      | $18142363.34   | 0.08%             | 2050-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                                                 | SUMMIT COS TERM B 1LN 10/1/2032                                                                         | CUSIP: 72349UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1295806 | PA      | $1301482.08    | 0.01%             | 2032-10-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                                                 | SUMMIT COS TERM DD 1LN 10/1/2032                                                                        | CUSIP: 72349UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     249194 | PA      | $250285.02     | 0.00%             | 2032-10-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                                         | SOTERA HEALTH HOLDINGS LLC TERM B 1LN 05/30/2031                                                        | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    1956330 | PA      | $1967344.34    | 0.01%             | 2031-05-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VARSITY BRANDS INC                                                                 | VARSITY BRANDS TERM B 1LN 08/26/2031                                                                    | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |    2902725 | PA      | $2909981.81    | 0.01%             | 2031-08-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                     | CITI SWAP PAY 3.855 09/12/30                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |   22400000 | NC      | $784089.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                     | CITI SWAP REC 3.855 09/12/30                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |   22400000 | NC      | $712806.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                                          | PROLOGIS EURO FINL LLC 3.25% 09/22/2032                                                                 | CUSIP: 74341EAT9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     530000 | PA      | $608391.59     | 0.00%             | 2032-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CBRE EUROPE LOGISTICS PARTNERS SCA SICAV-SIF                                       | CBRE EUROPE LOGISTICS PARTNERS SCA SICAV-SIF 3.5% 09/22/2032 REGS                                       | CUSIP: N/A<br>LEI: 529900ZG3L6Z4K64S041       | Long             | DBT              | CORP              | LU        |     800000 | PA      | $916012.78     | 0.00%             | 2032-09-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                              | ZF NORTH AMER CAP INC 7.5% 03/24/2031 144A                                                              | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     350000 | PA      | $346304.67     | 0.00%             | 2031-03-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                      | TOPBUILD CORP 5.625% 01/31/2034 144A                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    1129000 | PA      | $1144412.49    | 0.00%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                | AMERICAN AXLE and MFG INC 6.375% 10/15/2032 144A                                                        | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     845000 | PA      | $850183.23     | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                | AMERICAN AXLE and MFG INC 7.75% 10/15/2033 144A                                                         | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1620958.52    | 0.01%             | 2033-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                             | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.25% 10/01/2033 144A                            | CUSIP: 91740PAH1<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1114904.12    | 0.00%             | 2033-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORVIA                                                                             | FORVIA 6.75% 09/15/2033 144A                                                                            | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    1090000 | PA      | $1109643.98    | 0.00%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                                 | RWE FINANCE US LLC 5.125% 09/18/2035 144A                                                               | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1929937.84    | 0.01%             | 2035-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP REC 3.853 09/16/30                                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |   22600000 | NC      | $717585.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP PAY 3.853 09/16/30                                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |   22600000 | NC      | $791770.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                                    | SOLSTICE TERM B 1LN 10/29/2032                                                                          | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |    1060000 | PA      | $1061992.80    | 0.00%             | 2032-10-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                              | BOAM SWAP PAY 3.565 09/15/26                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   16980000 | NC      | $478303.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                              | BOAM SWAP REC 3.565 09/15/26                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |   16980000 | NC      | $346014.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                          | TORONTO DOMINION BANK 3.357% 09/22/2032 REGS                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1157132.35    | 0.01%             | 2032-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HLDGS LLC                                                     | LUCKY STRIKE ENTERTAINMENT TERM B 1LN 9/22/2032                                                         | CUSIP: 49579GAJ1<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |    2055000 | PA      | $1971772.50    | 0.01%             | 2032-09-22      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                         | WEBER BLACKSTONE TERM B 1LN 10/1/2032                                                                   | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    6135000 | PA      | $6124754.55    | 0.03%             | 2032-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ACCELYA LUX FINCO SARL                                                             | ACCELYA TERM B 1LN 10/1/2032                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    1825000 | PA      | $1767968.75    | 0.01%             | 2032-10-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                                    | SOLSTICE ADVANCED MATERIALS INC 5.625% 09/30/2033 144A                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1659028.80    | 0.01%             | 2033-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 5.375% 03/22/2033                                                          | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     675000 | PA      | $673312.50     | 0.00%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                | AMERICAN AXLE and MANUFACTURING TERM C 1LN 2/24/2032                                                    | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    1805000 | PA      | $1805000.00    | 0.01%             | 2032-02-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                      | COHERENT TERM B2 1LN 07/02/2029                                                                         | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    1282488 | PA      | $1284091.19    | 0.01%             | 2029-07-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HAVN TR 2025-MOB                                                                   | HAVN TR 2025-MOB A TSFR1M+175 10/15/2027 144A                                                           | CUSIP: 40408XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2620000 | PA      | $2620818.75    | 0.01%             | 2035-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                             | GSCM SWAP PAY 3.887 09/17/30                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    8150000 | NC      | $280302.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                             | GSCM SWAP REC 3.887 09/17/30                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    8150000 | NC      | $264159.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE IHRACAT KREDI BANKASI AS                                                   | TURKIYE IHRACAT KREDI BANKASI AS 6.375% 10/03/2030 144A                                                 | CUSIP: 90015LAL1<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |     565000 | PA      | $564468.90     | 0.00%             | 2030-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 14 LTD / AIMCO CLO 14 LLC                                                | AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 2021-14A A1R TSFR3M+122 10/20/2038 144A                             | CUSIP: 00144GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2407000 | PA      | $2404227.14    | 0.01%             | 2038-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 09/30/2032                                                                             | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  184200000 | PA      | $185207343.75  | 0.81%             | 2032-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.625% 09/30/2030                                                                             | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   86300000 | PA      | $86380906.25   | 0.38%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                            | PARK RIVER HOLDINGS INC 8% 03/15/2031 144A                                                              | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     415000 | PA      | $428716.58     | 0.00%             | 2031-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                              | MINERAL RESOURCES LTD 7% 04/01/2031 144A                                                                | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     639000 | PA      | $664160.63     | 0.00%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 4.15% 02/15/2029                                                                     | CUSIP: 24703DBR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8686000 | PA      | $8674219.00    | 0.04%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 4.5% 02/15/2031                                                                      | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18522000 | PA      | $18523667.54   | 0.08%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 4.75% 10/06/2032                                                                     | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14957000 | PA      | $14996955.23   | 0.07%             | 2032-10-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 5.1% 02/15/2036                                                                      | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21370000 | PA      | $21341243.67   | 0.09%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                            | SCIENCE APPLICATIONS INTERNATIONAL CORP 5.875% 11/01/2033 144A                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1678482.76    | 0.01%             | 2033-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                   | LAMAR MEDIA CORP 5.375% 11/01/2033 144A                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1666814.47    | 0.01%             | 2033-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                      | GOLAR LNG LTD 7.5% 10/02/2030 144A                                                                      | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    2114000 | PA      | $2055209.66    | 0.01%             | 2030-10-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                               | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC 6.5% 10/01/2030 144A                                               | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1124092.56    | 0.00%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                        | STARWOOD PPTY TR INC 5.25% 10/15/2028 144A                                                              | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     555000 | PA      | $558793.43     | 0.00%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C12 MTG TR                                                               | BMO 2025-5C12 MTG TR VAR 10/15/2058                                                                     | CUSIP: 09663VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26292000 | PA      | $925097.17     | 0.00%             | 2058-10-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                            | UNITI GROUP TERM B 1LN 10/6/2032                                                                        | CUSIP: 97381JAK9<br>LEI: 549300L3SXBFJVGRCF66 | Long             | LON              | CORP              | US        |    4675000 | PA      | $4648726.50    | 0.02%             | 2032-10-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| STONEPEAK BAYOU HOLDINGS LP                                                        | STONEPEAK BAYOU TERM 1LN 10/1/2032                                                                      | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1040000 | PA      | $962655.20     | 0.00%             | 2032-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                        | ION PLATFORM FINANCE US INC 7.875% 09/30/2032 144A                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1834172.53    | 0.01%             | 2032-09-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                            | PRIMESOURCE TERM B 1LN 3/15/2031                                                                        | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    1560000 | PA      | $1563712.80    | 0.01%             | 2031-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                              | GILDAN ACTIVEWEAR INC 4.7% 10/07/2030 144A                                                              | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    1677000 | PA      | $1672729.17    | 0.01%             | 2030-10-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                               | ENEL FINANCE INTL NV 4.375% 09/30/2030 144A                                                             | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     387000 | PA      | $386472.44     | 0.00%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                         | COPT DEFENSE PROPERTIES LP 4.5% 10/15/2030                                                              | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    4751000 | PA      | $4731721.63    | 0.02%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 4.421% 05/25/2030                                                        | CUSIP: 3137HN6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4500000 | PA      | $4578858.00    | 0.02%             | 2030-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 4.45% 09/26/2030                                                                            | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7143000 | PA      | $7038515.70    | 0.03%             | 2030-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 4.8% 09/26/2032                                                                             | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   12808000 | PA      | $12591598.98   | 0.06%             | 2032-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 5.2% 09/26/2035                                                                             | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11076000 | PA      | $10853263.97   | 0.05%             | 2035-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 5.875% 09/26/2045                                                                           | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6152000 | PA      | $5800820.83    | 0.03%             | 2045-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 5.95% 09/26/2055                                                                            | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7713000 | PA      | $7227358.75    | 0.03%             | 2055-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 6.1% 09/26/2065                                                                             | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8038000 | PA      | $7485546.25    | 0.03%             | 2065-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                                                               | CELSIUS TERM B 1LN 04/01/2032                                                                           | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     808889 | PA      | $812933.33     | 0.00%             | 2032-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN EQUIPMENT CORP                                                               | CROWN EQUIPMENT TERM B1 1LN 10/10/2031                                                                  | CUSIP: 22834HAL2<br>LEI: V22E9B3P7BX1W5NNT053 | Long             | LON              | CORP              | US        |     586160 | PA      | $589459.64     | 0.00%             | 2031-10-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY and FLOW LLC                                                        | MADISON SAFETY and FLOW TERM B 1LN 09/26/2031                                                           | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |     414873 | PA      | $416428.48     | 0.00%             | 2031-09-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CUSHMAN and WAKEFIELD US BORROWER LLC                                              | CUSHMAN and WAKEFIELD TERM B2 1LN 01/31/2030                                                            | CUSIP: 23340DAX0<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    1236306 | PA      | $1242487.85    | 0.01%             | 2030-01-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                            | WINDSTREAM SERVICES LLC 7.5% 10/15/2033 144A                                                            | CUSIP: 97382BAB5<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $3058131.41    | 0.01%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                   | CALIFORNIA RES CORP 7% 01/15/2034 144A                                                                  | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109723.31     | 0.00%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                     | NRG ENERGY INC 5.75% 01/15/2034 144A                                                                    | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1728749.16    | 0.01%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                     | NRG ENERGY INC 6% 01/15/2036 144A                                                                       | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1690960.68    | 0.01%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                               | OLYMPUS WATER US HOLDING CORPORATION 7.25% 02/15/2033 144A                                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3300582.63    | 0.01%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA VESTA SAB. DE CV.                                         | CORPORACION INMO VESTA SAB CV 5.5% 01/30/2033 144A                                                      | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |     720000 | PA      | $723643.20     | 0.00%             | 2033-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                           | ENCORE CAP GROUP INC 6.625% 04/15/2031 144A                                                             | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     450000 | PA      | $449861.99     | 0.00%             | 2031-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PEER USA LLC                                                                       | ACTION TERM B 1LN 9/29/2032                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1300000 | PA      | $1301352.00    | 0.01%             | 2032-09-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO III LTD                                                                | BBAM US CLO III LTD DR TSFR3M+ 10/15/2038 144A                                                          | CUSIP: 054972AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $98294.10      | 0.00%             | 2038-10-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BIFM CA BUYER INC                                                                  | BGIS TERM 1LN 05/31/2028                                                                                | CUSIP: N/A<br>LEI: 5493004RP2P0NY84N260       | Long             | LON              | CORP              | CA        |    1462652 | PA      | $1468868.63    | 0.01%             | 2028-05-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC                                          | FLATIRON CLO 20 LTD / LLC 20-1A A1R2 TSFR3M+124 11/20/2038 144A                                         | CUSIP: 33883MAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   27720000 | PA      | $27736715.16   | 0.12%             | 2038-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VTR COML MTG TR 2025-STEM                                                          | VTR COML MTG TR 2025-STEM 6.0868% 10/13/2041 144A                                                       | CUSIP: 92890YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $241804.90     | 0.00%             | 2039-10-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VTR COML MTG TR 2025-STEM                                                          | VTR COML MTG TR 2025-STEM D 6.73899% 10/13/2041 144A                                                    | CUSIP: 92890YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     695000 | PA      | $700148.56     | 0.00%             | 2039-10-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-8R LTD                                                                | OCP CLO 2020-8R LTD AR2 TSFR3M+122 10/17/2038 144A                                                      | CUSIP: 670898AW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11964000 | PA      | $11975916.14   | 0.05%             | 2038-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                               | EXTENDED STAY AMERICA TRUST 2025-ESH VAR 10/15/2042 144A                                                | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24610000 | PA      | $24648401.44   | 0.11%             | 2042-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                               | EXTENDED STAY AMERICA TRUST 2025-ESH B TSFR1M+160 10/15/2042 144A                                       | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4380000 | PA      | $4388201.99    | 0.02%             | 2042-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                               | EXTENDED STAY AMERICA TRUST 2025-ESH C TSFR1M+185 10/15/2042 144A                                       | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2135000 | PA      | $2141716.50    | 0.01%             | 2042-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                               | EXTENDED STAY AMERICA TRUST 2025-ESH E TSFR1M+335 10/15/2042 144A                                       | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     945000 | PA      | $959051.96     | 0.00%             | 2042-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                               | EXTENDED STAY AMERICA TRUST 2025-ESH F TSFR1M+410 10/15/2042 144A                                       | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     945000 | PA      | $953249.85     | 0.00%             | 2042-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C13 MORTGAGE TRUST                                                        | BMO 2025-C13 C MORTGAGE TRUST VAR 10/15/2058                                                            | CUSIP: 05592YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     997000 | PA      | $993275.11     | 0.00%             | 2058-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                                      | P3 GROUP SARL 3.75% 04/02/2033 REGS                                                                     | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $458886.26     | 0.00%             | 2033-04-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPENLANE INC                                                                       | OPENLANE TERM B 1LN 10/8/2032                                                                           | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |     460000 | PA      | $460000.00     | 0.00%             | 2032-10-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO/THE                                                                    | CHEMOURS CO/THE TERM 1LN B3 10/15/2032                                                                  | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    3770000 | PA      | $3638050.00    | 0.02%             | 2032-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EF HOLDCO / EF CAYMAN HOLD / ELLINGTON FIN REIT CAYMAN/TRS / EF CAYMAN NON-MTM     | EF HOLDCO / EF CAYMAN HOLD / ELLINGTON FIN REIT CAYMAN/TRS / EF CAYMAN NON-MTM 7.375% 09/30/2030 144A   | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1116299.73    | 0.00%             | 2030-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                  | WBI OPERATING LLC 6.25% 10/15/2030 144A                                                                 | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     885000 | PA      | $885354.04     | 0.00%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                        | STARWOOD PPTY TR INC 5.75% 01/15/2031 144A                                                              | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     885000 | PA      | $899467.32     | 0.00%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                  | WBI OPERATING LLC 6.5% 10/15/2033 144A                                                                  | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     907000 | PA      | $906560.11     | 0.00%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                 | VIKING CRUISES LTD 5.875% 10/15/2033 144A                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    2760000 | PA      | $2804745.26    | 0.01%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                          | ICE CDX CXPEI544 12/20/30                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   -4185000 | NC      | $-4595.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                   | WOLFSPEED INC/DE PIK VAR 06/15/2031                                                                     | CUSIP: 977852AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     716412 | PA      | $580293.72     | 0.00%             | 2031-06-15      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                   | WOLFSPEED INC/DE CONV 2.5% 06/15/2031                                                                   | CUSIP: 977852AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     459000 | PA      | $777718.13     | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                   | WOLFSPEED INC/DE PIK VAR 06/23/2030 144A                                                                | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350999 | PA      | $384343.91     | 0.00%             | 2030-06-23      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                               | GRUBHUB HOLDINGS INC PIK 13% 07/31/2030 144A                                                            | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     383864 | PA      | $325633.97     | 0.00%             | 2030-07-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN FINANCIAL CO FOR SOVEREIGN TASKEEK/THE                                    | EGYPTIAN FINANCIAL CO FOR SOVEREIGN TASKEEK/THE 7.95% 10/07/2032 144A                                   | CUSIP: 282370AC9<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |     310000 | PA      | $320574.10     | 0.00%             | 2032-10-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CORPAY TECHNOLOGIES OPERATING CO LLC                                               | FLEETCOR TERM B 1LN 11/05/2032                                                                          | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    1890000 | PA      | $1886938.20    | 0.01%             | 2032-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                                | VERRA MOBILITY TERM B 1LN 10/03/2032                                                                    | CUSIP: 00215NAP5<br>LEI: 549300GCTGJLEBXJUK89 | Long             | LON              | CORP              | US        |    1059506 | PA      | $1065132.12    | 0.00%             | 2032-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                              | ADT SECURITY CORP/THE 5.875% 10/15/2033 144A                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1121525.28    | 0.00%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                       | TRANSOCEAN INTERNATIONAL LTD 7.875% 10/15/2032 144A                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     336000 | PA      | $350249.80     | 0.00%             | 2032-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                | MSCS SWAP CY885799 12/15/56 S                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |   16100000 | NC      | $-218164.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX TR 2025-OMG                                                                     | BX TR 2025-OMG VAR 10/15/2027 144A                                                                      | CUSIP: 05619HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     705000 | PA      | $705282.00     | 0.00%             | 2042-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                   | ALTICE FRANCE SA 6.5% 04/15/2032 144A                                                                   | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    5093696 | PA      | $4955805.68    | 0.02%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                   | ALTICE FRANCE SA 6.875% 10/15/2030 144A                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    3715732 | PA      | $3661251.19    | 0.02%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                   | ALTICE FRANCE SA 6.875% 07/15/2032 144A                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1328422 | PA      | $1294832.01    | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                   | ALTICE FRANCE SA 6.5% 10/15/2031 144A                                                                   | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1212907 | PA      | $1159179.72    | 0.01%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                    | BAHRAIN KINGDOM 6.625% 10/06/2037 144A                                                                  | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     320000 | PA      | $321008.00     | 0.00%             | 2037-10-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                                    | BAHRAIN KINGDOM 5.875% 02/06/2034 144A                                                                  | CUSIP: 124808AC0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     425000 | PA      | $424315.75     | 0.00%             | 2034-02-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                               | ALPHA GENERATION LLC 6.25% 01/15/2034 144A                                                              | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1106733.75    | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                  | DB MASTER FIN LLC 4.891% 08/20/2055 144A                                                                | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |   10115000 | PA      | $10187150.30   | 0.04%             | 2055-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                  | DB MASTER FIN LLC 0% 08/20/2055 144A                                                                    | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |    8205000 | PA      | $8262411.21    | 0.04%             | 2055-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1                                            | ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1 10% 01/15/2033 144A                                             | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     603900 | PA      | $575280.88     | 0.00%             | 2033-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC/DE                                                                   | WOLFSPEED INC/DE CONV 2.5% 06/15/2031 144A                                                              | CUSIP: 977852AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     112000 | PA      | $189770.00     | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                      | MODIVCARE TERM DD 1LN 02/22/2026                                                                        | CUSIP: 60783LAJ9<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |      61904 | PA      | $60046.71      | 0.00%             | 2026-02-22      | Variable      | 0.11%                 | No            |                  3 | On Loan: No      |
| KENYA REPUBLIC OF                                                                  | KENYA REPUBLIC OF 8.8% 10/09/2038 144A                                                                  | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     295000 | PA      | $285321.05     | 0.00%             | 2038-10-09      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                           | LUXCO 3                                                                                                 | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |     146008 | NS      | $2210935.99    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-C65                                     | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-C65 6.014% 10/15/2058                                        | CUSIP: 95004WAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     705000 | PA      | $708746.30     | 0.00%             | 2058-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2025-5 LTD                                                       | PALMER SQUARE CLO 2025-5 LTD A TSFR3M+121 10/20/2038 144A                                               | CUSIP: 696914AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13063000 | PA      | $13069400.87   | 0.06%             | 2038-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                           | ALTICE FRANCE HOLDING SA CVR                                                                            | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | EC               | CORP              | LU        |       2358 | NS      | $27169.53      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GTC FINANCE DAC                                                                    | GTC FINANCE DAC 6.5% 10/15/2030 REGS                                                                    | CUSIP: N/A<br>LEI: 213800BQ2YULQCB6M521       | Long             | DBT              | CORP              | IE        |    1200000 | PA      | $1260140.10    | 0.01%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                         | VMED O2 UK FINANCING I PLC 6.75% 01/15/2033 144A                                                        | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     555000 | PA      | $552704.96     | 0.00%             | 2033-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2025-2                                                | DELL EQUIPMENT FINANCE TRUST 2025-2 4.12% 03/24/2031 144A                                               | CUSIP: 24703VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2504599.75    | 0.01%             | 2031-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETRORIO LUXEMBOURG HOLDING SARL                                                   | PETRORIO LUXEMBOURG HOLDING SARL 6.75% 10/15/2030 144A                                                  | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     785000 | PA      | $766191.40     | 0.00%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAWN BIDCO LLC                                                                     | DAWN BIDCO TERM B 1LN 10/07/2032                                                                        | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7060000 | PA      | $7038325.80    | 0.03%             | 2032-10-07      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-III LTD                                                          | CIFC FUNDING 2021-III LTD A1R TSFR3M+ 10/15/2038 144A                                                   | CUSIP: 12564DAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   28432000 | PA      | $28384006.78   | 0.12%             | 2038-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                    | ANGOLA REPUBLIC 9.244% 01/15/2031 144A                                                                  | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     300000 | PA      | $296250.00     | 0.00%             | 2031-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT K548 A2 VAR 09/25/2030                                                   | CUSIP: 3137HNN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2300000 | PA      | $2333569.65    | 0.01%             | 2030-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                                    | ANGOLA REPUBLIC 9.875% 10/15/2035 144A                                                                  | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     320000 | PA      | $312000.00     | 0.00%             | 2035-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BPR COML MTG TR 2025-STAR                                                          | BPR COML MTG TR 2025-STAR C 6.22553% 11/05/2042 144A                                                    | CUSIP: 05619DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1070000 | PA      | $1078560.00    | 0.00%             | 2042-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                            | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 9% 08/01/2029 144A                              | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1198000 | PA      | $1196554.68    | 0.01%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                            | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 8.75% 05/01/2029 144A                           | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     896000 | PA      | $887155.66     | 0.00%             | 2029-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                            | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5% 05/01/2028 144A                              | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1574000 | PA      | $1466588.19    | 0.01%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                            | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL 5.75% 05/15/2028 144A                           | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1517000 | PA      | $1424670.68    | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                                                        | DANAOS CORP 6.875% 10/15/2032 144A                                                                      | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    1115000 | PA      | $1134816.90    | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                     | CITI SWAP PAY 3.646 01/07/26                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |    3000000 | NC      | $18998.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                     | CITI SWAP REC 3.646 01/07/26                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |    3000000 | NC      | $27995.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                   | SFR TERM B13 1LN 05/14/2029                                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |     157468 | PA      | $156483.60     | 0.00%             | 2029-05-14      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                   | SFR TERM B14 1LN 5/31/2031                                                                              | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |   11800232 | PA      | $11824776.48   | 0.05%             | 2031-05-31      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| DZ BANK AG DEUTSCHE ZENTRAL GE NOSSENSCHAFTSBANK                                   | DZ BANK AG DEUT ZENT GENOSBANK 3.706%/VAR 10/15/2035 REGS                                               | CUSIP: N/A<br>LEI: 529900HNOAA1KXQJUQ27       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $463559.82     | 0.00%             | 2035-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                            | TALEN ENERGY TERM B 1LN 10/11/2032                                                                      | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    1355000 | PA      | $1355000.00    | 0.01%             | 2032-10-11      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                    | MADISON AIR TERM B 1LN 11/8/2032                                                                        | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    1488461 | PA      | $1494578.19    | 0.01%             | 2032-11-08      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COORSTEK INC                                                                       | COORSTEK TERM 1LN 10/28/2032                                                                            | CUSIP: 21702EAF3<br>LEI: GHWONX83GNDLWPBRQQ83 | Long             | LON              | CORP              | US        |    1065000 | PA      | $1074318.75    | 0.00%             | 2032-10-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-3                                     | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-3 A3 4.4% 12/16/2030                                       | CUSIP: 30185FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7485000 | PA      | $7490184.86    | 0.03%             | 2030-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA                                           | INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA VAR 11/05/2037 144A                                            | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7259000 | PA      | $7318549.93    | 0.03%             | 2037-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                            | TALEN ENERGY SUPPLY LLC 6.25% 02/01/2034 144A                                                           | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1691413.84    | 0.01%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                            | TALEN ENERGY SUPPLY LLC 6.5% 02/01/2036 144A                                                            | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1762774.40    | 0.01%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPING MALLS                                                            | INRETAIL SHOPPING MALLS 5.65% 10/16/2032 144A                                                           | CUSIP: 45780UAC8<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |     640000 | PA      | $641401.60     | 0.00%             | 2032-10-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 12/01/2054#DC7012                                                                        | CUSIP: 3140AUYJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2498326 | PA      | $2542180.03    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY                                            | CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY E TSFR1M+400 10/15/2037 144A                                    | CUSIP: 12576AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     615000 | PA      | $615738.00     | 0.00%             | 2037-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5.5% 05/01/2055#QY3801                                                                        | CUSIP: 31426NGK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47403 | PA      | $48166.22      | 0.00%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5.5% 08/01/2055#RJ5150                                                                        | CUSIP: 3142GVWL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3718824 | PA      | $3767181.29    | 0.02%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF5 LLC                                                                 | PRPM 2025-RCF5 LLC 4.839% 10/25/2055 144A                                                               | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5200000 | PA      | $5183761.96    | 0.02%             | 2055-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 5.5% 08/01/2055#DC4729                                                                        | CUSIP: 3140ASHF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     551523 | PA      | $558695.11     | 0.00%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-D                                                      | OPORTUN ISSUANCE TRUST 2025-D 4.53% 02/08/2033 144A                                                     | CUSIP: 68379HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5900000 | PA      | $5905720.64    | 0.03%             | 2033-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 20 LTD                                                                   | AIMCO CLO 20A LTD A1R TSFR3M+121 10/16/2038 144A                                                        | CUSIP: 00901QAN2<br>LEI: 2549009AFNTQKXTAWE65 | Long             | ABS-CBDO         | CORP              | JE        |   26046000 | PA      | $25999872.53   | 0.11%             | 2038-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STONEWEG EREIT LUX FINCO SARL                                                      | STONEWEG EREIT LUX FINCO SARL 4.125% 02/22/2033 REGS                                                    | CUSIP: N/A<br>LEI: 213800VKBKU9G6DF2O19       | Long             | DBT              | CORP              | LU        |    1300000 | PA      | $1489930.71    | 0.01%             | 2033-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                             | GSCM SWAP CDS 12/20/30 UCGIM B                                                                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DCR              | CORP              | US        |    1450000 | NC      | $-3177.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                        | AMERICAN HONDA FINANCE CORP 5.05% 08/20/2031                                                            | CUSIP: 026657BH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     800000 | PA      | $1069001.11    | 0.00%             | 2031-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                      | LIVE NATION TERM B 1LN 10/21/2032                                                                       | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |     615000 | PA      | $615000.00     | 0.00%             | 2032-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                   | WULF COMPUTE LLC 7.75% 10/15/2030 144A                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3432000 | PA      | $3548415.02    | 0.02%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNPI SWAP CDS 12/20/30 SOCGEN B                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    1250000 | NC      | $5429.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                | GSCOFI SWAP CY873245 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    3299311 | NC      | $23516.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FINANCE PLC                                                     | NORTHUMBRIAN WATER FINANCE PLC 5.375% 07/22/2032 REGS                                                   | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |     525000 | PA      | $699630.71     | 0.00%             | 2032-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNPI SWAP CDS 12/20/30 DB B                                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    1200000 | NC      | $12350.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNPI SWAP CDS 12/20/30 ASSGEN B                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    1650000 | NC      | $-10395.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                 | JPSW SWAP CDS 12/20/30 ISPIM B                                                                          | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |    1400000 | NC      | $-10744.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNPI SWAP CDS 12/20/30 BMW B                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |    2700000 | NC      | $-81240.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRES COML MTG TR 2025-ATCAP                                                        | BRES COML MTG TR 2025-ATCAP TSFR1M+364.076 11/15/2042 144A                                              | CUSIP: 05619GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     615000 | PA      | $612927.76     | 0.00%             | 2042-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BRES COML MTG TR 2025-ATCAP                                                        | BRES COML MTG TR 2025-ATCAP F TSFR1M+518.85 11/15/2042 144A                                             | CUSIP: 05619GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1429000 | PA      | $1424221.42    | 0.01%             | 2042-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BYJU'S ALPHA INC                                                                   | BYJUS ALP NEW DIP TL 4/26                                                                               | CUSIP: N/A<br>LEI: 254900EAJ040Y8AVVN71       | Long             | LON              | CORP              | US        |       5789 | PA      | $5499.58       | 0.00%             | 2026-04-09      | Variable      | 0.12%                 | No            |                  3 | On Loan: No      |
| DIAMETER CAP CLO 5 LTD / LLC                                                       | DIAMETER CAP CLO 5 LTD / LLC BR TSFR3M+180 01/15/2039 144A                                              | CUSIP: 25255RAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249991.75     | 0.00%             | 2039-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE LTD                                                                  | MONDI FINANCE LTD 3.375% 05/23/2031 REGS                                                                | CUSIP: N/A<br>LEI: 213800BJV32JT6IRCS96       | Long             | DBT              | CORP              | GB        |     360000 | PA      | $416123.64     | 0.00%             | 2031-05-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC                                                                        | CHOBANI TERM B 1LN 10/28/2032                                                                           | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |    2185000 | PA      | $2197301.55    | 0.01%             | 2032-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2025-46 LTD / LLC                                                          | OCP CLO 2025-46 LTD / LLC A TSFR3M+120 10/15/2038 144A                                                  | CUSIP: 671023AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8510000 | PA      | $8512289.19    | 0.04%             | 2038-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM19 TR                                                                  | OBX 2025-NQM19 TR VAR 10/25/2065 144A                                                                   | CUSIP: 67449LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2764054 | PA      | $2761348.28    | 0.01%             | 2065-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GGAM MASTER TR INTERNATIONA LTD / LLC                                              | GGAM MASTER TR INTERNATIONA LTD / LLC 5.923% 09/30/2060 144A                                            | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28985000 | PA      | $29317397.08   | 0.13%             | 2060-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                            | MNGT SWAP CZ030008 12/17/57 B                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     700000 | NC      | $66403.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 2.6% 02/15/2033                                                                            | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   53540000 | PA      | $47597028.95   | 0.21%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 2.45% 02/15/2031                                                                           | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   60247000 | PA      | $55381346.85   | 0.24%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 3.419% 04/15/2033                                                                          | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $1563093.69    | 0.01%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 1.95% 02/15/2028                                                                           | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     358000 | PA      | $343283.05     | 0.00%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                            | VERSANT MEDIA GROUP TERM B 1LN 10/23/2030                                                               | CUSIP: 92528PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1810000 | PA      | $1794922.70    | 0.01%             | 2030-10-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS STORAGE PARTNERS LP                                                  | ROCKPOINT GAS STORAGE TERM B 1LN 09/18/2031                                                             | CUSIP: 77381HAD1<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | US        |    2461400 | PA      | $2467898.10    | 0.01%             | 2031-09-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC             | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.75% 03/31/2034 144A            | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1113910.72    | 0.00%             | 2034-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC             | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.5% 03/31/2031 144A             | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     985000 | PA      | $998461.01     | 0.00%             | 2031-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                           | ELANCO ANIMAL HEALTH TERM B 1LN 10/31/2032                                                              | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |     710000 | PA      | $708445.10     | 0.00%             | 2032-10-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AMERICA INC                                                | KLOECKNER PENTAPLAST DIP TERM 07/27/2026                                                                | CUSIP: N/A<br>LEI: 529900H8J1B7UA1CG794       | Long             | LON              | CORP              | US        |     378861 | PA      | $343183.59     | 0.00%             | 2026-07-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA                                                              | VOLCAN CIA MINERA SAA 8.5% 10/28/2032 144A                                                              | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    2477000 | PA      | $2512173.40    | 0.01%             | 2032-10-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+67 08/25/2052                                                    | CUSIP: 3137H8P62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    2017264 | PA      | $1986073.46    | 0.01%             | 2052-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.75% 10/31/2032                                                                              | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56000000 | PA      | $55868750.00   | 0.24%             | 2032-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.625% 10/31/2030                                                                             | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43200000 | PA      | $43237125.22   | 0.19%             | 2030-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSBAM 2025-5C2                                                                     | MSBAM 2025-5C2 5.906% 11/15/2030                                                                        | CUSIP: 61779RCV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $999978.40     | 0.00%             | 2058-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                 | TURKEY REPUBLIC OF 6.8% 11/04/2036                                                                      | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1000000 | PA      | $1005034.60    | 0.00%             | 2036-11-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                               | KAISER ALUMINUM CORP 5.875% 03/01/2034 144A                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1106332.33    | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                                      | WHITE CAP SUPPLY HOLDINGS LLC 7.375% 11/15/2030 144A                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     560000 | PA      | $571153.76     | 0.00%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                                   | PERNOD RICARD SA 3.75% 02/04/2037 REGS                                                                  | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $915859.61     | 0.00%             | 2037-02-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PING IDENTITY HOLDING CORP                                                         | PING IDENTITY TERM 1LN 11/13/2032                                                                       | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1265000 | PA      | $1269743.75    | 0.01%             | 2032-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                             | GSCM SWAP PAY 3.874 10/28/30                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   15980000 | NC      | $565053.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                             | GSCM SWAP REC 3.874 10/28/30                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |   15980000 | NC      | $514601.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                       | TERAWULF INC CONV 0% 05/01/2032 144A                                                                    | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     900000 | PA      | $914250.92     | 0.00%             | 2032-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TECPETROL SA                                                                       | TECPETROL SA 7.625% 11/03/2030 144A                                                                     | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     485000 | PA      | $481799.00     | 0.00%             | 2030-11-03      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                              | BOAM SWAP REC 3.585 04/29/26                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    7830000 | NC      | $119069.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                              | BOAM SWAP PAY 3.585 04/29/26                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    7830000 | NC      | $145677.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC                                                                           | MSCI INC 5.15% 03/15/2036                                                                               | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    4069000 | PA      | $4064040.01    | 0.02%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                            | FHLM 30YR 5.5% 09/01/2054#SL1653                                                                        | CUSIP: 31427NZT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6138842 | PA      | $6285812.42    | 0.03%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                           | ALLISON TRANSMISSION TERM B 1LN 11/5/2032                                                               | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |     675000 | PA      | $677025.00     | 0.00%             | 2032-11-05      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-RISE                                                                 | BX TRUST 2021-RISE F TSFR1M+276.448 11/15/2036 144A                                                     | CUSIP: 12434EAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     705850 | PA      | $705409.70     | 0.00%             | 2036-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CY873248 04/17/65 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     600000 | NC      | $104099.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 5% 11/01/2040#MA5886                                                                          | CUSIP: 31418FRG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6906146 | PA      | $6986551.70    | 0.03%             | 2040-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                    | CANO HEALTH TERM Initial Exchange Term Loans 1LN 06/28/2029                                             | CUSIP: 13781HAS9<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |     236491 | PA      | $184462.95     | 0.00%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  3 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                               | NEPTUNE BIDCO US INC 10.375% 05/15/2031 144A                                                            | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2618585.42    | 0.01%             | 2031-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                              | TENET HEALTHCARE CORP 5.5% 11/15/2032 144A                                                              | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1596000 | PA      | $1621290.22    | 0.01%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                              | TENET HEALTHCARE CORP 6% 11/15/2033 144A                                                                | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     905000 | PA      | $934437.92     | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                    | TAYLOR MORRISON COMMUNITIES INC 5.75% 11/15/2032 144A                                                   | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     875000 | PA      | $901881.75     | 0.00%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCP AEGIS CLO 2025-47 LTD                                                          | OCP AEGIS CLO 2025-47 LTD A1 TSFR3M+111 01/21/2038 144A                                                 | CUSIP: 67122UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11163000 | PA      | $11163000.00   | 0.05%             | 2038-01-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP AEGIS CLO 2025-47 LTD                                                          | OCP AEGIS CLO 2025-47 LTD D1A TSFR3M+ 01/21/2038 144A                                                   | CUSIP: 67122UAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249826.75     | 0.00%             | 2038-01-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                                 | CIPHER COMPUTE LLC 7.125% 11/15/2030 144A                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1388000 | PA      | $1410124.46    | 0.01%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                        | WAYFAIR LLC 6.75% 11/15/2032 144A                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1147897.13    | 0.01%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENERGY HOLDINGS SARL                                                    | BREAKWATER ENERGY HOLDINGS SARL 9.25% 11/15/2030 144A                                                   | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |    1060000 | PA      | $1097905.60    | 0.00%             | 2030-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 5% 07/01/2040#FA2096                                                                          | CUSIP: 3140W2KJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     727595 | PA      | $736065.69     | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 5.5% 08/01/2055#SL2271                                                                        | CUSIP: 31427PQZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5591734 | PA      | $5748321.71    | 0.03%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                         | VONOVIA SE 3.5% 11/12/2032 REGS                                                                         | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     900000 | PA      | $1038391.33    | 0.00%             | 2032-11-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AXA LOGISTICS EUROPE MASTER SCA                                                    | AXA LOGISTICS EUROPE MASTER SCA 3.375% 05/13/2031 REGS                                                  | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $464341.28     | 0.00%             | 2031-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                                | NIGERIA REPUBLIC 9.1297% 01/13/2046 144A                                                                | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     235000 | PA      | $249217.50     | 0.00%             | 2046-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.625% 11/15/2055                                                           | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7500000 | PA      | $7446093.75    | 0.03%             | 2055-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 11/15/2035                                                                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15000000 | PA      | $14976562.50   | 0.07%             | 2035-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                           | ALLISON TRANSMISSION INC 5.875% 12/01/2033 144A                                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1221022.51    | 0.01%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELP 2025-ELP                                                                       | ELP COML MTG TR 2025-ELP 4.71318% 11/13/2042 144A                                                       | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8502000 | PA      | $8539597.54    | 0.04%             | 2042-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELP 2025-ELP                                                                       | ELP 2025-ELP VAR 11/13/2042 144A                                                                        | CUSIP: 290154AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     390000 | PA      | $392184.70     | 0.00%             | 2042-11-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                     | TARGA RES CORP 4.35% 01/15/2029                                                                         | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    4864000 | PA      | $4880364.34    | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELP 2025-ELP                                                                       | ELP 2025-ELP E VAR 11/13/2042 144A                                                                      | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     460000 | PA      | $462505.25     | 0.00%             | 2042-11-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 08/01/2054#DB7695                                                                          | CUSIP: 3140AHRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103471 | PA      | $110763.97     | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 11/01/2053#QH4141                                                                          | CUSIP: 3133CGS65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     971078 | PA      | $1033074.39    | 0.00%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 08/01/2054#SD6166                                                                          | CUSIP: 3132DTZ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2837864 | PA      | $3037887.15    | 0.01%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 06/01/2054#FS8247                                                                          | CUSIP: 3140XQEV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2439992 | PA      | $2611971.58    | 0.01%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 08/01/2054#DC1886                                                                          | CUSIP: 3140APCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127229 | PA      | $135268.16     | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 12/01/2053#SD4486                                                                          | CUSIP: 3132E06X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1086694 | PA      | $1153610.13    | 0.01%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 11/01/2053#DA4061                                                                          | CUSIP: 3140A4QP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     191473 | PA      | $202282.49     | 0.00%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 12/01/2053#DA5755                                                                          | CUSIP: 3140A6MD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     578886 | PA      | $609873.72     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 7% 09/01/2043#QK1661                                                                          | CUSIP: 3133D4Z22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     113539 | PA      | $119314.91     | 0.00%             | 2043-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 12/01/2053#DA7964                                                                          | CUSIP: 3140A8Z62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120750 | PA      | $127421.76     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 12/01/2053#DA5761                                                                          | CUSIP: 3140A6MK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     547222 | PA      | $576823.28     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 01/01/2054#DA7191                                                                          | CUSIP: 3140A77D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73608 | PA      | $77594.72      | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 20YR 7% 07/01/2043#QK1658                                                                          | CUSIP: 3133D4ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55246 | PA      | $58505.77      | 0.00%             | 2043-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 11/01/2053#DA5020                                                                          | CUSIP: 3140A5SJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301986 | PA      | $318151.57     | 0.00%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 02/01/2054#FS6962                                                                          | CUSIP: 3140XNWY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2344924 | PA      | $2493165.39    | 0.01%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 04/01/2054#DB2710                                                                          | CUSIP: 3140ACAL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107391 | PA      | $113064.38     | 0.00%             | 2054-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 08/01/2054#DC2009                                                                          | CUSIP: 3140APGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85350 | PA      | $90357.57      | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 01/01/2054#CB7813                                                                          | CUSIP: 3140QTVF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8433438 | PA      | $8969219.70    | 0.04%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 10/01/2053#BY6665                                                                          | CUSIP: 3140NPMP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     238842 | PA      | $254131.02     | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 01/01/2054#FS6966                                                                          | CUSIP: 3140XNW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4771327 | PA      | $5055814.28    | 0.02%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 01/01/2054#DA8899                                                                          | CUSIP: 3140YW3H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87165 | PA      | $92267.06      | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 08/01/2054#DB9573                                                                          | CUSIP: 3140AKT70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132460 | PA      | $140690.73     | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 01/01/2054#RJ0718                                                                          | CUSIP: 3142GQYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1843133 | PA      | $1956628.30    | 0.01%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 02/01/2054#FS7546                                                                          | CUSIP: 3140XPL49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1222615 | PA      | $1297900.16    | 0.01%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 01/01/2054#FS6965                                                                          | CUSIP: 3140XNW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     849542 | PA      | $900991.55     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 01/01/2054#SD4777                                                                          | CUSIP: 3132DSJW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1070007 | PA      | $1134808.43    | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 11/01/2053#FS6420                                                                          | CUSIP: 3140XND27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1645000 | PA      | $1748993.61    | 0.01%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 09/01/2053#FS5897                                                                          | CUSIP: 3140XMRT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     962203 | PA      | $1020174.81    | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 01/01/2054#SD4982                                                                          | CUSIP: 3132DSRB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2833395 | PA      | $3004990.42    | 0.01%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 09/01/2054#CB9174                                                                          | CUSIP: 3140QVFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     763266 | PA      | $811756.46     | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 30YR 7% 08/01/2054#BU4941                                                                     | CUSIP: 3140M6P31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86730 | PA      | $92104.96      | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 07/01/2054#DC0787                                                                          | CUSIP: 3140AM2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33085 | PA      | $35303.49      | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 08/01/2054#DB9800                                                                          | CUSIP: 3140AK3J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55598 | PA      | $59516.59      | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 12/01/2053#DA5760                                                                          | CUSIP: 3140A6MJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115050 | PA      | $121422.49     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 10/01/2053#QH2619                                                                          | CUSIP: 3133CE4C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      39278 | PA      | $41275.97      | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 12/01/2053#DA5759                                                                          | CUSIP: 3140A6MH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     355306 | PA      | $374226.00     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 11/01/2053#DA3194                                                                          | CUSIP: 3140A3RQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73762 | PA      | $77837.23      | 0.00%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 07/01/2054#QJ3375                                                                          | CUSIP: 3133CTXC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46762 | PA      | $49650.92      | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 12/01/2053#QH7580                                                                          | CUSIP: 3133CLM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     139128 | PA      | $146575.58     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 25-5C38                                | BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 25-5C38 VAR 11/15/2058 144A                                 | CUSIP: 05556RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25300000 | PA      | $1058954.27    | 0.00%             | 2058-11-15      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 6.625% 08/15/2032 144A                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1211000 | PA      | $1248458.65    | 0.01%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 4.625% 05/01/2030 144A                                                                        | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    2583000 | PA      | $2518007.33    | 0.01%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                          | SUNOCO LP 4.5% 10/01/2029 144A                                                                          | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     619000 | PA      | $603111.01     | 0.00%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HNI CORP                                                                           | HNI TERM B 1LN 11/20/2032                                                                               | CUSIP: 40425NAT9<br>LEI: 549300SKRADLC4O5HV93 | Long             | LON              | CORP              | US        |     760000 | PA      | $758100.00     | 0.00%             | 2032-11-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BT FINANCE PLC                                                                     | BT FINANCE PLC 3.375% 11/17/2032 REGS                                                                   | CUSIP: N/A<br>LEI: 64882D4OUTP2YP126091       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $807946.53     | 0.00%             | 2032-11-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                          | CARPENTER TECHNOLOGY CORP 5.625% 03/01/2034 144A                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1544855.04    | 0.01%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                                 | APLD COMPUTECO LLC 9.25% 12/15/2030 144A                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4113000 | PA      | $3963901.98    | 0.02%             | 2030-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                   | SBLOFI SWAP CY885802 12/15/56 B                                                                         | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     600000 | NC      | $84900.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA and N ZEAL BKG GRP LTD                                                   | AUSTRALIA and N ZEAL BKG GRP LTD 5.1454%/VAR 08/18/2036 REGS                                            | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    1100000 | PA      | $1455181.79    | 0.01%             | 2036-08-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CALPINE CONSTR FIN CO LP                                                           | CALPINE CONSTRUCTION FINANCE TERM B 1LN 07/31/2031                                                      | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    1619075 | PA      | $1616678.77    | 0.01%             | 2031-07-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENMAB AS                                                                          | GENMAB TERM B 1LN 11/19/2032                                                                            | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |    3105000 | PA      | $3115339.65    | 0.01%             | 2032-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                               | COMMERCIAL METALS CO 5.75% 11/15/2033 144A                                                              | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2045257.76    | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                               | COMMERCIAL METALS CO 6% 12/15/2035 144A                                                                 | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2037346.30    | 0.01%             | 2035-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                               | NEXTERA ENERGY OPERATING PARTNERS LP 7.75% 04/15/2034 144A                                              | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1428480.36    | 0.01%             | 2034-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 01/01/2054#SD4983                                                                          | CUSIP: 3132DSRC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3703123 | PA      | $3923919.38    | 0.02%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 06/01/2054#SD5670                                                                          | CUSIP: 3132DTJP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3242603 | PA      | $3447595.05    | 0.02%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 02/01/2054#SD5671                                                                          | CUSIP: 3132DTJQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1939844 | PA      | $2055505.74    | 0.01%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 08/01/2054#SD6167                                                                          | CUSIP: 3132DTZ86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1423125 | PA      | $1513537.42    | 0.01%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 09/01/2054#SD6996                                                                          | CUSIP: 3132DUXZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2014832 | PA      | $2134964.90    | 0.01%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 01/01/2054#SD7218                                                                          | CUSIP: 3132DVAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3553007 | PA      | $3771792.60    | 0.02%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 06/01/2054#SD7219                                                                          | CUSIP: 3132DVAU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3280985 | PA      | $3479687.71    | 0.02%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 12/01/2053#QH7568                                                                          | CUSIP: 3133CLMR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     433381 | PA      | $456458.24     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7% 03/01/2054#QI3065                                                                          | CUSIP: 3133W9MN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51654 | PA      | $54943.24      | 0.00%             | 2054-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 11/01/2053#DA3197                                                                          | CUSIP: 3140A3RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     277639 | PA      | $293434.06     | 0.00%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 11/01/2054#DC6582                                                                          | CUSIP: 3140AUJ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59437 | PA      | $63217.46      | 0.00%             | 2054-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 30YR 7% 07/01/2054#BU4763                                                                     | CUSIP: 3140M6JH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115773 | PA      | $123608.01     | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                         | FANNIEMAE 30YR 7% 06/01/2054#BU4772                                                                     | CUSIP: 3140M6JS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126797 | PA      | $134931.48     | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 09/01/2053#BX4447                                                                          | CUSIP: 3140N85H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89519 | PA      | $94660.71      | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 10/01/2053#CB7313                                                                          | CUSIP: 3140QTDT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1048697 | PA      | $1113272.94    | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 09/01/2054#CB9172                                                                          | CUSIP: 3140QVFN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     887180 | PA      | $946662.66     | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 12/01/2053#FS6922                                                                          | CUSIP: 3140XNVQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1763917 | PA      | $1870743.07    | 0.01%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 01/01/2054#FS6964                                                                          | CUSIP: 3140XNW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1608041 | PA      | $1707060.20    | 0.01%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                       | BX 2025-VOLT VAR 12/15/2042 144A                                                                        | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     880000 | PA      | $881102.02     | 0.00%             | 2044-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 01/01/2054#FS6771                                                                          | CUSIP: 3140XNQZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2919902 | PA      | $3093999.46    | 0.01%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7% 09/01/2054#CB9173                                                                          | CUSIP: 3140QVFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     584112 | PA      | $621951.61     | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                        | ACUSHNET CO 5.625% 12/01/2033 144A                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     555000 | PA      | $559312.12     | 0.00%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                          | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 8%/VAR 06/01/2056                                             | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    1677000 | PA      | $1708740.58    | 0.01%             | 2056-06-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                        | UNITED STATES TREASURY BOND 4.625% 11/15/2045                                                           | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3075000 | PA      | $3072597.66    | 0.01%             | 2045-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                                | SYNERGY INFRASTRUCTURE HOLDINGS LLC 7.875% 12/01/2030 144A                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     530000 | PA      | $546050.77     | 0.00%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CNSL 2025-4A                                                                       | CNSL 2025-4A C 8.449846% 12/20/2055 144A                                                                | CUSIP: 315961AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2525161.00    | 0.01%             | 2055-12-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO 44 LTD / LLC                                           | BENEFIT STREET PARTNERS CLO 44 LTD / LLC A1 TSFR3M+122 01/15/2039 144A                                  | CUSIP: 08187NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12578000 | PA      | $12578000.00   | 0.05%             | 2039-01-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2023-4 LTD                                                 | BAIN CAPITAL CREDIT CLO 2023-4 LTD A1R TSFR3M+123 01/21/2039 144A                                       | CUSIP: 05685EAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   14693000 | PA      | $14693000.00   | 0.06%             | 2039-01-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT D'ELECTRICITE                                              | RTE EDF TRANSPORT SA 3.875% 11/24/2037 REGS                                                             | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $581827.63     | 0.00%             | 2037-11-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                              | MOLINA HEALTHCARE INC 6.5% 02/15/2031 144A                                                              | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1711036.42    | 0.01%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                      | GENMAB A/S/GENMAB FINANCE LLC 7.25% 12/15/2033 144A                                                     | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    1115000 | PA      | $1167725.01    | 0.01%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                      | GENMAB A/S/GENMAB FINANCE LLC 6.25% 12/15/2032 144A                                                     | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    1115000 | PA      | $1146477.61    | 0.01%             | 2032-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2025-6 LTD                                                          | CARLYLE US CLO 2025-6 LTD A1 TSFR3M+122 01/20/2039 144A                                                 | CUSIP: 14320LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14344000 | PA      | $14344000.00   | 0.06%             | 2039-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                                          | DHL GROUP 3.75% 11/25/2037 REGS                                                                         | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |     690000 | PA      | $803167.89     | 0.00%             | 2037-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                             | SMURFIT KAPPA TREASURY 3.489% 11/24/2031                                                                | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |     190000 | PA      | $221891.17     | 0.00%             | 2031-11-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 4.65% 03/20/2031                                                                     | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    3880000 | PA      | $3891735.22    | 0.02%             | 2031-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 5.4% 03/20/2036                                                                      | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2986000 | PA      | $3015169.70    | 0.01%             | 2036-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                               | CROSSCOUNTRY INTERMEDIATE HOLDCO LLC 6.75% 12/01/2032 144A                                              | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     560000 | PA      | $566244.87     | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                                  | VALE OVERSEAS LTD T5Y+NA 02/25/2056 144A                                                                | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     575000 | PA      | $571837.50     | 0.00%             | 2056-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                      | ENBW INTERNATIONAL FINANCE BV 5.7923% 02/26/2036 REGS                                                   | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |     960000 | PA      | $622667.14     | 0.00%             | 2036-02-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC          | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 6.25% 01/30/2031 144A         | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     830000 | PA      | $844423.56     | 0.00%             | 2031-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                                              | DBR LAND HOLDINGS LLC 6.25% 12/01/2030 144A                                                             | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1341973.25    | 0.01%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                | JAPAN GOVERNMENT OF 0% 03/02/2026                                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  300000000 | PA      | $1918136.49    | 0.01%             | 2026-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                      | UNITED RENTALS NORTH AMER INC 5.375% 11/15/2033 144A                                                    | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3392773.72    | 0.01%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT 2025-K551 AS 4.54% 10/25/2030                                            | CUSIP: 3137HNWW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23300000 | PA      | $23300000.00   | 0.10%             | 2030-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 03/25/2029                                                    | CUSIP: 3137HCTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7481897 | PA      | $7468307.22    | 0.03%             | 2029-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer