# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001752724-23-038583
**Filing Date:** 2023-2
**Character Count:** 1164085
**Document Hash:** 33f74d5392e33e4f410cf63f1a47fa13
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038583.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038583

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** METROPOLITAN WEST FUNDS
- **CENTRAL INDEX KEY:** 0001028621
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07989
- **FILM NUMBER:** 23664518

**BUSINESS ADDRESS:**
- **STREET 1:** METROPOLITAN WEST ASSET MANAGEMENT
- **STREET 2:** 865 S. FIGUEROA STREET, SUITE 1800
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90017
- **BUSINESS PHONE:** 213-244-0000

**MAIL ADDRESS:**
- **STREET 1:** METROPOLITAN WEST ASSET MANAGEMENT
- **STREET 2:** 865 S. FIGUEROA STREET, SUITE 1800
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90017

## Series and Classes Contracts Data

### METROPOLITAN WEST TOTAL RETURN BOND FUND (Series ID: S000001147)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000003065 | CLASS I              | MWTIX           |
| C000003066 | CLASS M              | MWTRX           |
| C000058170 | Administrative Class | MWTNX           |
| C000102908 | Plan Class           | MWTSX           |
| C000218401 | Class I-2            | MWTTX           |

## Nport-Ex

# Total Return Bond Fund
Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Income | Maturity Date | Principal Amount | Value | Income | Maturity Date | Principal Amount | Value |
| --- | --- | --- | --- | --- | --- | --- | --- |
| BONDS - 113.14% |  |  |  | ASSET-BACKED SECURITIES (continued) |  |  |  |
| ASSET-BACKED SECURITIES - 5.19%** |  |  |  | Agribs CLO XXII |  |  |  |
| Academic Loan Funding Trust, |  |  |  | S&P 500, S&P 500, S&P 500, A&R |  |  |  |
| Series 2012-1A, Class A2 |  |  |  | (Cayman Islands) |  |  |  |
| (LIBOR USD 1-Month plus 1.10%) |  |  |  | (LIBOR USD 3-Month plus 1.99%) |  |  |  |
| 5.49% | 12/27/44 1,2 | $14,876,156 | $14,633,408 | 5.30% | 04/20/31 1,2,3 | $21,345,000 | $21,048,347 |

1/ December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Issues | Maturity Date | Principal Amount | Value | Issues | Maturity Date | Principal Amount | Value |
| --- | --- | --- | --- | --- | --- | --- | --- |
| ASSET-BACKED SECURITIES (continued) |  |  |  | ASSET-BACKED SECURITIES (continued) |  |  |  |
| Series 1, Class A | 01/20/24 | 24,800,000 | 23,623,587 | Series 1, Class B | 01/20/28 | 17,427,392 | 17,314,253 |
| Series 2, Class A | 01/20/24 |  |  | Series 2, Class A | 01/20/28 |  |  |
| Series 3, Class A | 01/20/24 |  |  | Series 3, Class A | 01/20/28 |  |  |
| Series 4, Class A | 01/20/24 | $10,993,119 | $10,931,548 | Series 4, Class A | 01/20/28 | $9,118,341 | $7,993,371 |

December 2022 / 2

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Minority | Principal | Minority | Principal |
| --- | --- | --- | --- |
| Cash & Bank of New York, NY 10016 | 30,500,000 | 29,514,716 | Cash & Bank of New York, NY 10016 |
| ASSET PACKED SECURITIES (continued) | 22,282,573 | 21,985,918 | ASSET PACKED SECURITIES (continued) |
| General Stock Securities Trust |  |  | General Stock Securities Trust |
| General Stock Securities Trust |  |  | General Stock Securities Trust |
| General Stock Securities Trust | 40,871 | 6,829,421 | General Stock Securities Trust |
| General Stock Securities Trust | 48,800,000 | 47,438,480 | General Stock Securities Trust |
| General Stock Securities Trust | $25,000,000 | $23,882,500 | General Stock Securities Trust |

| Minority | Principal |  |
| --- | --- | --- |
| Cash & Bank of New York, NY 10016 | 20,152,010 |  |
| ASSET PACKED SECURITIES (continued) | 27,190,000 |  |
| General Stock Securities Trust | 26,893,847 |  |
| General Stock Securities Trust |  |  |
| General Stock Securities Trust | 19,110,000 | 18,829,867 |
| General Stock Securities Trust | $1,645,000 | $1,645,000 |

Total Return Bond Fund

3 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| General Accounting (Continued) | 31,563,463 | General Accounting (Continued) | 129,474 |
| General Accounting (Continued) | 31,563,463 | General Accounting (Continued) | 129,322 |
| General Accounting (Continued) | 6,000,000 | General Accounting (Continued) | 18,000,000 |
| General Accounting (Continued) | 6,000,000 | General Accounting (Continued) | 18,000,000 |
| General Accounting (Continued) | $6,000,000 | General Accounting (Continued) | $49,000,000 |
| General Accounting (Continued) | $6,000,000 | General Accounting (Continued) | $47,000,000 |

Total Return Bond Fund

December 2022 / 4

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Cashflow (1,000,000) (continued) | 4,950,000 | 4,653,921 | Cashflow (1,000,000) (continued) |
| Cashflow (1,000,000) (continued) | 5,172,273 | 5,167,039 | Cashflow (1,000,000) (continued) |
| Cashflow (1,000,000) (continued) | 10,000,000 | 9,634,600 | Cashflow (1,000,000) (continued) |
| Cashflow (1,000,000) (continued) | 27,800,000 | 27,324,064 | Cashflow (1,000,000) (continued) |
| Cashflow (1,000,000) (continued) | $8,000,000 | $8,000,000 | Cashflow (1,000,000) (continued) |
| Cashflow (1,000,000) (continued) | $8,000,000 | $8,000,000 | Cashflow (1,000,000) (continued) |

Total Return Bond Fund

5 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| SHAREHOLD (Cash) (1.11%) | 9,272,000 | 9,274,074 | 8,221,505 |
| SHAREHOLD (Cash) (Continued) | 14,514,468 | 14,505,033 | 7,997,431 |
| SHAREHOLD (Cash) (1.00%) |  |  | 28,200,000 |
| SHAREHOLD (Cash) (1.12%) | 18,500,000 | 18,847,000 | 28,200,000 |
| SHAREHOLD (Cash) (1.12%) |  |  | 28,200,000 |
| SHAREHOLD (Cash) (1.00%) | 20,500,000 | 20,025,076 | 0 |
| SHAREHOLD (Cash) (1.00%) | $18,500,000 | $18,000,000 | $0 |

Total Return Bond Fund

December 2022 / 6

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Total (continued) | 12,000,000 | 12,000,000 | 12,000,000 |
| Total (continued) | 12,000,000 | 12,000,000 | 11,500,000 |
| Total (continued) | 20,000,000 | 19,181,180 | 11,500,000 |
| Total (continued) | 17,000,000 | 16,303,000 | 3,973,000 |
| Total (continued) | 13,000,000 | 10,373,369 | 23,500,000 |
| Total (continued) | 13,000,000 | 10,373,369 | 23,500,000 |
| Total (continued) | $12,000,000 | $10,373,369 | $23,500,000 |
| Total (continued) | 52,500,000 | 50,919,750 | 10,437,000 |

Total Return Bond Fund

7 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Cashflow (1,000,000) (1.5%) | 20,000,000 | Cashflow (1,000,000) (1.5%) | 20,000,000 |
| Cashflow (1,000,000) (1.5%) | 20,000,000 | Cashflow (1,000,000) (1.5%) | 20,000,000 |
| Cashflow (1,000,000) (1.5%) | 20,000,000 | Cashflow (1,000,000) (1.5%) | 20,000,000 |
| Cashflow (1,000,000) (1.5%) | 20,000,000 |  |  |
| Cashflow (1,000,000) (1.5%) | 20,000,000 |  |  |
| Cashflow (1,000,000) (1.5%) | 20,000,000 |  |  |
| Cashflow (1,000,000) (1.5%) | 20,000,000 |  |  |

Total Return Bond Fund

December 2022 / 8

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| 10,218,767 | 9,836,946 | 27,259,483 | 25,579,107 |
| 23,000,000 | 13,154,783 | 18,500,000 | 18,000,000 |
| 50,316,036 | 48,392,746 | 364,367 | 348,842 |
| 1,470,000 | 1,408,198 |  |  |
| 31,424,000 | 28,643,130 | 25,583,606 | 25,000,000 |
| $10,000,000 | $10,000,000 | $7,171,093 | $7,119,246 |

Total Return Bond Fund

9 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Total CLO 36 Ltd. 20,000,000 | 33,200,000 | 32,078,066 | Total CLO 36 Ltd. 20,000,000 |
| Total CLO 36 Ltd. 20,000,000 | 11,305,192 | 10,938,741 | Total CLO 36 Ltd. 20,000,000 |
| Total CLO 36 Ltd. 20,000,000 | 31,145,412 | 29,843,652 | Total CLO 36 Ltd. 20,000,000 |
| Total CLO 36 Ltd. 20,000,000 | 14,550,000 | 14,682,461 | Total CLO 36 Ltd. 20,000,000 |
| Total CLO 47 Ltd. 20,000,000 | 2,083,463 | 2,052,886 | Total CLO 47 Ltd. 20,000,000 |
| Total CLO 47 Ltd. 20,000,000 | 26,100,000 | 26,100,000 | Total CLO 47 Ltd. 20,000,000 |

Total Return Bond Fund

December 2022 / 10

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Cash and cash equivalents at end of year | 1,000,000 | 1,000,000 | 1,000,000 |
| Cash and cash equivalents at end of year | 625,000 | 597,025 | 72,890,000 |
| Cash and cash equivalents at end of year | 43,701,438 | 35,003,002 | 3,337,025 |
| Cash and cash equivalents at end of year | 18,400,000 | 18,118,112 | 4,067,000 |
| Cash and cash equivalents at end of year | 1,489,375 | 1,431,662 | 12,500,000 |
| Cash and cash equivalents at end of year | 8,211,000 | 8,105,536 | 28,000,000 |
| Cash and cash equivalents at end of year | 40,830,007 | 38,804,884 | 28,000,000 |
| Cash and cash equivalents at end of year | $2,483,063 | $2,032,586 | 42,000,000 |

![img-0.jpeg](img-0.jpeg)

Total Return Bond Fund

11/ December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Total Stockholders (1) (1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (21) (22) (23) (24) (25) (26) (27) (28) (29) (30) (31) (32) (33) (34) (35) (36) (37) (38) (39) (40) (41) (42) (43) (44) (45) (46) (47) (48) (49) (50) (51) (52) (53) (54) (55) (56) (57) (58) (59) (60) (61) (62) (63) (64) (65) (66) (67) (68) (69) (70) (71) (72) (73) (74) (75) (76) (77) (78) (79) (80) (81) (82) (83) (84) (85) (86) (87) (88) (89) (90) (91) (92) (93) (94) (95) (96) (97) (98) (99) (100) | 20,000,000 1,000,000 20,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 | 20,000,000 1,000,000 20,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 | 20,000,000 1,000,000 20,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 |
| Total Stockholders (1) (1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (21) (22) (23) (24) (25) (26) (27) (28) (29) (30) (31) (32) (33) (34) (35) (36) (37) (38) (39) (40) (41) (42) (43) (44) (45) (46) (47) (48) (49) (50) (51) (52) (53) (54) (55) (56) (57) (58) (59) (60) (61) (62) (63) (64) (65) (66) (67) (68) (69) (70) (71) (72) (73) (74) (75) (76) (77) (78) (79) (80) (81) (82) (83) (84) (85) (86) (87) (88) (89) (90) (91) (92) (93) (94) (95) (96) (97) (98) (99) (100) | 20,000,000 1,000,000 20,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 | 20,000,000 1,000,000 20,000,000 1,000,000 1,000,000 1,000,000 1,000,000 1,000,000 | 20,000,000 1,000,000 20,000,000 1,000,000 1,000,000 1,000,000 1,000,000 |

Total Return Bond Fund

December 2022 / 12

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Cash and cash equivalents at end of year | 22,310,000 | 20,507,770 | Cash and cash equivalents at end of year |
| Cash and cash equivalents at end of year | 2,050,000 | 1,507,700 | Cash and cash equivalents at end of year |
| Cash and cash equivalents at end of year | 12,700,000 | 12,000,000 | Cash and cash equivalents at end of year |
| Cash and cash equivalents at end of year | 52,500,000 | 52,000,000 | Cash and cash equivalents at end of year |
| Cash and cash equivalents at end of year | 52,500,000 | 52,000,000 | Cash and cash equivalents at end of year |
| Cash and cash equivalents at end of year | 52,500,000 | 52,000,000 | Cash and cash equivalents at end of year |
| Cash and cash equivalents at end of year | 52,500,000 | 52,000,000 |  |

Total Return Bond Fund

![img-1.jpeg](img-1.jpeg)

13 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| 01/01/23 | 23,000,000 | 20,000,000 | 18,200,000 |
| 01/01/24 | 70,510,000 | 68,551,000 | 19,400,000 |
| 01/01/25 | 45,000,000 | 45,304,000 | 13,750,000 |
| 01/01/26 | 30,000,000 | 30,100,000 | 15,232,000 |
| 01/01/27 | $2,000,000 | $1,000,000 | 88,000,000 |
| 01/01/28 | 125,000,000 | 64,000,000 | 20,000,000 |
| 01/01/29 | 8,000,000 | 8,000,000 | 10,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |
| 01/01/27 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |
| 01/01/27 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |
| 01/01/26 | 18,000,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |
| 01/01/25 | 18,700,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |
| 01/01/24 | 18,400,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |

| Industry | Principal |
| --- | --- |
| 01/01/23 | 18,200,000 |

Total Return Bond Fund

December 2022 / 14

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| 10/04/23 | 2,515,000 | 2,505,174 | 10/04/23 |
| 10/04/23 | 24,895,000 | 18,204,685 | 10/04/23 |
| 10/04/23 | 114,332,000 | 111,735,782 | 10/04/23 |
| 10/04/23 | 24,895,000 | 18,204,685 | 10/04/23 |
| 10/04/23 | 114,332,000 | 111,735,782 | 10/04/23 |
| 10/04/23 | 24,895,000 | 18,204,685 | 10/04/23 |
| 10/04/23 | 114,332,000 | 111,735,782 | 10/04/23 |

| Industry | Principal |  |  |
| --- | --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |  |
| 10/04/23 | 24,895,000 | 18,204,685 |  |
| 10/04/23 | 114,332,000 | 111,735,782 | 10/04/23 |
| 10/04/23 | 24,895,000 | 18,204,685 | 10/04/23 |

| Industry | Principal |  |  |
| --- | --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |  |
| 10/04/23 | 24,895,000 | 18,204,685 |  |
| 10/04/23 | 114,332,000 | 111,735,782 | 10/04/23 |

| Industry | Principal |  |  |
| --- | --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |  |
| 10/04/23 | 24,895,000 | 18,204,685 |  |
| 10/04/23 | 114,332,000 | 111,735,782 | 10/04/23 |

| Industry | Principal |  |  |
| --- | --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |  |
| 10/04/23 | 24,895,000 | 18,204,685 |  |
| 10/04/23 | 114,332,000 | 111,735,782 | 10/04/23 |

| Industry | Principal |  |  |
| --- | --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |  |
| 10/04/23 | 24,895,000 | 18,204,685 |  |
| 10/04/23 | 114,332,000 | 111,735,782 | 10/04/23 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |
| 10/04/23 | 18,204,685 | 2,505,174 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |
| 10/04/23 | 18,204,685 | 2,505,174 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |
| 10/04/23 | 24,895,000 | 18,204,685 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |
| 10/04/23 | 18,204,685 | 2,505,174 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |
| 10/04/23 | 18,204,685 | 2,505,174 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |
| 10/04/23 | 18,204,685 | 2,505,174 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |
| 10/04/23 | 18,204,685 | 2,505,174 |

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |  |
| --- | --- | --- |
| 10/04/23 | 2,515,174 | 2,505,174 |

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>10/04/23</td><td>2,515,174</td><td>2,505,174</td></tr></table>

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>10/04/23</td><td>2,515,174</td><td>2,505,174</td></tr></table>

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>10/04/23</td><td>2,515,174</td><td>2,505,174</td></tr></table>

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>10/04/23</td><td>2,515,174</td><td>2,505,174</td></tr></table>

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>10/04/23</td><td>2,515,174</td><td>2,505,174</td></tr></table>

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>10/04/23</td><td>2,515,174</td><td>2,505,174</td></tr></table>

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>10/04/23</td><td>2,515,174</td><td>2,505,174</td></tr></table>

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

<tr><td>10/04/23</td><td>18,204,685</td><td>2,505,174</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>10/04/23</td><td>2,515,174</td><td>2,505,174</td></tr></table>

| Industry | 24,895,000 | 18,204,685 |
| --- | --- | --- |

[{"box_2d": [271, 515, 457, 530], "label": "text", "caption": "Total Return Bond Fund

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 704, 153], "label": "table", "caption": "

|  | Industry | Principal |  |  | Industry | Principal |  |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 | Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 | Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 | Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 | Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

|  | Industry | Principal |  |
| --- | --- | --- | --- |
| Cash and Bank | 01/01/23 | 100,000,000 | 100,000,000 |

<table><thead><tr><th></th><th>Industry</th><

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Electric (GmbH) 04/15/21 | 49,000,000 | 49,000,000 | General Electric (GmbH) 04/15/21 |
| General Electric (GmbH) 04/15/21 | 49,000,000 | 49,000,000 | General Electric (GmbH) 04/15/21 |
| General Electric (GmbH) 04/15/21 | 49,000,000 | 49,000,000 | General Electric (GmbH) 04/15/21 |
| General Electric (GmbH) 04/15/21 | 5,554,000 | 5,438,488 | General Electric (GmbH) 04/15/21 |
| General Electric (GmbH) 04/15/21 | $18,000,000 | $18,000,000 | General Electric (GmbH) 04/15/21 |
| General Electric (GmbH) 04/15/21 | 38,000,000 | 29,702,198 | General Electric (GmbH) 04/15/21 |
| General Electric (GmbH) 04/15/21 | 18,000,000 | 18,000,000 | General Electric (GmbH) 04/15/21 |

17 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 707, 153], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| 8.00% | 10,000,000 | 10,000,000 | 10,000,000 |
| Stockholders' Equity | 10,000,000 | 10,000,000 | 10,000,000 |
| Stockholders' Equity | 10,000,000 | 10,000,000 | 10,000,000 |
| Stockholders' Equity | 10,000,000 | 10,000,000 | 10,000,000 |
| Stockholders' Equity | 10,000,000 | 10,000,000 | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

<tr><td>Industry</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Stockholders' Equity | 10,000,000 |

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Stockholders' Equity</td><td>10,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| United Kingdom PLC | 24,000,000 | 24,000,000 | 14,000,000 |
| United Kingdom | 12,000,000 | 12,000,000 | 4,000,000 |
| United Kingdom | 7,000,000 | 7,000,000 | 3,000,000 |
| United Kingdom | 1,000,000 | 1,000,000 | 1,000,000 |
| United Kingdom | 1,000,000 | 1,000,000 | 1,000,000 |
| United Kingdom | 1,000,000 | 1,000,000 | 1,000,000 |
| United Kingdom | 1,000,000 | 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| United Kingdom PLC | 14,000,000 |
| United Kingdom | 4,000,000 |
| United Kingdom | 1,000,000 |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

| United Kingdom | 1,000,000 |
| --- | --- |

</table>

| United Kingdom | 1,000,000 |
| --- | --- |

</table>

| United Kingdom | 1,000,000 |
| --- | --- |

Total Return Bond Fund

19 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

|  | January | Principal |  |  | January | Principal |  |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Emporia de la Ciudad de Madrid | 01/01/2022 | 12,000,000 | 12,000,000 | Emporia de la Ciudad de Madrid | 01/01/2022 | 12,000,000 | 12,000,000 |
| Emporia de la Ciudad de Madrid | 01/01/2022 | 12,000,000 | 12,000,000 | Emporia de la Ciudad de Madrid | 01/01/2022 | 12,000,000 | 12,000,000 |
| Emporia de la Ciudad de Madrid | 01/01/2022 | 12,000,000 | 12,000,000 | Emporia de la Ciudad de Madrid | 01/01/2022 | 12,000,000 | 12,000,000 |
| Emporia de la Ciudad de Madrid | 01/01/2022 | 12,000,000 | 12,000,000 | Emporia de la Ciudad de Madrid | 01/01/2022 | 12,000,000 | 12,000,000 |
| Comercial de la Ciudad de Madrid | 01/01/2022 | 12,000,000 | 12,000,000 | Comercial de la Ciudad de Madrid | 01/01/2022 | 12,000,000 | 12,000,000 |
| Comercial de la Ciudad de Madrid | 01/01/2022 | 12,000,000 | 12,000,000 | Comercial de la Ciudad de Madrid | 01/01/2022 | 12,000,000 | 12,000,000 |
| Comercial de la Ciudad de Madrid | 01/01/2022 | 12,000,000 | 12,000,000 | Comercial de la Ciudad de Madrid | 01/01/2022 | 12,000,000 | 12,000,000 |

Total Return Bond Fund

December 2022 / 20

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

|  | January | Principal |  |  | January | Principal |  |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Equity 2022 | 09/31/22 | 10,000,000 | 10,000,000 | Equity 2022 | 09/31/22 | 10,000,000 | 10,000,000 |
| Equity 2023 | 09/31/22 | 10,000,000 | 10,000,000 | Equity 2023 | 09/31/22 | 10,000,000 | 10,000,000 |
| Equity 2024 | 09/31/22 | 10,000,000 | 10,000,000 | Equity 2024 | 09/31/22 | 10,000,000 | 10,000,000 |
| Equity 2025 | 09/31/22 | 10,000,000 | 10,000,000 | Equity 2025 | 09/31/22 | 10,000,000 | 10,000,000 |
| Equity 2026 | 09/31/22 | 10,000,000 | 10,000,000 | Equity 2026 | 09/31/22 | 10,000,000 | 10,000,000 |
| Equity 2027 | 09/31/22 | 10,000,000 | 10,000,000 | Equity 2027 | 09/31/22 | 10,000,000 | 10,000,000 |
| Equity 2028 | 09/31/22 | 10,000,000 | 10,000,000 | Equity 2028 | 09/31/22 | 10,000,000 | 10,000,000 |
| Equity 2029 | 09/31/22 | 10,000,000 | 10,000,000 | Equity 2029 | 09/31/22 | 10,000,000 | 10,000,000 |

Total Return Bond Fund

21 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 707, 152], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 | General Motors, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 | General Motors, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 | General Motors, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 | General Motors, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| General Motors Group, Inc. (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table><tr><th>Industry</th><th>Principal</th></tr></table><tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table><tr><th>Industry</th><th>Principal</th></tr></table><tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table><tr><th>Industry</th><th>Principal</th></tr></table><tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table><tr><th>Industry</th><th>Principal</th></tr></table><tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table><tr><th>Industry</th><th>Principal</th></tr></table><tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table><tr><th>Industry</th><th>Principal</th></tr></table><tr><td>General Motors Group, Inc. (2022)</td><td>12,000,000</td></tr></table><

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| O&P 8,000 | 100,000,000 | 100,000,000 | 100,000,000 |
| Metro SA | 29,800,000 | 19,504,300 | 28,800,000 |
| Stage-Backed | 17,450,000 | 17,450,000 | 18,200,000 |
| O&P 8,000 | 4,300,000 | 8,500,000 | 18,900,000 |
| O&P 8,000 | 10,000,000 | 10,000,000 | 10,000,000 |
| O&P 8,000 | 10,000,000 | 10,000,000 | 10,000,000 |
| O&P 8,000 | 10,000,000 | 10,000,000 | 10,000,000 |
| O&P 8,000 | 10,000,000 | 10,000,000 | 10,000,000 |

Total Return Bond Fund

23 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| December 31, 2022 A 09/15/22 | 22,040,000 | 22,040,000 | 36,400,000 |
| December 31, 2022 B 09/15/22 | 10,730,000 | 10,730,000 | 10,615,000 |
| December 31, 2022 C 09/15/22 | 10,730,000 | 10,730,000 | 10,615,000 |
| December 31, 2022 D 09/15/22 | 22,200,000 | 22,200,000 | 18,800,000 |
| December 31, 2022 E 09/15/22 | 22,200,000 | 22,200,000 | 18,800,000 |
| December 31, 2022 F 09/15/22 | 22,200,000 | 22,200,000 | 18,800,000 |
| December 31, 2022 G 09/15/22 | 22,200,000 | 22,200,000 | 18,800,000 |
| December 31, 2022 H 09/15/22 | 22,200,000 | 22,200,000 | 18,800,000 |
| December 31, 2022 I 09/15/22 | 22,200,000 | 22,200,000 | 18,800,000 |
| December 31, 2022 J 09/15/22 | 22,200,000 | 22,200,000 | 18,800,000 |
| December 31, 2022 K 09/15/22 | 22,200,000 | 22,200,000 | 18,800,000 |

Total Return Bond Fund

December 2022 / 24

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Total Return Bond | 23,139,000 | 24,248,593 | 4,108,500 |
| Return Bond (Unfunded) | 20,135,000 | 20,188,997 | 43,822,000 |
| Return Bond (Unfunded) (continued) | 48,305,000 | 50,218,888 | 39,604,000 |
| Return Bond (Unfunded) | 12,040,000 | 8,392,982 | 45,343,000 |
| Return Bond (Unfunded) | 28,000,000 | 23,305,000 | 4,000,000 |
| Return Bond (Unfunded) (continued) | 11,367,000 | 10,014,000 | 6,700,000 |
| Return Bond (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) (Unfunded) | 46,370,000 | 46,370,000 | 4,108,500 |

Total Return Bond Fund

25 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [25, 69, 706, 151], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 | Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 | Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 | Cashflow 2021 - 2022 (continued) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 | Cashflow 2021 - 2022 (continued) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 | Cashflow 2021 - 2022 (continued) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

| Industry | Principal |
| --- | --- |
| Cashflow 2021 - 2022 (2022) | 12,000,000 |

"

Total Return Bond Fund

December 2022 / 26

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 706, 153], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Bond, Inc. (Total Return Bond) | 19,448,000 | 14,463,977 | General Bond, Inc. (Total Return Bond) |
| General Bond, Inc. (Total Return Bond) | 18,000,000 | 9,849,500 | General Bond, Inc. (Total Return Bond) |
| General Bond, Inc. (Total Return Bond) | 28,409,000 | 23,703,808 | General Bond, Inc. (Total Return Bond) |
| General Bond, Inc. (Total Return Bond) | 28,409,000 | 19,548,187 | General Bond, Inc. (Total Return Bond) |
| General Bond, Inc. (Total Return Bond) | 28,409,000 | 19,548,187 | General Bond, Inc. (Total Return Bond) |
| General Bond, Inc. (Total Return Bond) | 28,409,000 | 19,548,187 | General Bond, Inc. (Total Return Bond) |
| General Bond, Inc. (Total Return Bond) | 28,409,000 | 19,548,187 | General Bond, Inc. (Total Return Bond) |

| Industry | Principal |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 12,663,576 |
| General Bond, Inc. (Total Return Bond) | 10,338,083 |
| General Bond, Inc. (Total Return Bond) | 9,472,828 |
| General Bond, Inc. (Total Return Bond) | 43,746,780 |
| General Bond, Inc. (Total Return Bond) | 18,787,868 |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |
| General Bond, Inc. (Total Return Bond) | 2,717,868 |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

</table>

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

| General Bond, Inc. (Total Return Bond) | 2,717,868 |
| --- | --- |

<table><tr><td>

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | 24,000,000 | General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | 10,000,000 |
| General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | 24,000,000 | General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | 25,000,000 |
| General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | 24,000,000 | General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | 25,000,000 |
| General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | 27,700,000 | General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | 8,500,000 |
| General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | 28,000,000 | General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | 5,150,000 |
| General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | 28,000,000 | General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | 399,123 |
| General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | 19,020,000 | General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | 20,180,942 |
| General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | $1,445,912 | General Motors, Inc. (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) (Gary) | $50,176,046 |

Total Return Bond Fund

December 2022 / 28

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Corporate Shareholders' Equity (Total) | 44,818,951 | Corporate Shareholders' Equity (Total) | 27,641,060 |
| Corporate Shareholders' Equity (Continued) | 28,509,409 | Corporate Shareholders' Equity (Continued) | 13,200,539 |
| Corporate Shareholders' Equity (Loss/Time) | 12,548,020 | Corporate Shareholders' Equity (Loss/Time) | 9,602,824 |
| Corporate Shareholders' Equity (Total) | 1,180,000 | Corporate Shareholders' Equity (Total) | 28,891,245 |
| Total (Total) | 28,509,409 | Total (Total) | 83,053 |
| Total (Total) | 28,509,409 | Total (Total) | 20,582,395 |

Total Return Bond Fund

29 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Securities & Financials, 2022 | 146,416,298 | Securities & Financials, 2022 | 3,195 |
| Securities & Financials, Securities & Financials, 2022 | 3,264,462 | Securities & Financials, 2022 | 18,623,083 |
| Securities & Financials, Securities & Financials, 2022 | 25,105,366 | Securities & Financials, 2022 | 27,760,388 |
| Securities & Financials, Securities & Financials, 2022 | 41,578,988 | Securities & Financials, Securities & Financials, 2022 |  |
| Securities & Financials, Securities & Financials, 2022 | 332,907 | Securities & Financials, Securities & Financials, 2022 |  |
| Securities & Financials, Securities & Financials, 2022 | 1,472,706 | Securities & Financials, Securities & Financials, 2022 | 28,806,858 |
| Securities & Financials, Securities & Financials, 2022 | 18,262,264 | Securities & Financials, Securities & Financials, 2022 | 1,878,285 |

Total Return Bond Fund

December 2022 / 30

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 | Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 | Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 | Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |
| Series 2011-12-31/2022 (Annual) (Change Backed Period) | 10,000,000 |

Total Return Bond Fund

31 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Sales of 2022 (Unaudited) | 2,100,405 | Sales of 2022 (Unaudited) | 1,100,405 |
| Operating Profit (Unaudited) | 68,007,500 | Operating Profit (Unaudited) | 68,007,500 |
| Operating Profit (Unaudited) | 68,007,500 | Operating Profit (Unaudited) | 68,007,500 |
| Operating Profit (Unaudited) | 222,162 | Operating Profit (Unaudited) | 222,162 |
| Operating Profit (Unaudited) | 68,007,500 | Operating Profit (Unaudited) | 68,007,500 |
| Operating Profit (Unaudited) | 68,007,500 | Operating Profit (Unaudited) | 68,007,500 |
| Operating Profit (Unaudited) | 222,162 | Operating Profit (Unaudited) | 222,162 |
| Operating Profit (Unaudited) | 68,007,500 | Operating Profit (Unaudited) | 68,007,500 |

Total Return Bond Fund

December 2022 / 32

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Motors (All other companies Trust) | 1,000,000 | General Motors (All other companies Trust) | 22,000,000 |
| General Motors (All other companies Trust) | 1,000,000 | General Motors (All other companies Trust) | 22,000,000 |
| General Motors (All other companies Trust) | 8,000,000 | General Motors (All other companies Trust) | 4,555,569 |
| General Motors (All other companies Trust) | 17,100,000 | General Motors (All other companies Trust) | 12,500,000 |
| General Motors (All other companies Trust) | 17,100,000 | General Motors (All other companies Trust) | 176,521 |
| General Motors (All other companies Trust) | 77,000,000 | General Motors (All other companies Trust) | 10,000,000 |
| General Motors (All other companies Trust) | 1,851,365 | General Motors (All other companies Trust) | 12,000,000 |

Total Return Bond Fund

33 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Total 2022 | 10,444,482 | 10,444,482 | 1,200,422 |
| Total 2021 | 4,300,837 | 4,300,837 | 22,000,000 |
| Total 2020 | 5,300,404 | 5,300,404 | 21,800,000 |
| Total 2019 | 8,020,963 | 8,020,963 | 10,100,000 |
| Total 2018 | 58,404 | 58,404 | 1,200,000 |
| Total 2017 | $8,000,000 | $8,000,000 | 1,200,000 |
| Total 2016 | $8,000,000 | $8,000,000 | 6,932,000 |
| Total 2015 | $8,000,000 | $8,000,000 | 19,504,000 |

Total Return Bond Fund

December 2022 / 34

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Total 2022-2023 | 1,724,739 | Total 2022-2023 | 1,724,739 |
| Total 2022-2023 | 6,202,583 | Total 2022-2023 | 6,202,583 |
| Total 2022-2023 | 2,104,547 | Total 2022-2023 | 2,104,547 |
| Total 2022-2023 | 2,823,305 | Total 2022-2023 | 2,403,727 |
| Total 2022-2023 | 8,011,368 | Total 2022-2023 | 8,011,368 |
| Total 2022-2023 | 6,719,058 | Total 2022-2023 | 6,719,058 |
| Total 2022-2023 | 33,927,129 | Total 2022-2023 | 33,927,129 |

Total Return Bond Fund

35 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Bank of America (Total) (Total) | 18,496,438 | 14,148,883 | Bank of America (Total) (Total) |
| Bank of America (Total) (Total) | 583,948 | 565,603 | Bank of America (Total) (Total) |
| Bank of America (Total) (Continued) | 49,038 | 29,888 | Bank of America (Total) (Continued) |
| Bank of America (Total) (Total) | 18,079,841 | 15,148,257 | Bank of America (Total) (Total) |
| Bank of America (Total) (Total) | 18,319,663 | 13,850,663 | Bank of America (Total) (Total) |
| Bank of America (Total) (Total) | 8,236,809 | 6,430,689 | Bank of America (Total) (Total) |
| Bank of America (Total) (Total) | $34,775,706 | $16,109,682 | Bank of America (Total) (Total) |

| Industry | Principal |
| --- | --- |
| Bank of America (Total) (Total) | 18,496,438 |
| Bank of America (Total) (Total) | 583,948 |
| Bank of America (Total) (Continued) | 49,038 |
| Bank of America (Total) (Continued) | 18,079,841 |
| Bank of America (Total) (Total) | 18,319,663 |
| Bank of America (Total) (Total) | 8,236,809 |
| Bank of America (Total) (Continued) | $34,775,706 |

Total Return Bond Fund

December 2022 / 36

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Bank of India (Total) | 14,346,488 | Bank of India (Total) | 14,346,488 |
| Bank of India (Total) | 14,318,049 | Bank of India (Total) | 44,140 |
| Bank of India (Total) | 12,265,069 | Bank of India (Total) | 12,265,069 |
| Bank of India (Total) | 2,504,547 | Bank of India (Total) | 2,504,547 |
| Bank of India (Total) | 2,504,547 | Bank of India (Total) | 2,504,547 |
| Bank of India (Total) | 13,806,555 | Bank of India (Total) | 13,806,555 |
| Bank of India (Total) | 100,000 | Bank of India (Total) | 100,000 |
| Bank of India (Total) | 10,000,000 | Bank of India (Total) | 10,000,000 |

| Industry | Principal |
| --- | --- |
| Bank of India (Total) | 14,346,488 |
| Bank of India (Total) | 14,318,049 |
| Bank of India (Total) | 12,265,069 |
| Bank of India (Total) | 2,504,547 |
| Bank of India (Total) | 2,504,547 |
| Bank of India (Total) | 13,806,555 |
| Bank of India (Total) | 100,000 |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

|  | 100,000 |
| --- | --- |

| Bank of India (Total) | 100,000 |
| --- | --- |

</table>

Total Return Bond Fund

37 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Share of 2022: Class 2022 (Large Loan Trust, 1,000,000) | 1,000,000 | Share of 2022: Class 2022 (Large Loan Trust, 1,000,000) | 1,000,000 |
| Share of 2022: Class 2022 (Unfunded) | 16,300,000 | Share of 2022: Class 2022 (Unfunded) | 8,900,000 |
| Share of 2022: Class 2022 (Unfunded) | 10,600,000 | Share of 2022: Class 2022 (Unfunded) | 6,500,000 |
| Share of 2022: Class 2022 (Unfunded) | 4,700,000 | Share of 2022: Class 2022 (Unfunded) | 30,436 |
| Share of 2022: Class 2022 (Unfunded) | 342,040 | Share of 2022: Class 2022 (Unfunded) | 8,837,303 |
| Share of 2022: Class 2022 (Unfunded) | 11,370,000 | Share of 2022: Class 2022 (Unfunded) | 158,320,000 |
| Share of 2022: Class 2022 (Unfunded) |  | Share of 2022: Class 2022 (Unfunded) | 594,111 |

Total Return Bond Fund

December 2022 / 38

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Electric Power (GWh) | 74,698 | General Electric Power (GWh) | 74,698 |
| General Electric Power (GWh) | 1,206,833 | General Electric Power (GWh) | 1,206,833 |
| General Electric Power (GWh) | 7,123,957 | General Electric Power (GWh) | 7,123,957 |
| General Electric Power (GWh) | 25,467,978 | General Electric Power (GWh) | 25,467,978 |
| General Electric Power (GWh) | 146,884 | General Electric Power (GWh) | 146,884 |
| General Electric Power (GWh) | 7,069,195 | General Electric Power (GWh) | 7,069,195 |
| General Electric Power (GWh) | 726 | General Electric Power (GWh) | 726 |

| Industry | Principal |  |
| --- | --- | --- |
| General Electric Power (GWh) | 72,000,000 |  |
| General Electric Power (GWh) | 9 |  |
| General Electric Power (GWh) | 72,000,000 | 13 |
| General Electric Power (GWh) | 72,000,000 | 333,683 |
| General Electric Power (GWh) | 100,000,000 | 92,333,683 |
| General Electric Power (GWh) | 7,000,000 | 6,000,000 |
| General Electric Power (GWh) | 100,000,000 | 115,000 |
| General Electric Power (GWh) | 100,000,000 | 115,000 |

Total Return Bond Fund

39 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Bank of America, Inc. (1) 2022 (1) | 42,666,130 | 48,573 | Bank of America, Inc. (1) 2022 (1) |
| Bank of America, Inc. (2) 2022 (2) | 42,666,130 | 48,573 | Bank of America, Inc. (2) 2022 (2) |
| Bank of America, Inc. (3) 2022 (3) | 42,666,130 | 48,573 | Bank of America, Inc. (3) 2022 (3) |
| Bank of America, Inc. (4) 2022 (4) | 42,666,130 | 48,573 | Bank of America, Inc. (4) 2022 (4) |
| Bank of America, Inc. (5) 2022 (5) | 42,666,130 | 48,573 | Bank of America, Inc. (5) 2022 (5) |
| Bank of America, Inc. (6) 2022 (6) | 42,666,130 | 48,573 | Bank of America, Inc. (6) 2022 (6) |
| Bank of America, Inc. (7) 2022 (7) | 42,666,130 | 48,573 | Bank of America, Inc. (7) 2022 (7) |
| Bank of America, Inc. (8) 2022 (8) | 42,666,130 | 48,573 | Bank of America, Inc. (8) 2022 (8) |
| Bank of America, Inc. (9) 2022 (9) | 42,666,130 | 48,573 | Bank of America, Inc. (9) 2022 (9) |
| Bank of America, Inc. (10) 2022 (10) | 42,666,130 | 48,573 | Bank of America, Inc. (10) 2022 (10) |

Total Return Bond Fund

December 2022 / 40

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Series 1,000,000 Class 1,000,000 Certificates | 12,000,000 | Series 1,000,000 Class 1,000,000 Certificates | 12,000,000 |
| Series 1,000,000 Class 1,000,000 (Unsecured) | 62,574,935 | Series 1,000,000 Class 1,000,000 Certificates | 7,516,434 |
| Series 1,000,000 Class 1,000,000 (Unsecured) | 12,000,000 | Series 1,000,000 Class 1,000,000 Certificates | 137,932 |
| Series 1,000,000 Class 1,000,000 Certificates | 12,000,000 | Series 1,000,000 Class 1,000,000 Certificates | 137,932 |
| Series 1,000,000 Class 1,000,000 Certificates | 12,000,000 | Series 1,000,000 Class 1,000,000 Certificates | 137,932 |
| Series 1,000,000 Class 1,000,000 Certificates | 12,000,000 | Series 1,000,000 Class 1,000,000 Certificates | 137,932 |

Total Return Bond Fund

41 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Current 2022 (Unaudited) | 124,000,000 | Current 2022 (Unaudited) | 44,000,000 |
| Current 2021 (Unaudited) | 124,000,000 | Current 2021 (Unaudited) | 150,960 |
| Current 2020 (Unaudited) | 124,000,000 | Current 2020 (Unaudited) | 18,100,000 |
| Current 2019 (Unaudited) | 124,000,000 | Current 2019 (Unaudited) | 17,200,000 |
| Current 2018 (Unaudited) | 124,000,000 | Current 2018 (Unaudited) | 21,100,000 |
| Current 2017 (Unaudited) | 124,000,000 | Current 2017 (Unaudited) | 202,095 |
| Current 2016 (Unaudited) | 124,000,000 | Current 2016 (Unaudited) | 1,200,000 |

Total Return Bond Fund

December 2022 / 42

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |
| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

<table><tr><td></td><td></td><td></td><td></td></tr></table>

| Basic 8,000,000,000 (Total) (Total) | 2,835,102 | Basic 8,000,000,000 (Total) (Total) | 2,835,102 |
| --- | --- | --- | --- |

Total Return Bond Fund

43 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Excess 8,000,000,000 (Jan 2023) | 128,240,000 | 8,000 | 19,000,000 |
| Excess 8,000,000,000 (Feb 2023) | 128,240,000 | Excess 8,000,000,000 (Jan 2023) | 19,000,000 |
| Excess 8,000,000,000 (Feb 2023) | 128,240,000 | Excess 8,000,000,000 (Feb 2023) | 19,000,000 |
| Excess 8,000,000,000 (Mar 2023) | 128,240,000 | Excess 8,000,000,000 (Mar 2023) | 19,000,000 |
| Excess 8,000,000,000 (Apr 2023) | 128,240,000 | Excess 8,000,000,000 (Apr 2023) | 19,000,000 |
| Excess 8,000,000,000 (May 2023) | 128,240,000 | Excess 8,000,000,000 (May 2023) | 19,000,000 |
| Excess 8,000,000,000 (Jun 2023) | 128,240,000 | Excess 8,000,000,000 (Jun 2023) | 19,000,000 |
| Excess 8,000,000,000 (Jul 2023) | 128,240,000 | Excess 8,000,000,000 (Jul 2023) | 19,000,000 |

Total Return Bond Fund

December 2022 / 44

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [25, 69, 706, 153], "label": "table", "caption": "

|  | Industry | Principal |  |  | Industry | Principal |
| --- | --- | --- | --- | --- | --- | --- |
| First 8.00% | 10.00% | 10.00% | 10.00% | Second 10.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% | 10.00% | First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% | 10.00% | First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% | 10.00% | First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |
| First 8.00% | 10.00% | 10.00% |

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

<table><td>
</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

<table><td>
</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</td><td>10.00%</td><td>10.00%</td></tr></table>

<table><td>
</td></tr></table>

|  | Industry | Principal |
| --- | --- | --- |

<tr><td>First 8.00%</

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

|  | Minority | Principal |  |  | Minority | Principal |  |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 8.00% | 09/01/24 | 23,450,400 | 24,110,000 | Same 8.00% | 09/01/24 | 144,400,400 | 124,000,000 |
| Free for Sale (continued) |  |  |  | Free for Sale (continued) |  | 27,723 | 28,213 |
| Same 8.00% (continued) | 09/01/24 | 72,000,000 | 68,000,000 | Same 8.00% (continued) | 09/01/24 | 129,000,000 | 109,000,000 |
| Free for Sale (continued) |  | 8,400,000 | 8,500,000 | Free for Sale (continued) |  |  |  |
| Free for Sale (continued) | 09/01/24 | $48,200,000 | $48,000,000 | 8.00% | 09/01/24 | $144,400,000 | $124,000,000 |
| Free for Sale (continued) |  |  |  | Free for Sale (continued) |  |  |  |
| (Less 8.00% of 8.00% of 8.00%) | 09/01/24 | 29.00%, 29.00% | 29.00% | Same 8.00% (continued) | 09/01/24 | 42,220,000 | 42,000,000 |

Total Return Bond Fund

December 2022 / 46

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

|  | Industry | Principal |  |  | Industry | Principal |
| --- | --- | --- | --- | --- | --- | --- |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |

|  | Industry | Principal |  |  | Industry | Principal |
| --- | --- | --- | --- | --- | --- | --- |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |

|  | Industry | Principal |  |  | Industry | Principal |
| --- | --- | --- | --- | --- | --- | --- |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |

|  | Industry | Principal |  |  | Industry | Principal |
| --- | --- | --- | --- | --- | --- | --- |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |

|  | Industry | Principal |  |  | Industry | Principal |
| --- | --- | --- | --- | --- | --- | --- |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |

|  | Industry | Principal |  |  | Industry | Principal |
| --- | --- | --- | --- | --- | --- | --- |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |

|  | Industry | Principal |  |  | Industry | Principal |
| --- | --- | --- | --- | --- | --- | --- |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |
| Form 8.00% | REMCS | 100.00% | 12,000,000 | Form 8.00% | REMCS | 100.00% |

Total Return Bond Fund

47 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Series 0.00% ALLIEDG (continued) | 17,173 | 17,307 | Series 0.00% ALLIEDG (continued) |
| Series 0.00% CASH FLOW (continued) | 5,000,000 | 5,000,000 | Series 0.00% CASH FLOW (continued) |
| Series 0.00% CASH FLOW (continued) | $3,132,000 | $2,650,000 | Series 0.00% CASH FLOW (continued) |
| Series 0.00% CASH FLOW (continued) | 1,000,000 | 1,000,000 | Series 0.00% CASH FLOW (continued) |
| Series 0.00% CASH FLOW (continued) | 1,000,000 | 1,000,000 | Series 0.00% CASH FLOW (continued) |
| Fixed 0.00% GEMESU (continued) | 7,000,000 | 7,000,000 | Series 0.00% GEMESU (continued) |

Total Return Bond Fund

December 2022 / 48

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Activity | Principal | Total |
| --- | --- | --- |
| Free Bond Pool 09/01/23 | 3,748,200,000 | 2,748,200,000 |
| Free Bond Pool 09/01/23 | 1,888,664 | 23,541,645,299 |
| Free Bond Pool 09/01/23 | 18,188,000 | 18,188,000 |
| Free Bond Pool 09/01/23 | 22,239 | 665,416 |
| Free Bond Pool 09/01/23 | 22,000,000 | 31,820,000,000 |
| Free Bond Pool 09/01/23 | $44,990,000 | $45,481,358 |
| Free Bond Pool 09/01/23 | $45,000,000 | $45,000,000 |

Total Return Bond Fund

49 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Quarter | Amount | Amount |
| --- | --- | --- |
| 2022 | 105,000 | 142,267 |
| 2021 | 10,000,000 | 10,000,000 |
| 2020 | 23,500,000 | 17,404,000 |
| 2019 | 1,000,000 | 1,000,000 |
| 2018 | 12,379,435 | 10,879,747 |
| 2017 | 10,000,000 | 10,000,000 |

Total Return Bond Fund

December 2022 / 50

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Currency to | Currency to | Settlement | Unrealized Appreciation |
| --- | --- | --- | --- |
| Current Balance | 568,017,534 | Current Balance | 239,000 |
| Current Balance | 11,593,962 | Current Balance | 11,594,968 |
| Current Balance | USD 2,068,200 | Current Balance | 10,000 |
| Current Balance | USD 2,068,200 | Current Balance | 10,000 |
| Current Balance | USD 2,068,200 | Current Balance | 10,000 |
| Current Balance | USD 2,068,200 | Current Balance | 10,000 |

![img-0.jpeg](img-0.jpeg)

51 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [25, 73, 719, 153], "label": "table", "caption": "

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | National Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

| Balance | 2022 | 2021 |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Financial Services | $1,218,889 | USD 1,218,889 | 1/31/2022 | 1,218,889 | 1,218,889 | 1,218,889 |

"

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Recovery of the Fund | Paid by the Fund | Notional Amount | Premiums | Unrealized Appreciation |
| --- | --- | --- | --- | --- |
| Recovery of the Fund | Paid by the Fund | 2.63% | 6,450,000 | 5,772,487 |

| Maturity | Amount | Premiums | Unrealized Appreciation |
| --- | --- | --- | --- |
| Recovery of the Fund | Paid by the Fund | 2.63% | 6,450,000 |

Total Return Bond Fund

53 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Item | Value | Total | 1 | 2 | 3 | 4 | 5 | 6 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1. The Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in | $3,079.11 | $3,079.11 | $3,079.11 | $3,079.11 | $3,079.11 | $3,079.11 | $3,079.11 | $3,079.11 |
| 2. The Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in the Company's shareholding in | $3,079.11 | $3,079.11 | $3,079.11 | $3,079.11 | $3,079.11 | $3,079.11 | $3,079.11 | $3,079.11 |

Total Return Bond Fund

SIGNIFICANT ACCOUNTING POLICIES

December 2022 / 54

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Buy protection or decreasing values (self protection), when compared to the notional amount of $2.40/yr, represent a distribution of the reference stock, which is not available to the stock. The stock is not available to the stock. The stock is not available to the stock. The stock is not available to the stock. The stock is not available to the stock. The stock is not available to the stock. The stock is not available to the stock. The stock is not available to the stock. The stock is not available to the stock. The stock is not available to the stock. The stock is not available to the stock. The stock is not available to the stock. The stock is not available to the stock. |
| --- |

Total Return Bond Fund

55 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| COMMON STOCK | 0.00% | 4.58% 17 | 06/01/23 | 250,000,000 | 245,356,625 |
| --- | --- | --- | --- | --- | --- |
| COMMON STOCK | 0.00% | Quarterly | 12,468,482,852 | (113,663,968) | (97,379,476) |
| COMMON STOCK | 0.00% | 3-month USD |  |  |  |
| COMMON STOCK | 0.00% | Annual | 941,935 | (42,085,943) | (42,085,943) |
| COMMON STOCK | 0.00% | 3-month USD | (338,074,120) | 30,385,921 | 30,385,921 |
| COMMON STOCK | 0.00% | 3-month USD | (252,009,743) | 7,524,339 | 7,524,339 |
| COMMON STOCK | 0.00% | Annual | 1,500,000 | (57,909,688) | (57,909,688) |
| COMMON STOCK | 0.00% | 3-month USD | (34,303,798) | 8,899,123 | 8,899,123 |
| COMMON STOCK | 0.00% | 3-month USD | (624,436,567) | 34,457,383 | 34,457,383 |
| COMMON STOCK | 0.00% | Annual | 1,000,000 | (44,545,876) | (44,545,876) |
| TOTAL | 0.00% |  |  |  |  |

Total Return Bond Fund

December 2022 / 56

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Interest Rate Swap | 06/10/24 | 1.95% | Annual | LIBOR | Annual | 712,510 | (30,678,509) | - | (30,678,509) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| TOTAL |  |  |  |  |  |  |  |  |  |
| Cash |  |  | VALUE AT BEGINNING |  | BONDED | VALUE AT END | REALIZED CASH | CHANGE IN UNREALIZED APPLICATION |  |
|  | Asset/Realized (loss) |  | - | - | - | (29,041) | - | - |  |

![img-1.jpeg](img-1.jpeg)

Total Return Bond Fund

57 / December 2022

| Home Office (Specialty) | $ | (1,581,448) | $ | 4,889,229,209 | $(3,885,182) | 9,754,768 | $(50,038) | 4,829,183,008 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Library Name (Specialty) |  |  |  |  |  |  |  |  |
| U.S. Treasury Discount Notes |  |  |  | 681,184 | 1,658,186,810 |  |  | 1,658,186,810 |
| U.S. Treasury Rate |  | (1,768,882) |  | 2,084,773,592 |  | (257,159) |  | 2,084,773,592 |
| COMMITMENTS AND CONTINGENCIES |  |  |  |  |  |  |  |  |
| Consolidated Stock 3+ |  |  |  |  |  |  |  |  |
| Asset Backed Securities+ |  |  |  |  | 3,240,394,680 | 25,617,235 |  | 3,266,011,915 |
| Debt Assets |  |  |  |  | 1,107,407,634 | 3,905,488 |  | 1,111,313,122 |
| Balance as of |  |  |  |  |  |  |  |  |
| Common Stock | $ | 25,617,235 | $ | 3,905,488 | $57,955,588 | $70,927,031 | $57,955,588 | $54,297,084 |

| September 31, 2022 | - | 19,234,821,390 | 70,927,031 | 19,305,748,421 |
| --- | --- | --- | --- | --- |
| *The change in the amount of the amount on securities still held at December 31, 2022 was $113.6 million and is included in the related net realized gains (losses) and net of the amount on the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company |  |  |  |  |
| At the beginning of the year, the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share | - | June 2024, 769,760 | $188,834,545,924 | 31,820,000,000 |
| At the beginning of the year, the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share | - | September 2024, 766,031 | 790,741 | - |
| At the beginning of the year, the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share | - | September 2024, 766,031 | - | - |
| At the beginning of the year, the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share | - | September 2024, 766,031 | - | - |
| At the beginning of the year, the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share of the Company's share | - | September 2024, 766,031 | - | - |

| Assets: |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Credit contracts | - | 1,980,551 | 394,297 | 2,374,848 |  |  |
| Foreign currency exchange contracts | - | 5,535,446 | - | 5,535,446 |  |  |
| Fair Value All 2014/03/01/15 | 44,797,281 | 171,720,796 | - | 216,518,077 |  |  |
| Liabilities: |  |  |  |  |  |  |
| Asset-backed Securities | $25,617,235 | Broker Quote - | Offered Quote (1,569,798) | $88.64 | - | $88.64 |
| Foreign currency exchange contracts |  |  |  |  |  | (1,569,798) |
| Bankable rate contracts | $3,905,488 | Third-Party Value (1,567,374) | Vendor Quote (1,565,285) | $60.00 | - | $60.00 |
|  |  |  |  |  |  | (1,565,285) |

| Common Stock | $- | Broker Quote | Offered Quote | $- | $- | Increase |
| --- | --- | --- | --- | --- | --- | --- |
| Common Stock | $57,955,588 | Third-Party Vendor | Vendor 2,542,584 | $24.20 | $60,365,563 | $1.20 79,335 |
| Corporate Securities | $- | Broker Quote | Offered Quote | $- | $- | Increase |
| Corporate Securities | $70,927,031 | Third-Party Vendor | Vendor Prices | $99.04 - $109.00 | $108.56 | Increase |
| Credit Default Swaps | $394,297 | Broker Quote | Offered Quote | $1.78 | $1.78 | Increase |
| Mortgage-Backed Securities-Non-Agency | $6,600,019 | Third-Party Vendor | Vendor Prices | $0.86 - $98.84 | $18.35 | Increase |
| Mortgage-Backed Securities- |  |  |  |  |  |  |

| Non-Agency Commercial | $234,965,905 | Broker Quote | Offered Quote | $94.47 - $99.78 | $96.40 | Increase |
| --- | --- | --- | --- | --- | --- | --- |
| Rights | $- | Broker Quote | Offered Quote | $- | $- | Increase |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** METROPOLITAN WEST FUNDS

- **b. Investment Company Act file number:** 811-07989

- **c. CIK number of Registrant:** 0001028621

- **d. LEI of Registrant:** 549300KGDNJW6FXNDC82

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

  - **Street Address 1:** 865 South Figueroa Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90017

  - **Telephone number:** 800-241-4671

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

- **a. Name of Series:** Metropolitan West Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000001147

- **c. LEI of Series:** 549300APUP7QV16M4J34

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $81982705294.19

**Total Liabilities:** $19189215511.81

**Net Assets:** $62793489782.38

**Stand-by Commitments:** $14762041236.01

**Cash Not Reported:** $892304848.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 21226.76704000 | **1-Year:** 1535097.57035000 | **5-Year:** 16005351.45287000 | **10-Year:** 13051383.11942000 | **30-Year:** 763227.57921000

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

- **3-Month:** 466.86430000 | **1-Year:** 391923.64954000 | **5-Year:** 2223112.00699000 | **10-Year:** 430664.91048000 | **30-Year:** 270.03884000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003066 | -1.61%               | 4.00%                | -0.51%               |
| Class ID C000058170 | -1.62%               | 3.98%                | -0.63%               |
| Class ID C000218401 | -1.60%               | 4.01%                | -0.62%               |
| Class ID C000102908 | -1.60%               | 4.03%                | -0.55%               |
| Class ID C000003065 | -1.60%               | 4.01%                | -0.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-945647057.80           | $-131666827.33                             |
| Month 2  | $-332179092.02           | $2616817078.20                             |
| Month 3  | $349358452.75            | $-868641965.99                             |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LBUSSTAT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| REPUBLIC OF PANAMA                                                          | Panama Government International Bond                                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   55874000 | PA      | $48246297.75   | 0.08%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31398NQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2081499 | PA      | $202094.98     | 0.00%             | 2040-10-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                              | Securitized Asset Backed Receivables LLC Trust 2007-BR1                         | CUSIP: 81378KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26468281 | PA      | $11823032.16   | 0.02%             | 2037-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                       | Level 3 Financing Inc                                                           | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    7205000 | PA      | $5278375.15    | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AGL CLO 17 Ltd.                                                             | AGL CLO 17 Ltd                                                                  | CUSIP: 00120DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30520000 | PA      | $29614715.76   | 0.05%             | 2035-01-21      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140MGKG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2773318 | PA      | $2355433.50    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust                                                      | SLC Student Loan Trust 2008-1                                                   | CUSIP: 78444LAD5<br>LEI: 5493007QNQ56NU0MGE13 | Long             | ABS-O            | CORP              | US        |    7827852 | PA      | $7796746.93    | 0.01%             | 2032-12-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                    | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   20446000 | PA      | $19538957.17   | 0.03%             | 2025-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2006-AR7                                       | CUSIP: 45661ECW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2859447 | PA      | $2383345.69    | 0.00%             | 2036-05-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| MASTR Seasoned Securitization                                               | MASTR Seasoned Securitization Trust 2004-1                                      | CUSIP: 55265WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7752 | PA      | $7430.51       | 0.00%             | 2032-10-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4833471 | PA      | $4684174.22    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                         | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   13336000 | PA      | $10296852.69   | 0.02%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFPH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18281306 | PA      | $17671998.59   | 0.03%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                  | Fiserv Inc                                                                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    5905000 | PA      | $5540249.63    | 0.01%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KAZTRANSGAS JSC                                                             | KazTransGas JSC                                                                 | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    6350000 | PA      | $5754433.50    | 0.01%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR8                         | CUSIP: 92922FR67<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65376 | PA      | $58449.65      | 0.00%             | 2045-07-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6435103 | PA      | $5834105.56    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-113687342.67 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3865384 | PA      | $3887592.58    | 0.01%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | Credit Suisse Mortgage Capital Certificates 2019-ICE4                           | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31400000 | PA      | $31049623.10   | 0.05%             | 2036-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3190000 | PA      | $2716784.55    | 0.00%             | 2026-05-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                  | Apidos CLO XVIII                                                                | CUSIP: 03767NAG1<br>LEI: 549300LPFPUEJZX23R93 | Long             | ABS-CBDO         | CORP              | KY        |    6700000 | PA      | $6464629.00    | 0.01%             | 2030-10-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   27225000 | PA      | $26366082.83   | 0.04%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Regatta XIV Funding Ltd                                                     | Regatta XIV Funding Ltd                                                         | CUSIP: 75888MAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1900000 | PA      | $1836887.70    | 0.00%             | 2031-10-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202D5P2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        781 | PA      | $779.99        | 0.00%             | 2034-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SJV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2828988 | PA      | $2818856.02    | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                              | AMMC CLO 22 Ltd                                                                 | CUSIP: 00177HAC3<br>LEI: 549300ZW9D4NPX7LOC22 | Long             | ABS-CBDO         | CORP              | KY        |   19750000 | PA      | $19096077.50   | 0.03%             | 2031-04-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                    | Neuberger Berman Loan Advisers CLO 36 Ltd                                       | CUSIP: 64133KAU5<br>LEI: 549300MZGBBYK103F794 | Long             | ABS-CBDO         | CORP              | KY        |   25455000 | PA      | $25071724.07   | 0.04%             | 2033-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                                 | Bacardi Ltd                                                                     | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   12881000 | PA      | $11694941.48   | 0.02%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31403CZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11813 | PA      | $11670.43      | 0.00%             | 2035-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19084728 | PA      | $15542383.83   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23167703 | PA      | $21674464.28   | 0.03%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   88945000 | PA      | $65873100.16   | 0.10%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                              | Merrill Lynch Mortgage Investors Trust Series 2006-WMC2                         | CUSIP: 59020U6M2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21491656 | PA      | $5047882.69    | 0.01%             | 2037-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137FKV52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2881960 | PA      | $2720840.21    | 0.00%             | 2048-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                              | Morgan Stanley Mortgage Loan Trust 2004-11AR                                    | CUSIP: 61748HGR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70798 | PA      | $62975.28      | 0.00%             | 2035-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-61466449.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   77235000 | PA      | $73228384.17   | 0.12%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   37887000 | PA      | $25666549.29   | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   42735000 | PA      | $25372545.80   | 0.04%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 31392TS40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11209 | PA      | $11716.09      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                              | Bear Stearns Asset Backed Securities Trust 2003-AC7                             | CUSIP: 07384YPJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     397647 | PA      | $332907.22     | 0.00%             | 2034-01-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136ATJ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15004266 | PA      | $14646164.28   | 0.02%             | 2046-10-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2006-2                                    | CUSIP: 576438AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5358684 | PA      | $2449626.67    | 0.00%             | 2036-05-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Equity One ABS Inc                                                          | Equity One Mortgage Pass-Through Trust 2002-4                                   | CUSIP: 294751BE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6818 | PA      | $6340.44       | 0.00%             | 2033-02-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                            | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   37190000 | PA      | $33433944.63   | 0.05%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                    | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   44867000 | PA      | $37669705.06   | 0.06%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                    | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    5580000 | PA      | $4091387.19    | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  125377948 | PA      | $112909994.90  | 0.18%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4RD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1222949 | PA      | $1281960.67    | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8763000 | PA      | $8366255.18    | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31335ALZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      73352 | PA      | $71068.54      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7Z74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8981297 | PA      | $8921892.76    | 0.01%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     257453 | PA      | $259462.87     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust Series 2007-FF2                              | CUSIP: 32029GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21285361 | PA      | $10767764.11   | 0.02%             | 2037-03-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                            | Freddie Mac Strips                                                              | CUSIP: 3132HTWM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2111550 | PA      | $2070700.60    | 0.00%             | 2043-11-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   84984518 | PA      | $76392103.48   | 0.12%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 86359BGD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13864 | PA      | $12815.58      | 0.00%             | 2034-02-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31385JH92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        312 | PA      | $330.89        | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                               | FirstCash Inc                                                                   | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   15320000 | PA      | $13719380.49   | 0.02%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   12570000 | PA      | $11473486.22   | 0.02%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                     | Zayo Group Holdings Inc                                                         | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    4213009 | PA      | $3516535.10    | 0.01%             | 2027-03-09      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                            | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-443180.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20987576 | PA      | $19904873.83   | 0.03%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                    | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    9585000 | PA      | $8206818.00    | 0.01%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                                              | New Century Home Equity Loan Trust 2003-6                                       | CUSIP: 64352VFD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74447 | PA      | $74697.54      | 0.00%             | 2034-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust                  | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15254693 | PA      | $13459158.09   | 0.02%             | 2045-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                     | KazMunayGas National Co JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    5883000 | PA      | $4393306.74    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brazos Education Loan Authorit                                              | Brazos Education Loan Authority Inc                                             | CUSIP: 10620WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19349 | PA      | $19049.04      | 0.00%             | 2035-12-26      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  109381000 | PA      | $96069624.35   | 0.15%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                    | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31332000 | PA      | $27246281.19   | 0.04%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                  | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   23399000 | PA      | $21963649.18   | 0.03%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EGGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11883466 | PA      | $11779425.78   | 0.02%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                        | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   10510000 | PA      | $10441253.98   | 0.02%             | 2023-08-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RLR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27957 | PA      | $28049.15      | 0.00%             | 2045-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                    | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   18119000 | PA      | $16098288.31   | 0.03%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                               | Caesars Resort Collection LLC                                                   | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    1283236 | PA      | $1281702.86    | 0.00%             | 2025-07-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31397LDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     150960 | PA      | $156957.59     | 0.00%             | 2037-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 31329NVV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     394281 | PA      | $365568.88     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                             | Mid-State Capital Corp 2006-1 Trust                                             | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6497164 | PA      | $6302401.88    | 0.01%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                            | FirstEnergy Corp                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    5831000 | PA      | $4764597.57    | 0.01%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                               | United States Treasury Bill                                                     | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $99242175.00   | 0.16%             | 2023-03-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  162333005 | PA      | $136953356.30  | 0.22%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                         | Spectrum Brands Inc                                                             | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     770000 | PA      | $683375.00     | 0.00%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                                              | Chase Funding Trust Series 2003-5                                               | CUSIP: 161546GR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3059 | PA      | $2823.03       | 0.00%             | 2033-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6515000 | PA      | $5772441.08    | 0.01%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2007-6                                            | CUSIP: 17312VAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     178847 | PA      | $152016.56     | 0.00%             | 2037-03-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31416XAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19615178 | PA      | $19176982.28   | 0.03%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                                              | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   47945000 | PA      | $31728731.90   | 0.05%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Equity One ABS Inc                                                          | Popular ABS Inc                                                                 | CUSIP: 294751AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45942 | PA      | $43075.37      | 0.00%             | 2029-11-25      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Small Balance                                               | Lehman Brothers Small Balance Commercial Mortgage Trust 2007-1                  | CUSIP: 52521GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     354367 | PA      | $348841.63     | 0.00%             | 2037-03-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                      | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4556271.75    | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   89143000 | PA      | $75485451.78   | 0.12%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   46200000 | PA      | $43746780.00   | 0.07%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2913756.72    | 0.00%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Equity One ABS Inc                                                          | Equity One Mortgage Pass-Through Trust 2002-5                                   | CUSIP: 294751BP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34147 | PA      | $32311.00      | 0.00%             | 2032-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                                     | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   26855000 | PA      | $26516797.53   | 0.04%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B3SX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     676112 | PA      | $657446.40     | 0.00%             | 2047-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                       | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   18977000 | PA      | $13960917.38   | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                             | Life Storage LP                                                                 | CUSIP: 53227JAA2<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2229395.49    | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138ERDL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22767110 | PA      | $22503818.66   | 0.04%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21465238 | PA      | $20617524.13   | 0.03%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136A7N65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6402470 | PA      | $5983324.82    | 0.01%             | 2042-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27469000 | PA      | $25835709.47   | 0.04%             | 2041-12-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2014-3                                               | CUSIP: 63938JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   50316036 | PA      | $48392746.18   | 0.08%             | 2083-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                | UBS Group AG                                                                    | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   15655000 | PA      | $15307884.82   | 0.02%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                                                 | AIG CLO 2020-1 LLC                                                              | CUSIP: 00140WAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   48800000 | PA      | $47438480.00   | 0.08%             | 2034-04-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31359HJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1187 | PA      | $1190.41       | 0.00%             | 2024-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140MNMH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  144455696 | PA      | $126759080.02  | 0.20%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                    | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   35467000 | PA      | $29847814.23   | 0.05%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31390TVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71186 | PA      | $75517.87      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    4546000 | PA      | $3981034.03    | 0.01%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38376TY63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5425410 | PA      | $469716.78     | 0.00%             | 2040-01-16      | Floating      | 1.47%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                    | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   13496000 | PA      | $11164043.70   | 0.02%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2005-AR1                                       | CUSIP: 45660LDG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91276 | PA      | $87845.56      | 0.00%             | 2035-03-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2007-7                                           | CUSIP: 411640AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13552934 | PA      | $12186684.11   | 0.02%             | 2037-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                   | Nelnet Student Loan Trust 2014-5                                                | CUSIP: 64033NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   39241961 | PA      | $37872976.56   | 0.06%             | 2046-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                              | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                       | CUSIP: 933631AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3003858 | PA      | $1376921.48    | 0.00%             | 2037-01-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitnick Corporate Purchaser, Inc.                                           | Mitnick Corporate Purchaser Inc                                                 | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |    3142125 | PA      | $2951649.38    | 0.00%             | 2029-05-02      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                           | Chile Government International Bond                                             | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   27119000 | PA      | $22567809.15   | 0.04%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UXJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3547989 | PA      | $3213504.80    | 0.01%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                             | Life Storage LP                                                                 | CUSIP: 53227JAC8<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $849500.43     | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                        | ACE Securities Corp Home Equity Loan Trust Series 2006-HE3                      | CUSIP: 00441TAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2440701 | PA      | $1776011.54    | 0.00%             | 2036-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                      | Rockford Tower CLO 2017-2 Ltd                                                   | CUSIP: 77340GAJ0<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |   26044213 | PA      | $25703893.39   | 0.04%             | 2029-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6R34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      87644 | PA      | $90362.13      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                     | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   46716000 | PA      | $42042275.82   | 0.07%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14932000 | PA      | $13864145.34   | 0.02%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   18850000 | PA      | $18832313.05   | 0.03%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38376TSB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     415590 | PA      | $4167.33       | 0.00%             | 2039-09-16      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3182000 | PA      | $2168071.80    | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                                  | NLT 2021-INV3 Trust                                                             | CUSIP: 62916BAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  174888841 | PA      | $159843923.50  | 0.25%             | 2056-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2006-WF2                                          | CUSIP: 17309BAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31157504 | PA      | $16297530.59   | 0.03%             | 2036-05-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management                                                         | HPS Loan Management 15-2019 Ltd                                                 | CUSIP: 40439DAN8<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | JE        |   35720000 | PA      | $34573388.00   | 0.06%             | 2035-01-22      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38616583 | PA      | $36134527.29   | 0.06%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS Mortgage Loan Trust 2007-CB2                                             | CUSIP: 1248MBAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3338780 | PA      | $2106455.92    | 0.00%             | 2037-02-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   59869000 | PA      | $59247117.95   | 0.09%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                              | Proofpoint Inc                                                                  | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    1988504 | PA      | $1916967.90    | 0.00%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                                     | Federal Home Loan Bank Discount Notes                                           | CUSIP: 313384DD8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  156000000 | PA      | $154601241.60  | 0.25%             | 2023-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust                  | CUSIP: 92922F4F2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2023146 | PA      | $1831923.21    | 0.00%             | 2035-12-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   56990000 | PA      | $47892921.67   | 0.08%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38374CK26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3474086 | PA      | $3511606.57    | 0.01%             | 2033-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lucali CLO Ltd                                                              | Lucali CLO Ltd                                                                  | CUSIP: 54929JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11550000 | PA      | $11375479.50   | 0.02%             | 2033-01-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1875159.80    | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X5UN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16182242 | PA      | $15115098.25   | 0.02%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                     | Becton Dickinson and Co                                                         | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $988998.13     | 0.00%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   21203000 | PA      | $18565113.35   | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                                               | Goldentree Loan Management US Clo 8 Ltd                                         | CUSIP: 38136NAQ9<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   36180000 | PA      | $35291165.94   | 0.06%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31297CWX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     896196 | PA      | $919554.93     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                                              | Residential Asset Securitization Trust 2004-IP2                                 | CUSIP: 45660LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     161996 | PA      | $153583.34     | 0.00%             | 2034-12-25      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                     | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    3817000 | PA      | $2827328.24    | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    1923000 | PA      | $1406848.63    | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                                     | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   10746000 | PA      | $10720277.30   | 0.02%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGYU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  202986340 | PA      | $166381620.12  | 0.26%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-DNA3                                         | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30022000 | PA      | $29472734.00   | 0.05%             | 2033-10-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                     | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     820000 | PA      | $660762.48     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140KSYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  107890847 | PA      | $88333640.30   | 0.14%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  372334952 | PA      | $316638650.89  | 0.50%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38381BZB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6670550 | PA      | $6300872.42    | 0.01%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                            | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   27555000 | PA      | $18229699.13   | 0.03%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                              | Pretium Mortgage Credit Partners LLC                                            | CUSIP: 69381PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  247317175 | PA      | $229249839.65  | 0.37%             | 2052-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31410GAM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73803 | PA      | $76029.79      | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                              | Ammc Clo 19 Ltd                                                                 | CUSIP: 00176PAJ1<br>LEI: 549300MYS7FLQJZMYD18 | Long             | ABS-CBDO         | CORP              | KY        |   14514468 | PA      | $14505033.48   | 0.02%             | 2028-10-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| TIAA FSB HOLDINGS INC                                                       | TIAA FSB Holdings Inc                                                           | CUSIP: 29977GAA0<br>LEI: 549300ZSQX8IP0RAE826 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $3975040.88    | 0.01%             | 2025-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                              | Securitized Asset Backed Receivables LLC Trust 2007-NC2                         | CUSIP: 81378GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13690456 | PA      | $11339610.09   | 0.02%             | 2037-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th                                              | First Horizon Mortgage Pass-Through Trust 2006-AR4                              | CUSIP: 32053AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47058 | PA      | $29836.56      | 0.00%             | 2037-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                              | AMMC CLO 15 Ltd                                                                 | CUSIP: 00175MBN9<br>LEI: 549300D0GYBG49KJD582 | Long             | ABS-CBDO         | CORP              | KY        |   27800000 | PA      | $27324064.00   | 0.04%             | 2032-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4FU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     440183 | PA      | $450433.62     | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                    | Farmers Exchange Capital                                                        | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13283000 | PA      | $13655619.76   | 0.02%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31402QPF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     865787 | PA      | $854579.22     | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   30960000 | PA      | $25532205.80   | 0.04%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3131XVRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15021990 | PA      | $13489559.85   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                              | Morgan Stanley Mortgage Loan Trust 2006-7                                       | CUSIP: 61749JAS5<br>LEI: 549300E4V6DCTUJSC749 | Long             | ABS-MBS          | CORP              | US        |     680803 | PA      | $208386.97     | 0.00%             | 2036-06-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                          | BMO 2022-C2 Mortgage Trust                                                      | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21624000 | PA      | $21348880.01   | 0.03%             | 2054-07-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                      | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   48159000 | PA      | $36563055.41   | 0.06%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                     | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   26000000 | PA      | $20577856.00   | 0.03%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                              | Carrington Mortgage Loan Trust Series 2006-OPT1                                 | CUSIP: 144531FN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58452 | PA      | $56267.17      | 0.00%             | 2036-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2020-R6                                                               | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  149157660 | PA      | $127564150.65  | 0.20%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21146818 | PA      | $19770615.73   | 0.03%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                      | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |   26308000 | PA      | $20552916.65   | 0.03%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     272385 | PA      | $267856.92     | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2015-2                                               | CUSIP: 63939GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   96048723 | PA      | $93111056.82   | 0.15%             | 2040-11-26      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                  | Cigna Corp                                                                      | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   26478000 | PA      | $24682290.37   | 0.04%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                                                   | Telenet Financing USD LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   28600000 | PA      | $27906450.00   | 0.04%             | 2028-04-28      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     592163 | PA      | $573367.49     | 0.00%             | 2035-07-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31987 | PA      | $29777.43      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9R53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12916849 | PA      | $12236942.24   | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136AGZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9793548 | PA      | $7479554.57    | 0.01%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   41777000 | PA      | $37616846.34   | 0.06%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-8                                                   | CUSIP: 78445GAE3<br>LEI: 549300R59P5DXM48DO55 | Long             | ABS-O            | CORP              | US        |     625000 | PA      | $597025.04     | 0.00%             | 2075-10-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO ARPT REV                                              | City & County of Denver CO Airport System Revenue                               | CUSIP: 249182PV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9000000 | PA      | $7113497.76    | 0.01%             | 2033-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B72K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78439 | PA      | $77157.95      | 0.00%             | 2050-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                         | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   43315000 | PA      | $39458772.54   | 0.06%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                     | Southwestern Electric Power Co                                                  | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    6519000 | PA      | $4318755.49    | 0.01%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust                  | CUSIP: 92925CBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7219950 | PA      | $6732039.11    | 0.01%             | 2045-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corporation                                         | Frontier Communications Holdings LLC                                            | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   16481438 | PA      | $15782459.77   | 0.03%             | 2028-05-01      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2020-R01                                    | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13389636 | PA      | $12507631.49   | 0.02%             | 2040-01-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-9                                                   | CUSIP: 78445JAB3<br>LEI: 549300MTK92VF84VT259 | Long             | ABS-O            | CORP              | US        |   45100000 | PA      | $45116863.79   | 0.07%             | 2083-10-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                        | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    9450000 | PA      | $6959916.40    | 0.01%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SEL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1783721 | PA      | $1815769.97    | 0.00%             | 2046-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                            | MGM Resorts International                                                       | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30029.41      | 0.00%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SG Mortgage Securities Trust                                                | SG Mortgage Securities Trust 2007-NC1                                           | CUSIP: 78420RAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12132707 | PA      | $7512364.95    | 0.01%             | 2036-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10400000 | PA      | $8580204.88    | 0.01%             | 2038-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Trugreen Limited Partnership                                                | TruGreen LP                                                                     | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    4107718 | PA      | $3658456.57    | 0.01%             | 2027-11-02      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     271091 | PA      | $275020.98     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140M2TG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  184198233 | PA      | $150636218.88  | 0.24%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2005-31                                         | CUSIP: 126694UN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90825 | PA      | $76738.12      | 0.00%             | 2036-01-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                                                  | Impac Secured Assets Trust 2006-3                                               | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4365023 | PA      | $3881865.24    | 0.01%             | 2036-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33841 | PA      | $31582.99      | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                                              | Structured Asset Mortgage Investments II Trust 2007-AR6                         | CUSIP: 86364RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   88870067 | PA      | $73210432.34   | 0.12%             | 2047-08-25      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                                                     | Greenwood Park CLO Ltd                                                          | CUSIP: 39729RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6730000 | PA      | $6621707.57    | 0.01%             | 2031-04-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                           | Cedar Funding II CLO Ltd                                                        | CUSIP: 15032TBG0<br>LEI: 254900Q56WTD2BRLBE32 | Long             | ABS-CBDO         | CORP              | KY        |    4950000 | PA      | $4653920.70    | 0.01%             | 2034-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                              | Bear Stearns Asset Backed Securities I Trust 2007-AC1                           | CUSIP: 07389XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23883580 | PA      | $20246468.80   | 0.03%             | 2037-02-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                       | Tenet Healthcare Corp                                                           | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1305681.25    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   10782000 | PA      | $9010818.54    | 0.01%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                | Organon & Co                                                                    | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    7171093 | PA      | $7119246.18    | 0.01%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2007-A3                                                | CUSIP: 46630UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1296826 | PA      | $1036649.60    | 0.00%             | 2037-05-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                                           | Rent-A-Center Inc/TX                                                            | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    5128000 | PA      | $4185953.07    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                              | PRPM 2022-3 LLC                                                                 | CUSIP: 693589AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33466011 | PA      | $32323939.78   | 0.05%             | 2027-06-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                           | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  114332000 | PA      | $111735782.10  | 0.18%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6805566 | PA      | $6573097.39    | 0.01%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  199694003 | PA      | $186960696.89  | 0.30%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                               | United States Treasury Bill                                                     | CUSIP: 912796ZF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  505000000 | PA      | $496091118.25  | 0.79%             | 2023-05-25      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-4                  | CUSIP: 59025CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23248704 | PA      | $15630706.17   | 0.02%             | 2037-07-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31417AP78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6623148 | PA      | $6279176.86    | 0.01%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                   | Nelnet Student Loan Trust 2012-5                                                | CUSIP: 64033BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6813839 | PA      | $6612980.12    | 0.01%             | 2036-10-27      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                         | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   53018000 | PA      | $46072317.53   | 0.07%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14837000 | PA      | $11350305.00   | 0.02%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14098733 | PA      | $14306370.26   | 0.02%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-1A PTT                                                      | US Airways 2012-1 Class A Pass Through Trust                                    | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24704478 | PA      | $23817740.46   | 0.04%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                      | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    4765000 | PA      | $4288500.00    | 0.01%             | 2025-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EP3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40664 | PA      | $36684.26      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18263000 | PA      | $17841579.63   | 0.03%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-30678509.66  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                    | OHA Credit Funding 3 LTD                                                        | CUSIP: 67112RAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   33250000 | PA      | $32478068.00   | 0.05%             | 2035-07-02      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                                      | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W3     | CUSIP: 040104PC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14763111 | PA      | $14169622.47   | 0.02%             | 2035-11-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2005-S2                                                | CUSIP: 466247VQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1603739 | PA      | $1077012.11    | 0.00%             | 2020-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q8KD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2665570 | PA      | $2471462.52    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   38049000 | PA      | $31253680.32   | 0.05%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2012-2                                                   | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10846464 | PA      | $10084825.89   | 0.02%             | 2029-01-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust 2005-AR6                                                | CUSIP: 362341SF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43612 | PA      | $40824.59      | 0.00%             | 2035-09-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2006-AR35                                      | CUSIP: 45667SAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28862512 | PA      | $24014282.46   | 0.04%             | 2037-01-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Nationstar Home Equity Loan Tr                                              | Nationstar Home Equity Loan Trust 2007-C                                        | CUSIP: 63860KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4853438 | PA      | $4700569.82    | 0.01%             | 2037-06-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust 2006-FF13                                    | CUSIP: 30247DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     614327 | PA      | $421074.52     | 0.00%             | 2036-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX                                              | Octagon Investment Partners XXI Ltd                                             | CUSIP: 67590QBM8<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    1470000 | PA      | $1408198.26    | 0.00%             | 2031-02-14      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                      | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAA4<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   31081000 | PA      | $30871576.22   | 0.05%             | 2023-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11668469 | PA      | $11844903.11   | 0.02%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                     | AEP Transmission Co LLC                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1120791.16    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                     | Nationwide Building Society                                                     | CUSIP: 63861VAC1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  104478000 | PA      | $103135386.65  | 0.16%             | 2024-08-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2318000 | PA      | $1581339.60    | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS 2007-CB5 Trust                                                           | CUSIP: 12464YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20771509 | PA      | $13127490.05   | 0.02%             | 2037-04-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                       | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |   11898000 | PA      | $9342787.54    | 0.01%             | 2031-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust 2006-FF8                                     | CUSIP: 320278AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20518675 | PA      | $19638149.29   | 0.03%             | 2036-07-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31394VYX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22912 | PA      | $22541.28      | 0.00%             | 2036-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2014-6                                               | CUSIP: 63939BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31145412 | PA      | $29843651.69   | 0.05%             | 2083-03-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                              | PRPM 2022-4 LLC                                                                 | CUSIP: 693588AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   80906554 | PA      | $76313925.36   | 0.12%             | 2027-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   36299000 | PA      | $31755194.63   | 0.05%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140M2TJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  275291137 | PA      | $224193952.85  | 0.36%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8RT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11790086 | PA      | $11439238.34   | 0.02%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4268383.60    | 0.01%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CenturyLink Inc                                                             | Lumen Technologies Inc                                                          | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   24537724 | PA      | $23348012.22   | 0.04%             | 2027-03-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   32990000 | PA      | $25667213.00   | 0.04%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                            | AmWINS Group Inc                                                                | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   48181379 | PA      | $47387108.53   | 0.08%             | 2028-02-19      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31410G2R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1794156 | PA      | $1852356.95    | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  117782863 | PA      | $110044122.61  | 0.18%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3133TTK67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2928 | PA      | $3014.01       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMYK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12275507 | PA      | $11851025.94   | 0.02%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2006-AR4 Trust                   | CUSIP: 93934FPN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2975451 | PA      | $2569131.63    | 0.00%             | 2046-05-25      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179MVU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34385 | PA      | $34449.74      | 0.00%             | 2042-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO                                                      | Metropolitan Edison Co                                                          | CUSIP: 591894BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10715000 | PA      | $10681508.12   | 0.02%             | 2023-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2003-A2                                                | CUSIP: 466247AW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44168 | PA      | $41387.30      | 0.00%             | 2033-11-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                              | Morgan Stanley Mortgage Loan Trust 2005-2AR                                     | CUSIP: 61745M4E0<br>LEI: 549300M91PFQR7JLJ570 | Long             | ABS-MBS          | CORP              | US        |     877102 | PA      | $818416.94     | 0.00%             | 2035-04-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RZV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     187722 | PA      | $188342.21     | 0.00%             | 2046-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   86218414 | PA      | $78031453.66   | 0.12%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    7405000 | PA      | $6767296.80    | 0.01%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                | Saxon Asset Securities Trust 2007-2                                             | CUSIP: 80556YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     161830 | PA      | $115086.47     | 0.00%             | 2047-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   35755000 | PA      | $33044736.32   | 0.05%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                           | Cedar Funding VIII Clo Ltd                                                      | CUSIP: 15032EAQ2<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |    9350000 | PA      | $8867540.00    | 0.01%             | 2034-10-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TransDigm Inc                                                                   | CUSIP: 89364MBQ6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   19638330 | PA      | $19462075.77   | 0.03%             | 2025-05-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6373469 | PA      | $6378262.11    | 0.01%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                             | Mid-State Capital Corp 2005-1 Trust                                             | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6703130 | PA      | $6585451.39    | 0.01%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  168638000 | PA      | $143624284.66  | 0.23%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31297BTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      66407 | PA      | $68219.49      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   19662000 | PA      | $14427382.79   | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                  | AMSR 2021-SFR1 Trust                                                            | CUSIP: 00179DAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13000000 | PA      | $10373368.85   | 0.02%             | 2038-06-17      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38376T2W1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29840 | PA      | $2943.95       | 0.00%             | 2040-01-16      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 LTD.                                                              | AGL CLO 1 LTD                                                                   | CUSIP: 00119HAJ9<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | KY        |   24800000 | PA      | $23623587.20   | 0.04%             | 2034-10-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B3A34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1414939 | PA      | $1286985.05    | 0.00%             | 2049-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE                                                   | North Texas Tollway Authority                                                   | CUSIP: 66285WA63<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     765000 | PA      | $595594.80     | 0.00%             | 2033-01-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 2011917000 | PA      | $2001019451.57 | 3.19%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10055000 | PA      | $9314482.33    | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   62889000 | PA      | $48658711.66   | 0.08%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10936000 | PA      | $10006808.11   | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                   | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  151800000 | PA      | $145319032.58  | 0.23%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                                              | Banc of America Mortgage 2007-3 Trust                                           | CUSIP: 05954CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149726 | PA      | $128939.19     | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                                    | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15040000 | PA      | $12376763.88   | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                             | Lehman XS Trust Series 2006-14N                                                 | CUSIP: 52522CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24324 | PA      | $24368.27      | 0.00%             | 2036-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137A2XC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27204081 | PA      | $26626794.35   | 0.04%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                  | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |   11100000 | PA      | $5461396.75    | 0.01%             | 2051-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                    | Constellation Brands Inc                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $7114548.70    | 0.01%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11855000 | PA      | $10454150.37   | 0.02%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                        | Appalachian Power Co                                                            | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82609.11      | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                                              | Deephaven Residential Mortgage Trust 2021-4                                     | CUSIP: 24381JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24752244 | PA      | $21206589.09   | 0.03%             | 2066-11-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| CEDARS-SINAI HEALTH SYS                                                     | Cedars-Sinai Health System                                                      | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12870000 | PA      | $10349267.00   | 0.02%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   77400000 | PA      | $74019577.45   | 0.12%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2007-6                                                   | CUSIP: 78444CAF0<br>LEI: 549300DP3T6QDZHB8271 | Long             | ABS-O            | CORP              | US        |    3877408 | PA      | $3611413.06    | 0.01%             | 2043-04-27      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $506655.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                            | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   14576000 | PA      | $12486207.10   | 0.02%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                      | Rockford Tower CLO 2020-1 Ltd                                                   | CUSIP: 77341EAA3<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |   23840000 | PA      | $23516467.36   | 0.04%             | 2032-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 863579CC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3019814 | PA      | $2903587.87    | 0.00%             | 2034-10-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16624000 | PA      | $12639523.77   | 0.02%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                                              | Structured Asset Mortgage Investments II Trust 2006-AR8                         | CUSIP: 86361XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8683745 | PA      | $7516433.85    | 0.01%             | 2036-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                                                 | City of New York NY                                                             | CUSIP: 64966HMX5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    4420000 | PA      | $4424025.74    | 0.01%             | 2023-10-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                      | Arizona Public Service Co                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   11663000 | PA      | $12285092.52   | 0.02%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                       | Molina Healthcare Inc                                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   33113000 | PA      | $30233704.12   | 0.05%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                         | General Electric Co                                                             | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   11550000 | PA      | $9548983.87    | 0.02%             | 2036-08-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31396PZH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     681955 | PA      | $59007.40      | 0.00%             | 2037-03-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  190495000 | PA      | $166941691.48  | 0.27%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                                                        | New England Power Co                                                            | CUSIP: 644188BH6<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |   20670000 | PA      | $21456607.60   | 0.03%             | 2052-11-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                                                    | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 29246QAD7<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    4999000 | PA      | $4557588.30    | 0.01%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                        | Tencent Holdings Ltd                                                            | CUSIP: 88032WBA3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    5535000 | PA      | $4614854.35    | 0.01%             | 2031-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFWQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25480430 | PA      | $24553465.68   | 0.04%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                              | Qatar Government International Bond                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    3080000 | PA      | $2989401.80    | 0.00%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31417AWY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3350623 | PA      | $3209471.26    | 0.01%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  250485000 | PA      | $219660165.61  | 0.35%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                      | Cox Communications Inc                                                          | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    9790000 | PA      | $7820339.52    | 0.01%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS A                                              | City of Los Angeles Department of Airports                                      | CUSIP: 544445NU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     185000 | PA      | $189264.21     | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  185957000 | PA      | $155404839.51  | 0.25%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38132043 | PA      | $35609632.90   | 0.06%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   99314000 | PA      | $82458313.71   | 0.13%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10809000 | PA      | $9087351.34    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8775000 | PA      | $8534469.09    | 0.01%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31335AHP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30400885 | PA      | $28450943.76   | 0.05%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2007-AR11                                      | CUSIP: 45669FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2366403 | PA      | $1880679.84    | 0.00%             | 2037-06-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                            | Trestles Clo IV Ltd                                                             | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |   50000000 | PA      | $48516000.00   | 0.08%             | 2034-07-21      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7391149.70    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   75515000 | PA      | $74382275.00   | 0.12%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY P                                              | City of San Francisco CA Public Utilities Commission Water Revenue              | CUSIP: 79771FAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16620000 | PA      | $12228196.25   | 0.02%             | 2041-11-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7928000 | PA      | $7233580.85    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                               | GS Mortgage-Backed Securities Trust 2022-PJ6                                    | CUSIP: 36267JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  102977261 | PA      | $82767417.56   | 0.13%             | 2053-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                                               | Citicorp Mortgage Securities Inc                                                | CUSIP: 172973N96<br>LEI: 549300ISEJNGWSXAKR30 | Long             | ABS-MBS          | CORP              | US        |      89283 | PA      | $79857.60      | 0.00%             | 2035-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     704211 | PA      | $703492.84     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5B25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     619456 | PA      | $639046.63     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16118820 | PA      | $14961411.86   | 0.02%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31398MGB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4254135 | PA      | $463353.49     | 0.00%             | 2040-03-25      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-4                                                   | CUSIP: 78445AAD8<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |    1581831 | PA      | $1559172.96    | 0.00%             | 2022-07-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  176904000 | PA      | $165774818.99  | 0.26%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8329000 | PA      | $7005770.27    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                   | Nelnet Student Loan Trust 2015-3                                                | CUSIP: 64033TAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8890000 | PA      | $8566037.82    | 0.01%             | 2054-06-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                                     | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    1262912 | PA      | $1128992.87    | 0.00%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31358U6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         52 | PA      | $52.02         | 0.00%             | 2023-05-25      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                              | Carrington Mortgage Loan Trust Series 2007-RFC1                                 | CUSIP: 144526AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22415000 | PA      | $18318535.47   | 0.03%             | 2036-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2020-VIV4                                          | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  180165000 | PA      | $144585473.50  | 0.23%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418BFY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37762 | PA      | $36149.80      | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RGB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     288442 | PA      | $287721.56     | 0.00%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | Gainwell Acquisition Corp                                                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   17991414 | PA      | $16934418.58   | 0.03%             | 2027-10-01      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8650000 | PA      | $7577457.61    | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   62230000 | PA      | $57887758.00   | 0.09%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   94938043 | PA      | $88657952.83   | 0.14%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3350619 | PA      | $2924609.30    | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                                        | Scientific Games International Inc                                              | CUSIP: 000000000<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    5313734 | PA      | $5254910.66    | 0.01%             | 2029-04-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SUY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2825123 | PA      | $2875818.54    | 0.00%             | 2047-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20629000 | PA      | $18076161.25   | 0.03%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  267787710 | PA      | $250264461.53  | 0.40%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     603000 | PA      | $564966.74     | 0.00%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                      | Lumen Technologies Inc                                                          | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3039820.74    | 0.00%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $1924742.00    | 0.00%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                                 | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |   15443661 | PA      | $17783116.85   | 0.03%             | 2031-08-17      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-44545875.88  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   66575000 | PA      | $53992092.65   | 0.09%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                            | Paramount Global                                                                | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2913000 | PA      | $2685173.86    | 0.00%             | 2026-10-04      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust Series 2006-FF18                             | CUSIP: 32029AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14123570 | PA      | $12568471.95   | 0.02%             | 2037-12-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   52030000 | PA      | $44996884.81   | 0.07%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53720 | PA      | $49888.02      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-42086943.54  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132A5JM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1032047 | PA      | $955603.20     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                                                       | WASH Multifamily Acquisition Inc                                                | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    4057000 | PA      | $3828603.15    | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   18429000 | PA      | $17855552.18   | 0.03%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                                                    | Digital Intrepid Holding BV                                                     | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              | CORP              | NL        |   22260000 | PA      | $16291967.77   | 0.03%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                      | Federal Home Loan Banks                                                         | CUSIP: 3130AQ4B6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  173195000 | PA      | $161796766.87  | 0.26%             | 2024-12-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599DK8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2139000 | PA      | $1719987.18    | 0.00%             | 2044-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   23406000 | PA      | $20038597.97   | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                        | ACE Securities Corp Home Equity Loan Trust Series 2004-IN1                      | CUSIP: 004421FD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124934 | PA      | $115621.37     | 0.00%             | 2034-05-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38380RJT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34213576 | PA      | $26431727.41   | 0.04%             | 2062-09-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                      | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2012000 | PA      | $1853555.00    | 0.00%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WXWK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133740 | PA      | $130750.53     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                               | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4                   | CUSIP: 25150PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1445912 | PA      | $517747.29     | 0.00%             | 2036-12-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2004-7                                          | CUSIP: 12669FXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42830 | PA      | $39665.96      | 0.00%             | 2034-06-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q8J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37316251 | PA      | $34521100.88   | 0.05%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31727475 | PA      | $30495732.44   | 0.05%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UVX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8727690 | PA      | $7904893.12    | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  138275000 | PA      | $113662634.90  | 0.18%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5356000 | PA      | $4241251.33    | 0.01%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                            | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3287000 | PA      | $2652206.28    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                          | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   38741000 | PA      | $32856338.95   | 0.05%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                                                | Deerfield Dakota Holding LLC                                                    | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    8435237 | PA      | $7898840.13    | 0.01%             | 2027-04-09      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                       | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2405488.66    | 0.00%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1                  | CUSIP: 59023LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  133840304 | PA      | $58787332.57   | 0.09%             | 2037-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   20255000 | PA      | $14890584.78   | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1263891.72    | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20837187 | PA      | $19889676.52   | 0.03%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    8835000 | PA      | $6170180.32    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2                  | CUSIP: 59024QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13513546 | PA      | $10559957.60   | 0.02%             | 2037-05-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1587588 | PA      | $1585631.34    | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                                              | New Century Home Equity Loan Trust Series 2005-D                                | CUSIP: 64352VPP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2097 | PA      | $2095.95       | 0.00%             | 2036-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE                                                   | North Texas Tollway Authority                                                   | CUSIP: 66285WA89<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    8000000 | PA      | $6119716.80    | 0.01%             | 2035-01-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                                              | Park Avenue Institutional Advisers CLO Ltd 2021-1                               | CUSIP: 70015QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   61000000 | PA      | $59679411.00   | 0.10%             | 2034-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45442000 | PA      | $43063848.37   | 0.07%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138LL2P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $93471.65      | 0.00%             | 2028-01-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                    | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8920000 | PA      | $7773176.03    | 0.01%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                                               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971XUX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12135000 | PA      | $9476296.01    | 0.02%             | 2032-11-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BGME Trust                                                                  | BGME Trust 2021-VR                                                              | CUSIP: 05551XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32137000 | PA      | $24297169.21   | 0.04%             | 2043-01-10      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                              | KFC Holding Co                                                                  | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    8695435 | PA      | $8597611.32    | 0.01%             | 2028-03-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAD63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6363013 | PA      | $6199833.45    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR Remic Trust 2020-DNA2                                         | CUSIP: 35565KBD9<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |   31102000 | PA      | $29120457.37   | 0.05%             | 2050-02-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   19930000 | PA      | $18918247.57   | 0.03%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38375KPF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6662274 | PA      | $801524.97     | 0.00%             | 2037-06-16      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                              | Alternative Loan Trust 2005-38                                                  | CUSIP: 12667GY98<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     291337 | PA      | $249927.68     | 0.00%             | 2035-09-25      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| Clear Creek CLO Ltd                                                         | Clear Creek CLO                                                                 | CUSIP: 18452LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   27190000 | PA      | $26893846.52   | 0.04%             | 2030-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                         | Eaton Vance CLO 2018-1 Ltd                                                      | CUSIP: 27831BAE3<br>LEI: 549300R0C8KS2AMEHL81 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4826000.00    | 0.01%             | 2030-10-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29128000 | PA      | $28691066.89   | 0.05%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 3133203000 | PA      | $3133818204.41 | 4.99%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  1 | On Loan: No      |
| Nortonlifelock Inc.                                                         | Gen Digital Inc                                                                 | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   53430000 | PA      | $52639770.30   | 0.08%             | 2029-09-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31297VAM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21578 | PA      | $22200.50      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   47770000 | PA      | $37826616.70   | 0.06%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   53505000 | PA      | $49117568.60   | 0.08%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                    | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  310120000 | PA      | $305959082.75  | 0.49%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11682000 | PA      | $10185147.27   | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2006-QS12 Trust                                                     | CUSIP: 751151AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135827 | PA      | $99711.87      | 0.00%             | 2036-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2004-1                                           | CUSIP: 41161PCY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3497 | PA      | $3250.26       | 0.00%             | 2034-04-19      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  304118836 | PA      | $285341191.74  | 0.45%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B3D80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1363506 | PA      | $1271166.48    | 0.00%             | 2049-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19685772 | PA      | $19064374.31   | 0.03%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust Series 2005-1                                                   | CUSIP: 45254NML8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1851365 | PA      | $1706659.55    | 0.00%             | 2035-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                                          | CDS W BERRY                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1980551.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   45925000 | PA      | $41626842.97   | 0.07%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                            | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $2644408.81    | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                               | United States Treasury Bill                                                     | CUSIP: 912796ZG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  250000000 | PA      | $245356625.00  | 0.39%             | 2023-06-01      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9720000 | PA      | $9296292.37    | 0.01%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3684000 | PA      | $2086065.00    | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                                                    | QatarEnergy Trading LLC                                                         | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   21710000 | PA      | $18023229.51   | 0.03%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                         | Eaton Vance CLO 2013-1 Ltd                                                      | CUSIP: 27830BBN3<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   23850000 | PA      | $23291266.05   | 0.04%             | 2034-01-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132GMDH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20835024 | PA      | $20392288.61   | 0.03%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                               | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR3                   | CUSIP: 25150VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18413477 | PA      | $16253500.94   | 0.03%             | 2037-06-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2014-5                                            | CUSIP: 17322TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6299201 | PA      | $5155938.62    | 0.01%             | 2036-02-20      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| DC Office Trust                                                             | DC Office Trust 2019-MTC                                                        | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31135000 | PA      | $24843373.08   | 0.04%             | 2045-09-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                     | Nationwide Building Society                                                     | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  107650000 | PA      | $94918895.47   | 0.15%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20563862 | PA      | $19558330.28   | 0.03%             | 2041-12-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19938729 | PA      | $18432881.13   | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                          | Century Plaza Towers 2019-CPT                                                   | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27645000 | PA      | $22240601.54   | 0.04%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                    | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   27340000 | PA      | $20486468.40   | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                     | Dryden 30 Senior Loan Fund                                                      | CUSIP: 26249BAQ4<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |   16029837 | PA      | $15858525.70   | 0.03%             | 2028-11-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   33219000 | PA      | $28772221.94   | 0.05%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                             | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   22450000 | PA      | $21333018.88   | 0.03%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alpha Topco Limited - Delta 2 (Lux) Sarl                                    | Delta 2 Lux Sarl                                                                | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    1243525 | PA      | $1244457.37    | 0.00%             | 2030-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                            | MortgageIT Trust 2005-4                                                         | CUSIP: 61913PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2116165 | PA      | $2030768.20    | 0.00%             | 2035-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                             | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  152729000 | PA      | $138008823.20  | 0.22%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2004-8                                    | CUSIP: 576433QR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1251498 | PA      | $1163311.09    | 0.00%             | 2034-09-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                   | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     409928 | PA      | $393454.99     | 0.00%             | 2045-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc                                                            | Ingram Micro Inc                                                                | CUSIP: 45258FAB6<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |    5493932 | PA      | $5425257.72    | 0.01%             | 2028-06-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-3                                                   | CUSIP: 78444GAD6<br>LEI: 549300OORAXMFXOHG132 | Long             | ABS-O            | CORP              | US        |    2260000 | PA      | $2083254.21    | 0.00%             | 2083-04-26      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                                | Setanta Aircraft Leasing DAC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   16790000 | PA      | $16739630.00   | 0.03%             | 2028-11-05      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2004-AR4                                       | CUSIP: 45660NQ24<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     649318 | PA      | $565423.21     | 0.00%             | 2034-08-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                                     | Federal Home Loan Bank Discount Notes                                           | CUSIP: 313384CS6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  150000000 | PA      | $148859145.00  | 0.24%             | 2023-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  158123040 | PA      | $134111420.65  | 0.21%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  116802000 | PA      | $92594404.73   | 0.15%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                    | SK Invictus Intermediate II Sarl                                                | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    9122000 | PA      | $7491898.60    | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                    | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   22783000 | PA      | $17299989.00   | 0.03%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                                                  | California State University                                                     | CUSIP: 13077DQN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   23510000 | PA      | $17484389.35   | 0.03%             | 2034-11-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138ERQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3876604 | PA      | $3726551.94    | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AR26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51631 | PA      | $48282.25      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3133TLMU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7623 | PA      | $7704.68       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                     | Dryden 30 Senior Loan Fund                                                      | CUSIP: 26249BAS0<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1444620.00    | 0.00%             | 2028-11-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5015000 | PA      | $4487283.84    | 0.01%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2004-11                                          | CUSIP: 41161PKF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164984 | PA      | $153020.10     | 0.00%             | 2035-01-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                             | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    2100000 | PA      | $1618821.27    | 0.00%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS 2006-CB9 TRUST                                                           | CUSIP: 12465MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23380623 | PA      | $11149650.90   | 0.02%             | 2036-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   74809525 | PA      | $63096880.95   | 0.10%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31389HCB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4639 | PA      | $4778.64       | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                      | Federal Home Loan Banks                                                         | CUSIP: 3130AQV26<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  218105000 | PA      | $207171655.89  | 0.33%             | 2024-09-04      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                      | Sequoia Mortgage Trust 2004-4                                                   | CUSIP: 81744FBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60612 | PA      | $56097.11      | 0.00%             | 2034-05-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                      | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   18301795 | PA      | $15602280.56   | 0.02%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   49218881 | PA      | $44324410.09   | 0.07%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                    | Republic of South Africa Government International Bond                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   19945000 | PA      | $17813876.75   | 0.03%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $53795831.50   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                              | Adjustable Rate Mortgage Trust 2005-10                                          | CUSIP: 007036TP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     141510 | PA      | $128152.04     | 0.00%             | 2036-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7476513 | PA      | $7482135.59    | 0.01%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1294954.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                            | CIFC Funding 2017-IV Ltd                                                        | CUSIP: 12551JAN6<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |    3475000 | PA      | $3351081.50    | 0.01%             | 2030-10-24      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                                              | ABFC 2007-WMC1 Trust                                                            | CUSIP: 04545EAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21422166 | PA      | $17083455.64   | 0.03%             | 2037-06-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24124499 | PA      | $23051488.39   | 0.04%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                                                 | City of New York NY                                                             | CUSIP: 64966HMV9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    6420000 | PA      | $6497573.50    | 0.01%             | 2031-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2007-A4                                                | CUSIP: 46631JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     263699 | PA      | $208537.04     | 0.00%             | 2037-06-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3615000 | PA      | $3340093.57    | 0.01%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SNX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1663218 | PA      | $1657260.89    | 0.00%             | 2046-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Tr                                              | GreenPoint Mortgage Funding Trust 2005-AR4                                      | CUSIP: 39538WBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10649178 | PA      | $9824931.27    | 0.02%             | 2045-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25079298 | PA      | $23475800.14   | 0.04%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15500000 | PA      | $16051539.63   | 0.03%             | 2027-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                        | Petronas Capital Ltd                                                            | CUSIP: 71675CAB4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   13050000 | PA      | $10814535.00   | 0.02%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                    | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  105224625 | PA      | $104034213.56  | 0.17%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   11885000 | PA      | $11503933.62   | 0.02%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                           | Cedar Funding V CLO Ltd                                                         | CUSIP: 15032AAS6<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $6772500.00    | 0.01%             | 2031-07-17      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   24298000 | PA      | $22717000.58   | 0.04%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wachovia Mortgage Loan Trust,                                               | Wachovia Mortgage Loan Trust Series 2006-AMN1                                   | CUSIP: 92978EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13876081 | PA      | $5467077.53    | 0.01%             | 2036-08-25      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                              | Bear Stearns Asset Backed Securities I Trust 2005-AC5                           | CUSIP: 073879B31<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1179041 | PA      | $630935.59     | 0.00%             | 2020-08-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                       | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $994436.57     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                          | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1327000 | PA      | $1277237.50    | 0.00%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  335235000 | PA      | $296196984.82  | 0.47%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   47390000 | PA      | $41401026.20   | 0.07%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust 2019-101C                                               | CALI Mortgage Trust 2019-101C                                                   | CUSIP: 129890AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  272551000 | PA      | $4647089.94    | 0.01%             | 2039-03-10      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40658 | PA      | $37648.49      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   53933349 | PA      | $50567942.87   | 0.08%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS 2007-CB1 TRUST                                                           | CUSIP: 1248MGAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6202300 | PA      | $1919815.94    | 0.00%             | 2037-01-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ELECTRIC CO                                                    | Pennsylvania Electric Co                                                        | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     125000 | PA      | $112521.64     | 0.00%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                         | LCM XXI LP                                                                      | CUSIP: 50189CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7640114 | PA      | $7600476.65    | 0.01%             | 2028-04-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Nationstar Home Equity Loan Tr                                              | Nationstar Home Equity Loan Trust 2007-A                                        | CUSIP: 63860HAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26842 | PA      | $26278.49      | 0.00%             | 2037-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38380RNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  100506245 | PA      | $80792407.12   | 0.13%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                    | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   23330000 | PA      | $22753529.70   | 0.04%             | 2025-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                    | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $4829817.86    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                | Hudson Yards 2019-30HY Mortgage Trust                                           | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   84915000 | PA      | $73207106.61   | 0.12%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   52245000 | PA      | $38420188.28   | 0.06%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   24014000 | PA      | $19611082.81   | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15290000 | PA      | $14002816.40   | 0.02%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  109107000 | PA      | $105129046.07  | 0.17%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137FKVT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2120885 | PA      | $1949302.36    | 0.00%             | 2049-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                              | Morgan Stanley Mortgage Loan Trust 2007-7AX                                     | CUSIP: 61754HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4204138 | PA      | $1255424.83    | 0.00%             | 2037-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2019-R3                                                               | CUSIP: 12559PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  102999246 | PA      | $93478562.29   | 0.15%             | 2058-06-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   29846000 | PA      | $31364388.99   | 0.05%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                       | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    3676000 | PA      | $3041522.40    | 0.00%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                       | Palmer Square CLO 2021-4 Ltd                                                    | CUSIP: 69702EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19500000 | PA      | $18677100.00   | 0.03%             | 2034-10-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                    | Neuberger Berman CLO XVI-S Ltd                                                  | CUSIP: 64131TAN4<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |    8295000 | PA      | $8071524.41    | 0.01%             | 2034-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31417GX92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11642129 | PA      | $10887451.25   | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38381YZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4859991 | PA      | $4355744.40    | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  196975000 | PA      | $159440381.60  | 0.25%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   17310000 | PA      | $16807343.22   | 0.03%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                              | Bayview Commercial Asset Trust 2004-2                                           | CUSIP: 07324SAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129474 | PA      | $129322.50     | 0.00%             | 2034-08-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   22067000 | PA      | $17478447.60   | 0.03%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2018-R5                                                               | CUSIP: 12553UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40506313 | PA      | $38677643.34   | 0.06%             | 2058-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential Trust                                                      | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3973000 | PA      | $3308475.42    | 0.01%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   52245000 | PA      | $48401197.95   | 0.08%             | 2026-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QBN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15731430 | PA      | $14246652.80   | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2007-HYB1                                       | CUSIP: 22239EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     930433 | PA      | $713886.78     | 0.00%             | 2037-03-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                      | Brazilian Government International Bond                                         | CUSIP: 105756CD0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   24818000 | PA      | $23465419.00   | 0.04%             | 2025-06-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10053 | PA      | $9406.87       | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   22030000 | PA      | $20136463.56   | 0.03%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27017629 | PA      | $25191819.11   | 0.04%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202EQK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        444 | PA      | $451.79        | 0.00%             | 2037-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV                                              | New York State Urban Development Corp                                           | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     150000 | PA      | $154331.94     | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      44085 | PA      | $43651.46      | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     300000 | PA      | $285465.15     | 0.00%             | 2033-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                                              | New Century Home Equity Loan Trust Series 2005-D                                | CUSIP: 64352VPK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24192 | PA      | $24119.57      | 0.00%             | 2036-02-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2003-12                                                  | CUSIP: 78442GKD7<br>LEI: GX18J72G8XB30P3MQA62 | Long             | ABS-O            | CORP              | US        |      38477 | PA      | $36331.48      | 0.00%             | 2068-12-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                             | PerkinElmer Inc                                                                 | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $33896721.25   | 0.05%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                     | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   13420000 | PA      | $13218527.55   | 0.02%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                  | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   33711000 | PA      | $29305428.07   | 0.05%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   45983000 | PA      | $45730200.18   | 0.07%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  102439258 | PA      | $83389683.62   | 0.13%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMYN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35685 | PA      | $34535.66      | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4356000 | PA      | $3966746.62    | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR1                                                  | CUSIP: 74331FAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2532247.20    | 0.00%             | 2038-04-17      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                                | Teleflex Inc                                                                    | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      75000 | PA      | $68597.25      | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15987000 | PA      | $12468931.95   | 0.02%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO                                                      | Metropolitan Edison Co                                                          | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18381000 | PA      | $17265403.07   | 0.03%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 5901886X1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $46838460.00   | 0.07%             | 2026-12-01      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                                                  | Impac Secured Assets Trust 2006-5                                               | CUSIP: 45257EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6985612 | PA      | $6253362.78    | 0.01%             | 2037-02-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18903578 | PA      | $18117749.58   | 0.03%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                       | Level 3 Financing Inc                                                           | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   19668000 | PA      | $15556117.25   | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2007-HE1                                   | CUSIP: 46630KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7002630 | PA      | $4838073.27    | 0.01%             | 2047-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2020-R1                                                               | CUSIP: 12558VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  141174855 | PA      | $122323169.73  | 0.19%             | 2059-10-27      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   40596000 | PA      | $36997119.13   | 0.06%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20555000 | PA      | $16555359.80   | 0.03%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                                              | Fontainebleau Miami Beach Trust 2019-FBLU                                       | CUSIP: 34461LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35000000 | PA      | $32706669.10   | 0.05%             | 2036-12-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                               | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6                 | CUSIP: 251510KC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     245136 | PA      | $208744.40     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                                 | Bacardi Ltd                                                                     | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   18831000 | PA      | $16876427.88   | 0.03%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                 | OCP CLO 2020-19 Ltd                                                             | CUSIP: 670881AP6<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |   15500000 | PA      | $14846024.00   | 0.02%             | 2034-10-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2507426 | PA      | $2513505.36    | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                   | ORIX Corp                                                                       | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    7170000 | PA      | $7009673.14    | 0.01%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  116389000 | PA      | $85799643.02   | 0.14%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                              | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-3 Trust  | CUSIP: 9393365G4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1344344 | PA      | $1115256.13    | 0.00%             | 2035-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                                                       | Southern Gas Corridor CJSC                                                      | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |   16442000 | PA      | $16907226.39   | 0.03%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Limited                                                       | AI Aqua Merger Sub Inc                                                          | CUSIP: 00132UAL8<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    1150000 | PA      | $1085789.75    | 0.00%             | 2028-07-31      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO ARPT REV                                              | City & County of Denver CO Airport System Revenue                               | CUSIP: 249182PU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8450000 | PA      | $6753615.69    | 0.01%             | 2032-11-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35184821 | PA      | $33818855.09   | 0.05%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PROTEUS LTD                                                      | Transocean Proteus Ltd                                                          | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |   36609600 | PA      | $36119886.93   | 0.06%             | 2024-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming Inc                                                    | Penn Entertainment Inc                                                          | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3451330 | PA      | $3422805.09    | 0.01%             | 2029-05-03      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAY9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   13932000 | PA      | $13786304.58   | 0.02%             | 2025-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                | Saxon Asset Securities Trust 2001-2                                             | CUSIP: 805564JM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          9 | PA      | $12.73         | 0.00%             | 2016-06-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2007-A3                                                | CUSIP: 46630UAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221658 | PA      | $189133.18     | 0.00%             | 2037-05-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                           | Magnetite XXIII Ltd                                                             | CUSIP: 55954NAL3<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $19181180.00   | 0.03%             | 2035-01-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599DG7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6011000 | PA      | $3074566.39    | 0.00%             | 2036-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                     | Becton Dickinson and Co                                                         | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   15418000 | PA      | $13286368.22   | 0.02%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31402CWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     496424 | PA      | $512372.57     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions) | Prime Security Services Borrower LLC                                            | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    4009036 | PA      | $3978968.13    | 0.01%             | 2026-09-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2005-A5                                                | CUSIP: 466247SQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58484 | PA      | $53812.41      | 0.00%             | 2035-08-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22533000 | PA      | $18644705.52   | 0.03%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                    | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |  116155000 | PA      | $80833674.62   | 0.13%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14204008 | PA      | $13174617.25   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANNINGTON FUNDING PLC                                                       | Annington Funding PLC                                                           | CUSIP: 000000000<br>LEI: 549300KK63W8VZIONZ83 | Long             | DBT              | CORP              | GB        |   45583000 | PA      | $39563222.79   | 0.06%             | 2032-10-06      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac Stacr Remic Trust 2020-DNA1                                         | CUSIP: 35565HBD6<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7611180.72    | 0.01%             | 2050-01-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| United AirLines Inc                                                         | United Airlines Inc                                                             | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    4974747 | PA      | $4926044.70    | 0.01%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   69196000 | PA      | $54113981.02   | 0.09%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   16239000 | PA      | $15113153.05   | 0.02%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5714 | PA      | $5174.29       | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2006-AR19                                      | CUSIP: 45660GAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10939306 | PA      | $8198148.74    | 0.01%             | 2036-08-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137BVBM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     195658 | PA      | $180480.64     | 0.00%             | 2047-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SEK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     333148 | PA      | $331955.08     | 0.00%             | 2046-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                    | Madison Park Funding XLVIII Ltd                                                 | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30635000 | PA      | $30162301.95   | 0.05%             | 2033-04-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Accredited Mortgage Loan Trust                                              | Accredited Mortgage Loan Trust 2007-1                                           | CUSIP: 00438QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5984264 | PA      | $5926479.94    | 0.01%             | 2037-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  188662000 | PA      | $161572561.11  | 0.26%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Secu                                              | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                            | CUSIP: 78413MAA6<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |   56465000 | PA      | $38840624.72   | 0.06%             | 2043-01-05      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP                                                              | OT Merger Corp                                                                  | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15611000 | PA      | $8076666.35    | 0.01%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                                              | HSI Asset Securitization Corp Trust 2006-HE1                                    | CUSIP: 44328AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   52418010 | PA      | $17371863.11   | 0.03%             | 2036-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XI Ltd                                                          | Elmwood CLO XI Ltd                                                              | CUSIP: 29002LAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16000000 | PA      | $15242080.00   | 0.02%             | 2034-10-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                                              | Residential Asset Securitization Trust 2006-A7CB                                | CUSIP: 76113NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1647297 | PA      | $1272567.74    | 0.00%             | 2036-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                       | Level 3 Financing Inc                                                           | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   26801000 | PA      | $19315484.99   | 0.03%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2012-3                                                   | CUSIP: 78447AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12147211 | PA      | $11588757.71   | 0.02%             | 2038-12-27      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QDKB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   60421920 | PA      | $54059881.83   | 0.09%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO                                              | New York State Dormitory Authority                                              | CUSIP: 64990FD84<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    7895000 | PA      | $6456174.22    | 0.01%             | 2029-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                               | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-3                     | CUSIP: 25151KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19781551 | PA      | $15366765.64   | 0.02%             | 2047-10-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SKYAF 2020-1 A                                                              | SKYAF 2020-1 A                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28901383 | PA      | $25617235.33   | 0.04%             | 2038-05-10      | Floating      | 3.23%                 | No            |                  3 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 863579DE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1393743 | PA      | $1271951.52    | 0.00%             | 2034-10-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                     | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6295000 | PA      | $5505170.00    | 0.01%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                                            | Santander UK PLC                                                                | CUSIP: 80283LAA1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |   27746000 | PA      | $27842223.13   | 0.04%             | 2023-11-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aames Mortgage Trust                                                        | Aames Mortgage Trust 2002-1                                                     | CUSIP: 00253CHQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22384 | PA      | $21654.23      | 0.00%             | 2032-06-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137AUNJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6835182 | PA      | $6559412.50    | 0.01%             | 2041-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132ACJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1607912 | PA      | $1499867.90    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                              | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                       | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36953785 | PA      | $16120933.57   | 0.03%             | 2037-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                            | Berry Global Inc                                                                | CUSIP: 000000000<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    8110000 | PA      | $7743155.56    | 0.01%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   16935000 | PA      | $13040577.27   | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust Series 2004-20                   | CUSIP: 863579GZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     296552 | PA      | $281143.60     | 0.00%             | 2035-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust 2006-FF13                                    | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9742315 | PA      | $6650231.74    | 0.01%             | 2036-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FDES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     750000 | PA      | $701211.15     | 0.00%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138ETE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     383513 | PA      | $351966.15     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2006-A5                                                | CUSIP: 46629CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     255497 | PA      | $209111.46     | 0.00%             | 2036-08-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    2200000 | PA      | $1955550.19    | 0.00%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 2120475000 | PA      | $2041859195.16 | 3.25%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-5                                                   | CUSIP: 78444YAD7<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |   22767756 | PA      | $22538437.47   | 0.04%             | 2023-07-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                                               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971MT44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   13135000 | PA      | $13261717.29   | 0.02%             | 2027-05-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                    | DSLA Mortgage Loan Trust 2005-AR3                                               | CUSIP: 23332UDU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72377 | PA      | $64098.46      | 0.00%             | 2045-07-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136AGZD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5740009 | PA      | $4366650.12    | 0.01%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                              | BCAP LLC Trust 2007-AA2                                                         | CUSIP: 05530NAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     217255 | PA      | $113147.22     | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                            | Berry Global Inc                                                                | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |   69960448 | PA      | $69531240.80   | 0.11%             | 2026-07-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q75Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2289928 | PA      | $2124605.61    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                                                   | Sophia LP                                                                       | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    1839775 | PA      | $1779991.28    | 0.00%             | 2027-10-07      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                                              | ABFC 2007-WMC1 Trust                                                            | CUSIP: 04545EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15649643 | PA      | $12663575.70   | 0.02%             | 2037-06-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31402QLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6811 | PA      | $6714.80       | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   96552233 | PA      | $78833188.33   | 0.13%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31417ACR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6677425 | PA      | $6256849.99    | 0.01%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WJTV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14575804 | PA      | $14342399.39   | 0.02%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                                    | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567RAH9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    5100000 | PA      | $5014320.00    | 0.01%             | 2027-03-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc                                                | Horizon Therapeutics USA Inc                                                    | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |   34063971 | PA      | $34073168.45   | 0.05%             | 2028-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2006-A3                                                | CUSIP: 46628KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     323942 | PA      | $263091.59     | 0.00%             | 2036-05-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  112849000 | PA      | $104710336.89  | 0.17%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                     | KazMunayGas National Co JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    6856000 | PA      | $6162316.50    | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                             | CUSIP: 55608JAL2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    9600000 | PA      | $9559579.20    | 0.02%             | 2024-03-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-6                                                   | CUSIP: 78445CAD4<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |   10218767 | PA      | $9836946.18    | 0.02%             | 2023-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                                               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971XQZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4055000 | PA      | $2810941.81    | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18095920 | PA      | $17044437.96   | 0.03%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38381RME6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7653087 | PA      | $7049966.38    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21409368 | PA      | $20100199.51   | 0.03%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                                              | GMACM Mortgage Loan Trust 2005-AR6                                              | CUSIP: 36185MBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     187911 | PA      | $155648.36     | 0.00%             | 2035-11-19      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                                              | GMACM Mortgage Loan Trust 2006-AR2                                              | CUSIP: 36185MET5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1546160 | PA      | $1122114.13    | 0.00%             | 2036-05-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CSAB Mortgage Backed Trust                                                  | CSAB Mortgage-Backed Trust 2006-4                                               | CUSIP: 12628LAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5268016 | PA      | $284276.46     | 0.00%             | 2036-12-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   77465000 | PA      | $74235488.02   | 0.12%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFSL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20299274 | PA      | $19026915.81   | 0.03%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                               | JGWPT XXXII LLC                                                                 | CUSIP: 46618AAA2<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |   35112137 | PA      | $30442731.71   | 0.05%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2020-R4                                                               | CUSIP: 12559WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   72221736 | PA      | $72065982.32   | 0.11%             | 2060-06-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38378AMF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      74045 | PA      | $13518.98      | 0.00%             | 2041-11-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1087635.16    | 0.00%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                    | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   38522000 | PA      | $29097207.48   | 0.05%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS Mortgage Loan Trust 2007-CB2                                             | CUSIP: 1248MBAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18360232 | PA      | $11593132.61   | 0.02%             | 2037-02-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2003-6                                    | CUSIP: 576433GH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10806 | PA      | $10312.66      | 0.00%             | 2034-01-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136ASXS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7421234 | PA      | $7315719.61    | 0.01%             | 2046-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  244395000 | PA      | $245340121.90  | 0.39%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                                          | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |  123422500 | PA      | $103719724.58  | 0.17%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137FLUD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     732239 | PA      | $665416.38     | 0.00%             | 2049-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRPL Trust Series                                                           | NRPL Trust 2019-3                                                               | CUSIP: 62890JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44720988 | PA      | $44000121.10   | 0.07%             | 2059-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                       | Palmer Square CLO 2020-3 Ltd                                                    | CUSIP: 69701RAL1<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |   18400000 | PA      | $18118112.00   | 0.03%             | 2031-11-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                       | Level 3 Financing Inc                                                           | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   13439173 | PA      | $12912424.41   | 0.02%             | 2027-03-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                      | SES SA                                                                          | CUSIP: 78413HAA7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |   16882000 | PA      | $16771737.07   | 0.03%             | 2023-04-04      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2012-7                                                   | CUSIP: 78447KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18756482 | PA      | $17237930.05   | 0.03%             | 2026-05-26      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   59217000 | PA      | $48308902.91   | 0.08%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                               | GS Mortgage-Backed Securities Corp Trust 2022-PJ2                               | CUSIP: 36267EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   60337167 | PA      | $48434719.89   | 0.08%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                             | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   26655000 | PA      | $23207368.47   | 0.04%             | 2033-06-21      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2006-QA1 Trust                                                      | CUSIP: 761118SZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99631 | PA      | $73846.31      | 0.00%             | 2036-01-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                                     | Federal Home Loan Bank Discount Notes                                           | CUSIP: 313384CL1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   25000000 | PA      | $24828272.50   | 0.04%             | 2023-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MXT25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64769 | PA      | $66034.23      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                     | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4504965.05    | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2007-1                                                   | CUSIP: 78443VAG7<br>LEI: 5493006Z6MTP02OKOJ80 | Long             | ABS-O            | CORP              | US        |   26573944 | PA      | $25037380.38   | 0.04%             | 2042-01-27      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                     | Zayo Group Holdings Inc                                                         | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   43781678 | PA      | $35661052.06   | 0.06%             | 2027-03-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                        | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  134704000 | PA      | $130188258.54  | 0.21%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4775384 | PA      | $4778975.17    | 0.01%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                                       | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |  149759000 | PA      | $0.00          | 0.00%             | 2024-10-15      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| FRESENIUS MED CARE III                                                      | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   67592000 | PA      | $57308243.55   | 0.09%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                              | Alternative Loan Trust 2004-30CB                                                | CUSIP: 12667FG41<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27339886 | PA      | $24994681.48   | 0.04%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                                     | Federal Home Loan Bank Discount Notes                                           | CUSIP: 313384DK2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  250000000 | PA      | $247572400.00  | 0.39%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                                              | Structured Asset Securities Corp Trust 2005-5                                   | CUSIP: 863576AH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     867923 | PA      | $783643.91     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8537685 | PA      | $7985328.72    | 0.01%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                         | CommonSpirit Health                                                             | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   11198000 | PA      | $10743956.04   | 0.02%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                   | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1693338.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    4500000 | PA      | $3511710.81    | 0.01%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Pre Paid Legal Services Inc                                                 | Pre-Paid Legal Services Inc                                                     | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |    7003131 | PA      | $6750527.67    | 0.01%             | 2028-12-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   23165000 | PA      | $23023265.87   | 0.04%             | 2024-01-25      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Limited                                                       | AI Aqua Merger Sub Inc                                                          | CUSIP: 00132UAM6<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     200000 | PA      | $188833.00     | 0.00%             | 2028-07-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $38383902.75   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                               | UBS AG/London                                                                   | CUSIP: 902674YL8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   53430000 | PA      | $53076736.33   | 0.08%             | 2024-08-09      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                                               | Mastr Asset Backed Securities Trust 2006-HE4                                    | CUSIP: 576449AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3506165 | PA      | $1134378.95    | 0.00%             | 2036-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing C                                              | Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1   | CUSIP: 22540ABC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      24544 | PA      | $24233.42      | 0.00%             | 2028-02-25      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128ME6W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2623360 | PA      | $2458557.47    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31417VFV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6792 | PA      | $6710.72       | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -2383 | NC      | $20113422.31   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   79661454 | PA      | $74364376.45   | 0.12%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2014-7                                               | CUSIP: 63939AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   66706809 | PA      | $63902942.76   | 0.10%             | 2083-03-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | J.P. Morgan Mortgage Trust 2021-14                                              | CUSIP: 46653QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   38310768 | PA      | $29900413.08   | 0.05%             | 2052-05-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                                 | Bacardi Ltd                                                                     | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   24780000 | PA      | $24066298.83   | 0.04%             | 2025-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3133B9SJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3089495 | PA      | $2615331.23    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                              | Avolon TLB Borrower 1 US LLC                                                    | CUSIP: 05400KAH3<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    8823535 | PA      | $8819608.83    | 0.01%             | 2027-12-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2005-AA4                    | CUSIP: 32051GNK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7754772 | PA      | $6859069.44    | 0.01%             | 2035-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  102831000 | PA      | $94268361.35   | 0.15%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                            | CIFC Funding 2020-II Ltd                                                        | CUSIP: 12547LAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9000000 | PA      | $8561340.00    | 0.01%             | 2034-10-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                               | GS Mortgage-Backed Securities Trust 2021-PJ9                                    | CUSIP: 36263CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8930382 | PA      | $7213376.36    | 0.01%             | 2052-02-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10613000 | PA      | $9205075.39    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                       | Open Text Corp                                                                  | CUSIP: 000000000<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    4295738 | PA      | $4206064.52    | 0.01%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31292MBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10923782 | PA      | $9962276.68    | 0.02%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                                              | New Century Home Equity Loan Trust 2005-1                                       | CUSIP: 64352VKA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     151500 | PA      | $148250.54     | 0.00%             | 2035-03-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |   11306192 | PA      | $10938741.13   | 0.02%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31359T6P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        454 | PA      | $454.02        | 0.00%             | 2028-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                      | Protective Life Global Funding                                                  | CUSIP: 74368CBG8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   56210000 | PA      | $46980586.68   | 0.07%             | 2028-07-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31715 | PA      | $29856.31      | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                               | Citigroup Commercial Mortgage Trust 2022-GC48                                   | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26458000 | PA      | $25552906.22   | 0.04%             | 2054-05-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16415000 | PA      | $15749805.60   | 0.03%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Queens Center Mortgage Trust                                                | Queens Center Mortgage Trust 2013-QC                                            | CUSIP: 74824DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9170000 | PA      | $8476256.49    | 0.01%             | 2037-01-11      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q9SR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25361747 | PA      | $24446542.19   | 0.04%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    4545000 | PA      | $3893274.27    | 0.01%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  458287530 | PA      | $375214459.59  | 0.60%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                       | Grifols Escrow Issuer SA                                                        | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   20825000 | PA      | $18799478.88   | 0.03%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  111698914 | PA      | $94916318.74   | 0.15%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   39408000 | PA      | $34739346.06   | 0.06%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137ADUY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3546049 | PA      | $105229.35     | 0.00%             | 2041-07-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding                                               | Bear Stearns Mortgage Funding Trust 2006-AR3                                    | CUSIP: 07400HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1003513 | PA      | $828029.92     | 0.00%             | 2036-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                             | Lehman XS Trust Series 2007-4N                                                  | CUSIP: 52524HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16457420 | PA      | $14586135.75   | 0.02%             | 2047-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                            | MortgageIT Trust 2005-5                                                         | CUSIP: 61915RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     396255 | PA      | $373753.60     | 0.00%             | 2035-12-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                     | Philippine Government International Bond                                        | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    7040000 | PA      | $5757312.00    | 0.01%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust Series 2004-8                                                   | CUSIP: 45254NKR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83866 | PA      | $82573.97      | 0.00%             | 2034-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-8                                                   | CUSIP: 78445GAD5<br>LEI: 549300R59P5DXM48DO55 | Long             | ABS-O            | CORP              | US        |    2083463 | PA      | $2052886.22    | 0.00%             | 2023-04-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                               | United States Treasury Bill                                                     | CUSIP: 912796YW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  500000000 | PA      | $492536500.00  | 0.78%             | 2023-05-04      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| EDUCATION LOAN ASSET-BACKED TR                                              | Education Loan Asset-Backed Trust I                                             | CUSIP: 28140DAD5<br>LEI: 5493000CKEJUMJ3IL355 | Long             | ABS-MBS          | CORP              | US        |    6398834 | PA      | $6325084.50    | 0.01%             | 2032-04-26      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26332562 | PA      | $25484366.23   | 0.04%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2087803 | PA      | $1894120.26    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 863579DQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26745 | PA      | $23009.68      | 0.00%             | 2034-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6576000 | PA      | $5737005.05    | 0.01%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     563000 | PA      | $438179.47     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                         | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   39855000 | PA      | $38044013.11   | 0.06%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                    | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   26287000 | PA      | $20123324.92   | 0.03%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   21375000 | PA      | $18507778.66   | 0.03%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                          | Panama Government International Bond                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   20627000 | PA      | $15351756.55   | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                     | American Electric Power Co Inc                                                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   17065000 | PA      | $17578070.66   | 0.03%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                       | Cellnex Finance Co SA                                                           | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    8400000 | PA      | $6661630.63    | 0.01%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2                                              | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  164612610 | PA      | $162650482.17  | 0.26%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                                              | Asset Backed Securities Corp Home Equity Loan Trust Series MO 2006-HE6          | CUSIP: 04544NAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15355509 | PA      | $14745497.83   | 0.02%             | 2036-11-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EMDB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30987189 | PA      | $30090626.58   | 0.05%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38376FLM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16419 | PA      | $705.29        | 0.00%             | 2039-07-16      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Popular ABS Mortgage Pass-Thro                                              | Popular ABS Mortgage Pass-Through Trust                                         | CUSIP: 73316PJF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20270578 | PA      | $18706176.65   | 0.03%             | 2036-01-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                                     | CIT Mortgage Loan Trust 2007-1                                                  | CUSIP: 12559QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9778458 | PA      | $9732411.19    | 0.02%             | 2037-10-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                              | Bear Stearns Asset Backed Securities I Trust 2006-HE9                           | CUSIP: 07389MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3545375 | PA      | $3426071.30    | 0.01%             | 2036-11-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                       | Cellnex Finance Co SA                                                           | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    7100000 | PA      | $5594191.40    | 0.01%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                       | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   34320000 | PA      | $31067114.36   | 0.05%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      73004 | PA      | $70411.83      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2060000 | PA      | $1878284.72    | 0.00%             | 2041-10-25      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31394F3P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     802670 | PA      | $8305.79       | 0.00%             | 2025-10-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                              | Alternative Loan Trust 2005-84                                                  | CUSIP: 12668BAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26515 | PA      | $23576.79      | 0.00%             | 2036-02-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                    | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    5079000 | PA      | $4783932.45    | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic International Bond                                           | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   25047000 | PA      | $21407670.90   | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                        | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |   65024000 | PA      | $50283666.46   | 0.08%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                              | PRET 2022-RN2 LLC                                                               | CUSIP: 69377NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  213874520 | PA      | $199160894.27  | 0.32%             | 2052-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3261253 | PA      | $3310565.12    | 0.01%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                                              | Wells Fargo Alternative Loan 2007-PA5 Trust                                     | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78632 | PA      | $65684.88      | 0.00%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2006-10                                          | CUSIP: 41162CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   51050996 | PA      | $40449276.73   | 0.06%             | 2036-11-19      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae                                                                      | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 1119400000 | PA      | $969847544.33  | 1.54%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4620000 | PA      | $4141459.06    | 0.01%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   52528000 | PA      | $49009441.34   | 0.08%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                    | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13077000 | PA      | $12247986.99   | 0.02%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38380Y2X2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     716801 | PA      | $675674.05     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                   | Bausch + Lomb Corp                                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    5513828 | PA      | $5259695.75    | 0.01%             | 2027-05-10      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | AAdvantage Loyalty IP Ltd                                                       | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    4340781 | PA      | $4329255.76    | 0.01%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| Wachovia Mortgage Loan Trust,                                               | Wachovia Mortgage Loan Trust Series 2006-ALT1                                   | CUSIP: 92978GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10099168 | PA      | $4066864.40    | 0.01%             | 2037-01-25      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities                                               | Thornburg Mortgage Securities Trust 2004-4                                      | CUSIP: 885220GD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62172 | PA      | $56653.80      | 0.00%             | 2044-12-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2043034.12    | 0.00%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                    | DSLA Mortgage Loan Trust 2005-AR1                                               | CUSIP: 23332UCM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63589 | PA      | $61201.61      | 0.00%             | 2045-02-19      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                              | BBCMS 2018-TALL Mortgage Trust                                                  | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18000000 | PA      | $14593849.20   | 0.02%             | 2037-03-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140MMT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   99636110 | PA      | $84731888.02   | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      56025 | NC      | $10259731.47   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20805773 | PA      | $16943494.11   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                              | Morgan Stanley Mortgage Loan Trust 2007-6XS                                     | CUSIP: 61751JAB7<br>LEI: 54930082QRSQQM7E0E88 | Long             | ABS-MBS          | CORP              | US        |       1562 | PA      | $1553.32       | 0.00%             | 2047-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-914868.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2020-R02                                    | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22901543 | PA      | $20647545.66   | 0.03%             | 2040-01-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                             | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   23581000 | PA      | $21574803.04   | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31378CTK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        262 | PA      | $269.25        | 0.00%             | 2027-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                                    | Chobani LLC / Chobani Finance Corp Inc                                          | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1056000 | PA      | $921059.04     | 0.00%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Corp Trust 2022-SROA                                     | CUSIP: 36266KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13020743 | PA      | $12998828.23   | 0.02%             | 2024-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31283HVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     319596 | PA      | $320883.98     | 0.00%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                                              | GMACM Home Equity Loan Trust 2000-HE2                                           | CUSIP: 361856AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9113 | PA      | $8402.42       | 0.00%             | 2030-06-25      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                    | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   79250000 | PA      | $61508823.97   | 0.10%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.                                                        | NYACK Park CLO Ltd                                                              | CUSIP: 67080PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $19174100.00   | 0.03%             | 2034-10-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140JLYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18145 | PA      | $17553.54      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th                                              | First Horizon Mortgage Pass-Through Trust 2007-AR3                              | CUSIP: 32056JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83053 | PA      | $44777.69      | 0.00%             | 2037-11-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  141630000 | PA      | $132160424.17  | 0.21%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                    | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7682268.69    | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                        | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   15357000 | PA      | $13960148.01   | 0.02%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2013-1 A PTT                                                     | United Airlines 2013-1 Class A Pass Through Trust                               | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11362547 | PA      | $10584925.73   | 0.02%             | 2025-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                       | Sixth Street CLO XX Ltd                                                         | CUSIP: 83012QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $23871500.00   | 0.04%             | 2034-10-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2014-4                                               | CUSIP: 63938QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   77029863 | PA      | $73320886.67   | 0.12%             | 2083-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR7 Trust                                            | CUSIP: 74333PAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23777000 | PA      | $19076284.72   | 0.03%             | 2040-08-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Blackstone Industrial Portfolio - Proj Foxtrot                              | Blackstone Industrial Portfolio - Proj Foxtrot                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   96510000 | PA      | $91172997.00   | 0.15%             | 2024-04-09      | Floating      | 2.23%                 | No            |                  3 | On Loan: No      |
| Symphony CLO Ltd                                                            | Symphony CLO XXIX Ltd                                                           | CUSIP: 87168GAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14500000 | PA      | $13950450.00   | 0.02%             | 2034-01-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SSS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15743715 | PA      | $15702475.59   | 0.03%             | 2046-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   43460000 | PA      | $35140675.58   | 0.06%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                                       | Intelsat Jackson Holdings SA                                                    | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |  122030000 | PA      | $109665302.93  | 0.17%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                       | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4436491.55    | 0.01%             | 2028-02-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3595783.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31406N4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19261 | PA      | $18876.47      | 0.00%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust 2006-FF5                                     | CUSIP: 32027EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7208855 | PA      | $7134547.62    | 0.01%             | 2036-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                      | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14385000 | PA      | $11656884.75   | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Commscope Inc                                                               | CommScope Inc                                                                   | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   43696385 | PA      | $41304007.53   | 0.07%             | 2026-04-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| RUBY PIPELINE LLC                                                           | Ruby Pipeline LLC                                                               | CUSIP: 781172AB7<br>LEI: 549300VXRTBPBK07QT94 | Long             | DBT              | CORP              | US        |   62216939 | PA      | $67816463.94   | 0.11%             | 2022-04-01      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| PUBLIC STORAGE                                                              | Public Storage                                                                  | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   18680000 | PA      | $15089107.49   | 0.02%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3133TVPR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4473 | PA      | $5092.56       | 0.00%             | 2032-02-15      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | AthenaHealth Group Inc                                                          | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    1164532 | PA      | $1054320.92    | 0.00%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   89513000 | PA      | $67424243.99   | 0.11%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    5270000 | PA      | $4374100.00    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                    | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $4542031.25    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14869371 | PA      | $13755589.87   | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  168779000 | PA      | $148538895.74  | 0.24%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO ARPT REV                                              | City & County of Denver CO Airport System Revenue                               | CUSIP: 249182PW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5000000 | PA      | $3914835.75    | 0.01%             | 2034-11-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   57945000 | PA      | $60628654.30   | 0.10%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                      | Lumen Technologies Inc                                                          | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   23026000 | PA      | $16003070.00   | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                    | Tucson Electric Power Co                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    8755000 | PA      | $7581681.60    | 0.01%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2003-7                                    | CUSIP: 576433HK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     362296 | PA      | $333683.31     | 0.00%             | 2033-11-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                    | Madison Park Funding XVII Ltd                                                   | CUSIP: 55818YBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9634600.00    | 0.02%             | 2030-07-21      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-9                                                   | CUSIP: 78445JAA5<br>LEI: 549300MTK92VF84VT259 | Long             | ABS-O            | CORP              | US        |   46924397 | PA      | $46094497.06   | 0.07%             | 2023-04-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   69790000 | PA      | $57200930.85   | 0.09%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                          | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   19215000 | PA      | $18106294.50   | 0.03%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                             | Mid-State Trust XI                                                              | CUSIP: 59549WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     116925 | PA      | $112882.75     | 0.00%             | 2038-07-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                     | New York Life Insurance Co                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    5695000 | PA      | $4382799.79    | 0.01%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                       | Level 3 Financing Inc                                                           | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   20145000 | PA      | $15883806.72   | 0.03%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2001-HYB1                                       | CUSIP: 12669B2W1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6528 | PA      | $6108.25       | 0.00%             | 2031-06-19      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                 | Netflix Inc                                                                     | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2933877.35    | 0.00%             | 2030-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                             | Trans Union LLC                                                                 | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    2791803 | PA      | $2769119.14    | 0.00%             | 2028-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust Series 2006-12                   | CUSIP: 86362RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14796292 | PA      | $12573189.14   | 0.02%             | 2037-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2005-11                                         | CUSIP: 12669GUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     474604 | PA      | $398791.57     | 0.00%             | 2035-04-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd                                                      | Regatta XX Funding Ltd                                                          | CUSIP: 75884YAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17000000 | PA      | $16303000.00   | 0.03%             | 2034-10-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                                               | BAMLL Commercial Mortgage Securities Trust 2018-PARK                            | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  122930000 | PA      | $111239867.16  | 0.18%             | 2038-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                     | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2171000 | PA      | $1803101.49    | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                    | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   60193000 | PA      | $52633193.19   | 0.08%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                             | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   25515000 | PA      | $22264482.64   | 0.04%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2007-QS8 Trust                                                      | CUSIP: 74922UAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56074918 | PA      | $837091.99     | 0.00%             | 2037-06-25      | Variable      | 0.43%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138ETJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     242528 | PA      | $240884.86     | 0.00%             | 2034-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                              | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    4194000 | PA      | $4235940.00    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                    | Neuberger Berman Loan Advisers CLO 47 Ltd                                       | CUSIP: 64135DAA3<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |   32185000 | PA      | $31369850.51   | 0.05%             | 2035-04-14      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2007-1                                                   | CUSIP: 78443VAJ1<br>LEI: 5493006Z6MTP02OKOJ80 | Long             | ABS-O            | CORP              | US        |    3106235 | PA      | $2767081.40    | 0.00%             | 2042-01-27      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83728 | PA      | $82015.56      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                 | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-776274.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                                                     | Luminent Mortgage Trust 2006-5                                                  | CUSIP: 55027XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27540112 | PA      | $18514038.48   | 0.03%             | 2036-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  151458000 | PA      | $131609947.09  | 0.21%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                    | Constellation Brands Inc                                                        | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   12355000 | PA      | $12048026.56   | 0.02%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   69110000 | PA      | $68180871.34   | 0.11%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                               | United States Treasury Bill                                                     | CUSIP: 912796ZQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $3915420.60    | 0.01%             | 2023-06-22      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Safe Fleet Holdings LLC                                                     | Safe Fleet Holdings LLC                                                         | CUSIP: 000000000<br>LEI: 549300ZCMGQ2DH2RZB13 | Long             | LON              | CORP              | US        |    2875114 | PA      | $2787077.66    | 0.00%             | 2029-02-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  120391000 | PA      | $106055175.61  | 0.17%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2014-2                                               | CUSIP: 63938GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28999104 | PA      | $27630115.41   | 0.04%             | 2083-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                  | Apidos CLO XXII                                                                 | CUSIP: 03765XAG1<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |   21345000 | PA      | $21048347.19   | 0.03%             | 2031-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                              | Securitized Asset Backed Receivables LLC Trust 2007-BR5                         | CUSIP: 81379EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12217005 | PA      | $9239730.40    | 0.01%             | 2037-05-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                    | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   84805000 | PA      | $77468576.27   | 0.12%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202DYY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        884 | PA      | $883.60        | 0.00%             | 2033-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US ULTRA TREASURY BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       5011 | NC      | $-2372754.93   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2006-QA7 Trust                                                      | CUSIP: 751152AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14318049 | PA      | $12600482.86   | 0.02%             | 2036-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                     | Philippine Government International Bond                                        | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    4565000 | PA      | $3994375.00    | 0.01%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| BGME Trust                                                                  | BGME Trust 2021-VR                                                              | CUSIP: 05551XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $15834578.00   | 0.03%             | 2043-01-10      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                               | CommScope Inc                                                                   | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   33115000 | PA      | $26987069.25   | 0.04%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust                  | CUSIP: 93363EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7027952 | PA      | $6082720.82    | 0.01%             | 2036-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                              | Banc of America Funding 2006-E Trust                                            | CUSIP: 05950DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31843 | PA      | $28641.76      | 0.00%             | 2036-06-20      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   50173310 | PA      | $40946078.67   | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37816671 | PA      | $34984037.56   | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                                                 | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-HE2              | CUSIP: 65536MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1708826 | PA      | $1701995.62    | 0.00%             | 2036-03-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                                              | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-34A        | CUSIP: 86359A5M1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     677562 | PA      | $618910.75     | 0.00%             | 2033-11-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   24411000 | PA      | $24358760.46   | 0.04%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7928647 | PA      | $7437440.09    | 0.01%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   15580000 | PA      | $15513545.38   | 0.02%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1002286000 | PA      | $1008080465.94 | 1.61%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                    | Baxter International Inc                                                        | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    5013000 | PA      | $4822286.43    | 0.01%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202C4Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        874 | PA      | $900.01        | 0.00%             | 2028-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                           | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     150000 | PA      | $167732.05     | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | Acrisure LLC                                                                    | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   26032316 | PA      | $24491332.60   | 0.04%             | 2027-02-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1047000 | PA      | $797919.44     | 0.00%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  167369419 | PA      | $155849632.94  | 0.25%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                       | Grifols Escrow Issuer SA                                                        | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   10810000 | PA      | $9359551.60    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                                              | Bear Stearns ARM Trust 2004-1                                                   | CUSIP: 07384MH47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4143 | PA      | $3838.35       | 0.00%             | 2034-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31283HC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        337 | PA      | $343.65        | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brazos Higher Education Author                                              | Brazos Higher Education Authority Inc                                           | CUSIP: 10620NCL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22282573 | PA      | $21985918.13   | 0.04%             | 2036-10-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   48926000 | PA      | $42951118.72   | 0.07%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1                  | CUSIP: 59023LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26835013 | PA      | $10667344.32   | 0.02%             | 2037-04-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                       | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   11980000 | PA      | $11021421.50   | 0.02%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                      | Federal Home Loan Banks                                                         | CUSIP: 3130APYA7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  746595000 | PA      | $707357326.48  | 1.13%             | 2024-06-14      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32869 | PA      | $28836.88      | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZ45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10786704 | PA      | $10326904.84   | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    7396856 | PA      | $6629432.05    | 0.01%             | 2027-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                | DNB Bank ASA                                                                    | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    5940000 | PA      | $5028611.25    | 0.01%             | 2028-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust 2004-9                                                  | CUSIP: 36242DBU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45277 | PA      | $44836.70      | 0.00%             | 2034-08-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   48404000 | PA      | $38810731.37   | 0.06%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                             | Lehman XS Trust Series 2006-12N                                                 | CUSIP: 525226AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7994254 | PA      | $7604571.61    | 0.01%             | 2046-08-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| HOMER CITY HOLDINGS LLC (PLACEHOLDER)                                       | HOMER CITY HOLDINGS LLC (PLACEHOLDER)                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1180703 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                            | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $117950.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR CORP                                                                    | NCR Corp                                                                        | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   17380000 | PA      | $14366916.30   | 0.02%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                    | Uruguay Government International Bond                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   19020000 | PA      | $18981960.00   | 0.03%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                      | Sequoia Mortgage Trust 2004-3                                                   | CUSIP: 81744FAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69849 | PA      | $69370.90      | 0.00%             | 2034-05-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Catskill Park CLO, LTD.                                                     | Catskill Park CLO Ltd                                                           | CUSIP: 149420AE1<br>LEI: 549300QY7L9WFVGWC115 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5823480.00    | 0.01%             | 2029-04-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 31397GRJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     286057 | PA      | $25968.52      | 0.00%             | 2035-08-15      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22000000 | PA      | $21420387.34   | 0.03%             | 2042-02-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2022-CSMO                                          | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   90170000 | PA      | $89720051.70   | 0.14%             | 2027-06-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                        | ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP2                    | CUSIP: 00442UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27228684 | PA      | $20143586.73   | 0.03%             | 2037-06-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                               | GS Mortgage-Backed Securities Corp Trust 2022-PJ4                               | CUSIP: 36264RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   69624381 | PA      | $55933400.73   | 0.09%             | 2052-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                           | Magnetite XXV Ltd                                                               | CUSIP: 55955GAA1<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | KY        |   27025000 | PA      | $26666378.25   | 0.04%             | 2032-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2005-AR17                                      | CUSIP: 45660LUW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2893677 | PA      | $2003275.03    | 0.00%             | 2035-09-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                  | MSILF Government Portfolio                                                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        | 1855846262 | NS      | $1855846262.00 | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5613305 | PA      | $5504043.23    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4633412.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179U3T7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1645981 | PA      | $1486177.65    | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hostess Brands LLC                                                          | Hostess Brands LLC                                                              | CUSIP: 44108HAJ0<br>LEI: 549300SW7FLS4O41LD19 | Long             | LON              | CORP              | US        |   22849834 | PA      | $22815330.38   | 0.04%             | 2025-08-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                          | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   88950500 | PA      | $78773643.05   | 0.13%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2019-SFR3 Trust                                            | CUSIP: 74332WAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3761611.60    | 0.01%             | 2036-09-17      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18162 | PA      | $17350.26      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140HXWW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  126370000 | PA      | $91339027.90   | 0.15%             | 2040-04-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust                   | CUSIP: 92922FJ25<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64218 | PA      | $61069.43      | 0.00%             | 2045-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8423 | PA      | $8512.94       | 0.00%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  114250000 | PA      | $112368424.75  | 0.18%             | 2024-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                                                    | Diamond Sports Group LLC / Diamond Sports Finance Co                            | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  117716000 | PA      | $13978775.00   | 0.02%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1102000 | PA      | $794993.39     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QNCD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   72828444 | PA      | $59310651.99   | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17927000 | PA      | $13695802.95   | 0.02%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31416XLH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4236075 | PA      | $4162781.33    | 0.01%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                                              | CSFB Mortgage-Backed Pass-Through Certificates Series 2004-1                    | CUSIP: 22541SAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14736 | PA      | $14479.76      | 0.00%             | 2034-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                     | Southwestern Electric Power Co                                                  | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   26488000 | PA      | $24412676.32   | 0.04%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                              | Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4                      | CUSIP: 59020ULQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     730294 | PA      | $648367.91     | 0.00%             | 2034-08-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   46694000 | PA      | $43111153.50   | 0.07%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                                      | 1011778 BC ULC                                                                  | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   20317480 | PA      | $20007232.08   | 0.03%             | 2026-11-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2004-AA3                    | CUSIP: 32051D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9503 | PA      | $8581.93       | 0.00%             | 2034-09-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29460000 | PA      | $27767738.06   | 0.04%             | 2041-10-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2006-5                                           | CUSIP: 41161MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34212580 | PA      | $13537552.04   | 0.02%             | 2047-07-19      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1670000 | PA      | $1678350.00    | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust Series 2006-FF18                             | CUSIP: 32029AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5135676 | PA      | $4555569.42    | 0.01%             | 2037-12-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                      | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $3903166.84    | 0.01%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      53588 | PA      | $51502.45      | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XHZA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3841012 | PA      | $3264227.80    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EQ4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101880 | PA      | $100686.31     | 0.00%             | 2034-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                                     | Mong Duong Finance Holdings BV                                                  | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    1825000 | PA      | $1529715.00    | 0.00%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $3668602.90    | 0.01%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                            | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   23481000 | PA      | $19234424.99   | 0.03%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QMTX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  164458996 | PA      | $134282965.60  | 0.21%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                              | S&P Global Inc                                                                  | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    2767000 | PA      | $2740218.73    | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1854000 | PA      | $1167409.11    | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                                      | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W2     | CUSIP: 040104ND9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     108187 | PA      | $105065.05     | 0.00%             | 2035-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                | Peraton Corp                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    3866650 | PA      | $3782879.42    | 0.01%             | 2028-02-01      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                          | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1000000 | PA      | $732780.00     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31407SGS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3324 | PA      | $3266.89       | 0.00%             | 2035-11-01      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B2ZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20487 | PA      | $19962.49      | 0.00%             | 2046-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138ET5W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17922081 | PA      | $17714819.45   | 0.03%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   35499000 | PA      | $34045743.36   | 0.05%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     295252 | PA      | $267108.02     | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust                  | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2383171 | PA      | $2204145.09    | 0.00%             | 2045-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132KGLJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6220330 | PA      | $5994974.85    | 0.01%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd                                                             | Barings CLO Ltd 2013-I                                                          | CUSIP: 06760EAA4<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |   17427392 | PA      | $17314253.03   | 0.03%             | 2028-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   27591000 | PA      | $27093969.93   | 0.04%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                               | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4                   | CUSIP: 25150PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26539493 | PA      | $9285558.07    | 0.01%             | 2036-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company, The                                                   | EW Scripps Co/The                                                               | CUSIP: 26928BAJ8<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    3948287 | PA      | $3884956.09    | 0.01%             | 2024-10-02      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                         | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   21506000 | PA      | $17900925.35   | 0.03%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   34046000 | PA      | $25158907.93   | 0.04%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31398RAW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7488404 | PA      | $813108.69     | 0.00%             | 2040-05-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 1435900000 | PA      | $1259578774.37 | 2.01%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                                               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971XEC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   15000000 | PA      | $13639050.00   | 0.02%             | 2031-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2021-P4                                          | CUSIP: 14687KAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      43250 | PA      | $19746851.36   | 0.03%             | 2028-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140F9WL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43557 | PA      | $40510.96      | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2006-AR2                                          | CUSIP: 17307G6K9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6955504 | PA      | $4782872.50    | 0.01%             | 2036-03-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2020-R7                                                               | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  230655456 | PA      | $202704374.14  | 0.32%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                       | Level 3 Financing Inc                                                           | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    8143000 | PA      | $6909439.16    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2006-1                                           | CUSIP: 41161PA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10516184 | PA      | $9151495.64    | 0.01%             | 2036-03-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30000000 | PA      | $28040182.50   | 0.04%             | 2041-10-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2004-AR7                                       | CUSIP: 45660NT96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35603 | PA      | $30586.54      | 0.00%             | 2034-09-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | Eurex 5 Year Euro BOBL                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -2040 | NC      | $7442745.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   51252000 | PA      | $51126423.89   | 0.08%             | 2023-02-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2021-R5                                                               | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  173972330 | PA      | $146348933.46  | 0.23%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                      | Rockford Tower CLO 2017-3 Ltd                                                   | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |    4610000 | PA      | $4553578.21    | 0.01%             | 2030-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust                                               | ECMC Group Student Loan Trust 2016-1                                            | CUSIP: 26827XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32227898 | PA      | $31391835.27   | 0.05%             | 2066-07-26      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                                             | TC PipeLines LP                                                                 | CUSIP: 87233QAB4<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    2198000 | PA      | $2155750.26    | 0.00%             | 2025-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                               | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR6                   | CUSIP: 25150RAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     378045 | PA      | $324123.35     | 0.00%             | 2037-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | Credit-Based Asset Servicing and Securitization LLC                             | CUSIP: 1248P1AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9602824 | PA      | $8697370.16    | 0.01%             | 2036-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                        | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    5000000 | PA      | $4143500.00    | 0.01%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   44449000 | PA      | $34495818.13   | 0.05%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  189120000 | PA      | $152998995.34  | 0.24%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19482000 | PA      | $16354026.58   | 0.03%             | 2038-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust Series 2007-FF2                              | CUSIP: 32029GAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12202557 | PA      | $6197771.56    | 0.01%             | 2037-03-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2006-AA1                    | CUSIP: 32051GV28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8817395 | PA      | $6717457.94    | 0.01%             | 2036-03-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  304115000 | PA      | $276185251.75  | 0.44%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CDK Global Inc                                                              | Central Parent Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10596423 | PA      | $10518751.52   | 0.02%             | 2029-07-06      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   40387758 | PA      | $37741376.65   | 0.06%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   29822000 | PA      | $29858382.84   | 0.05%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  106909000 | PA      | $82978326.94   | 0.13%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                      | Rockford Tower CLO 2020-1 Ltd                                                   | CUSIP: 77341EAC9<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |    4200000 | PA      | $4058980.80    | 0.01%             | 2032-01-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B4WS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4392471 | PA      | $4090147.79    | 0.01%             | 2049-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                        | Tencent Holdings Ltd                                                            | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    9225000 | PA      | $8499799.69    | 0.01%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 3017200000 | PA      | $2973003541.48 | 4.73%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   16840000 | PA      | $12557819.38   | 0.02%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                        | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   59507000 | PA      | $46575302.35   | 0.07%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                                               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971XEQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3135000 | PA      | $2838033.68    | 0.00%             | 2031-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 863579CB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37039 | PA      | $35821.64      | 0.00%             | 2034-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6932550.10    | 0.01%             | 2042-04-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3187000 | PA      | $2402507.97    | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38376JFY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5826626 | PA      | $199876.58     | 0.00%             | 2036-03-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities                                               | GoldenTree Loan Opportunities IX Ltd                                            | CUSIP: 38123HAN4<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |    4475150 | PA      | $4434649.88    | 0.01%             | 2029-10-29      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                            | CIFC Funding 2021-VI Ltd                                                        | CUSIP: 12553SAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $19082200.00   | 0.03%             | 2034-10-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13589000 | PA      | $10653190.59   | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                            | Freddie Mac Strips                                                              | CUSIP: 3132HTQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12379435 | PA      | $9239525.16    | 0.01%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   54667514 | PA      | $50538818.76   | 0.08%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   22349000 | PA      | $19295386.18   | 0.03%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                                     | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    3271966 | PA      | $2562653.19    | 0.00%             | 2029-01-20      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2019-R07                                    | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12100000 | PA      | $11738802.90   | 0.02%             | 2039-10-25      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                   | ORIX Corp                                                                       | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   14030000 | PA      | $14020230.91   | 0.02%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                               | Discover Bank                                                                   | CUSIP: 25466AAD3<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   15255000 | PA      | $15157345.58   | 0.02%             | 2023-08-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                    | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3802080.06    | 0.01%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3360000 | PA      | $2986089.05    | 0.00%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  146527000 | PA      | $124557383.41  | 0.20%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31419AEL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29272 | PA      | $29019.05      | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31394VED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22180 | PA      | $718.33        | 0.00%             | 2035-11-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B2TU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8828429 | PA      | $8541632.79    | 0.01%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3133N3VW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3964698 | PA      | $3449362.71    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                       | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   20679000 | PA      | $16859200.56   | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1474 | NC      | $-164340.46    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Investments, LLC                                                    | Perrigo Investments LLC                                                         | CUSIP: 000000000<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | IE        |     746250 | PA      | $743451.56     | 0.00%             | 2029-04-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Capital Funding Mortgage Trust                                              | Capital Funding Mortgage Trust                                                  | CUSIP: 14021JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   90174646 | PA      | $82573897.23   | 0.13%             | 2024-12-19      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FAV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12251 | PA      | $12477.62      | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   11295000 | PA      | $9599657.77    | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                               | ModivCare Inc                                                                   | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |   10886000 | PA      | $10239550.78   | 0.02%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WJR34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117823 | PA      | $112827.64     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132KGJX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2885045 | PA      | $2780079.60    | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                              | Long Beach Mortgage Loan Trust 2004-4                                           | CUSIP: 542514HT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69402 | PA      | $64192.30      | 0.00%             | 2034-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   10915000 | PA      | $9101047.72    | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                           | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    4831000 | PA      | $4440258.82    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10746224 | PA      | $10526467.42   | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO                                                      | Metropolitan Edison Co                                                          | CUSIP: 591894CB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   35719000 | PA      | $34183283.74   | 0.05%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31402WNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        981 | PA      | $1012.64       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                       | Aimco CLO 11 Ltd                                                                | CUSIP: 00140NAN0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    7050000 | PA      | $6876633.45    | 0.01%             | 2034-10-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                     | American Electric Power Co Inc                                                  | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    8480000 | PA      | $8115881.10    | 0.01%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31359PXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        210 | PA      | $226.62        | 0.00%             | 2023-10-25      | Floating      | 29.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27297558 | PA      | $26162789.29   | 0.04%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                              | Chase Mortgage Finance Trust Series 2006-A1                                     | CUSIP: 16163CAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     394134 | PA      | $327540.33     | 0.00%             | 2036-09-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Student Loan Consolidation Cen                                              | Student Loan Consolidation Center Student Loan Trust I                          | CUSIP: 86386MAX2<br>LEI: 5493008KMDJ3GC7JUA63 | Long             | ABS-O            | CORP              | US        |   17450000 | PA      | $16117238.80   | 0.03%             | 2042-07-01      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UXH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1744 | PA      | $1522.58       | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                               | RFMSI Series 2006-SA3 Trust                                                     | CUSIP: 749575AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142060 | PA      | $119941.04     | 0.00%             | 2036-09-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38380RTP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   69520725 | PA      | $54643074.04   | 0.09%             | 2063-06-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2007-7                                           | CUSIP: 411640AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17450265 | PA      | $13505798.53   | 0.02%             | 2037-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   30502000 | PA      | $22211122.97   | 0.04%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                                              | Structured Asset Mortgage Investments II Trust 2005-AR8                         | CUSIP: 86359LRW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     258379 | PA      | $199930.26     | 0.00%             | 2036-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6729408 | PA      | $5477799.95    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL INTREPID HOLDING                                                    | Digital Intrepid Holding BV                                                     | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              | CORP              | NL        |   23045000 | PA      | $17522978.75   | 0.03%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASCENDAS REIT                                                               | CapitaLand Ascendas REIT                                                        | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | DBT              | CORP              | SG        |   15838000 | PA      | $13268007.81   | 0.02%             | 2028-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                              | Bear Stearns Asset Backed Securities Trust 2003-AC7                             | CUSIP: 07384YPH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     441062 | PA      | $369342.31     | 0.00%             | 2034-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                         | TreeHouse Foods Inc                                                             | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    5003000 | PA      | $4260554.80    | 0.01%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                                    | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567PAP5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   17340000 | PA      | $15253391.10   | 0.02%             | 2030-06-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                        | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12677000 | PA      | $10448039.85   | 0.02%             | 2038-09-17      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $12165.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 31395XW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     647008 | PA      | $88066.07      | 0.00%             | 2035-08-15      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   31185000 | PA      | $29141643.10   | 0.05%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   14683000 | PA      | $12738209.93   | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                        | Crown Finance US Inc                                                            | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8320131 | PA      | $8193623.62    | 0.01%             | 2023-09-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202KSU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1084 | PA      | $1075.75       | 0.00%             | 2025-05-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF NEW                                                    | Public Service Co of New Mexico                                                 | CUSIP: 744542AC5<br>LEI: OFZN1UT56PNG1CGSR346 | Long             | DBT              | CORP              | US        |   14390000 | PA      | $13762333.38   | 0.02%             | 2025-08-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust                   | CUSIP: 9292274D5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1511054 | PA      | $1399388.14    | 0.00%             | 2033-06-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                                              | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   34700000 | PA      | $22478950.79   | 0.04%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                     | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    7272000 | PA      | $5953555.35    | 0.01%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MS2X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4104 | PA      | $4184.95       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6099652 | PA      | $5696164.17    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                             | Lehman XS Trust Series 2005-7N                                                  | CUSIP: 525221EM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     266695 | PA      | $231803.81     | 0.00%             | 2035-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                            | Altria Group Inc                                                                | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     995000 | PA      | $630935.74     | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2021-RPL11 Trust                                                           | CUSIP: 12659AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     234028 | PA      | $231302.75     | 0.00%             | 2061-10-25      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18185060 | PA      | $17300192.07   | 0.03%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust                   | CUSIP: 939336X40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     342504 | PA      | $312444.93     | 0.00%             | 2045-01-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                         | CommonSpirit Health                                                             | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2405984.07    | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202EZF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        656 | PA      | $667.88        | 0.00%             | 2039-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust Series 2007-9                    | CUSIP: 86364JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     447762 | PA      | $279151.56     | 0.00%             | 2047-10-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1674555.62    | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1648811.96    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2006-7                                           | CUSIP: 41161VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   53214980 | PA      | $45353483.42   | 0.07%             | 2046-09-19      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                    | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   11025000 | PA      | $9290791.20    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                    | DSLA Mortgage Loan Trust 2006-AR2                                               | CUSIP: 23332QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13642352 | PA      | $9306833.00    | 0.01%             | 2036-10-19      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2005-AA10                   | CUSIP: 32051GA54<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7569904 | PA      | $6265479.73    | 0.01%             | 2035-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust 2007-AR2                                                | CUSIP: 3622N6AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1234743 | PA      | $758064.80     | 0.00%             | 2037-05-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 313921MN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62549 | PA      | $64374.85      | 0.00%             | 2031-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual MSC Mortgage                                              | Washington Mutual MSC Mortgage Pass-Through Certificates Series 2002-AR1 Trust  | CUSIP: 939335N68<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78441 | PA      | $76745.29      | 0.00%             | 2030-11-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Popular ABS Mortgage Pass-Thro                                              | Popular ABS Mortgage Pass-Through Trust 2007-A                                  | CUSIP: 73316NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21770413 | PA      | $19492385.14   | 0.03%             | 2047-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  119521000 | PA      | $112437014.23  | 0.18%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DNJX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16974399 | PA      | $13823072.45   | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   23580000 | PA      | $19136731.47   | 0.03%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2006-QS7 Trust                                                      | CUSIP: 748940AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22734277 | PA      | $379121.35     | 0.00%             | 2036-06-25      | Variable      | 0.71%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36225DMR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7766 | PA      | $7569.44       | 0.00%             | 2035-03-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2007-QS5 Trust                                                      | CUSIP: 74923JAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29153996 | PA      | $254534.79     | 0.00%             | 2037-03-25      | Variable      | 0.29%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8MJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12308 | PA      | $12046.25      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                                        | Grifols Worldwide Operations USA Inc                                            | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   47318884 | PA      | $45860042.76   | 0.07%             | 2027-11-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                    | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BE6<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   35635000 | PA      | $34188708.98   | 0.05%             | 2054-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                                              | Banc of America Mortgage 2004-F Trust                                           | CUSIP: 05949AHR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21348 | PA      | $19492.23      | 0.00%             | 2034-07-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    6395000 | PA      | $4991144.60    | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                       | HUB International Ltd                                                           | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     572761 | PA      | $568399.40     | 0.00%             | 2025-04-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                | Embecta Corp                                                                    | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |   20122000 | PA      | $18365896.72   | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132H7DB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29089460 | PA      | $27238350.87   | 0.04%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                     | Dryden 92 CLO Ltd                                                               | CUSIP: 262488AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22500000 | PA      | $21278250.00   | 0.03%             | 2034-11-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                     | Jersey Central Power & Light Co                                                 | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    8645000 | PA      | $8359576.42    | 0.01%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Intelsat SA/Luxembourg                                                      | Intelsat SA/Luxembourg                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    2394859 | NS      | $57955587.80   | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2021-R4                                                               | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  211151923 | PA      | $183619507.18  | 0.29%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                            | Flatiron CLO 21 Ltd                                                             | CUSIP: 33883PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   52500000 | PA      | $50919750.00   | 0.08%             | 2034-07-19      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138ER5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   77828893 | PA      | $76928835.25   | 0.12%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  298170000 | PA      | $251404790.59  | 0.40%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1144000 | PA      | $1119690.00    | 0.00%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                 | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |          1 | NC      | $233339.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 2595308000 | PA      | $1858356797.80 | 2.96%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  1 | On Loan: No      |
| CALI Mortgage Trust 2019-101C                                               | CALI Mortgage Trust 2019-101C                                                   | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   80255000 | PA      | $69657435.59   | 0.11%             | 2039-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27607260 | PA      | $22532341.30   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                                       | DP World Crescent Ltd                                                           | CUSIP: 26139PAB9<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    7600000 | PA      | $7518870.00    | 0.01%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                    | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   23198000 | PA      | $18157460.15   | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2005-AA9                    | CUSIP: 32051GXE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8282333 | PA      | $7092928.75    | 0.01%             | 2035-11-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1708926 | PA      | $1764450.75    | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2736.28       | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                        | Smithfield Foods Inc                                                            | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   24855000 | PA      | $23077422.84   | 0.04%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1191617 | PA      | $1105587.41    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  129802764 | PA      | $109516933.63  | 0.17%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                         | Avantor Funding Inc                                                             | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |   25102823 | PA      | $25024376.77   | 0.04%             | 2027-11-08      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust                   | CUSIP: 93364FAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149885 | PA      | $137480.11     | 0.00%             | 2037-07-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   40113000 | PA      | $29284857.47   | 0.05%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28436612 | PA      | $26693073.00   | 0.04%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                     | Southwestern Electric Power Co                                                  | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   19395000 | PA      | $14427827.04   | 0.02%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SW29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     648511 | PA      | $660047.20     | 0.00%             | 2047-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2006-AR7                                       | CUSIP: 45661ECY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18705327 | PA      | $12595525.33   | 0.02%             | 2036-05-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                    | DSLA Mortgage Loan Trust 2004-AR4                                               | CUSIP: 23332UBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1111247 | PA      | $891605.16     | 0.00%             | 2045-01-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                        | Fannie Mae Trust 2003-W2                                                        | CUSIP: 31392JAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17173 | PA      | $17306.72      | 0.00%             | 2042-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38380RVK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   75507455 | PA      | $55693732.86   | 0.09%             | 2061-01-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6702869.04    | 0.01%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential Trust                                                      | CUSIP: 74333HAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8896000 | PA      | $7501130.33    | 0.01%             | 2038-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  546700000 | PA      | $496472068.71  | 0.79%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2006-HE2                                          | CUSIP: 17309LAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49553 | PA      | $49293.99      | 0.00%             | 2036-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2005-AA7                    | CUSIP: 32051GSQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6143489 | PA      | $5311652.27    | 0.01%             | 2035-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  122595000 | PA      | $94351685.27   | 0.15%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                        | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    8890000 | PA      | $6779346.96    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2004-HYB3                                       | CUSIP: 12669FYX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9077 | PA      | $8620.07       | 0.00%             | 2034-06-20      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                        | BlueMountain CLO XXXII Ltd                                                      | CUSIP: 09631EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $23883700.00   | 0.04%             | 2034-10-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                             | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   60105000 | PA      | $55073762.52   | 0.09%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat                                              | United Auto Credit Securitization Trust 2022-2                                  | CUSIP: 90944KAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      33600 | PA      | $5562479.49    | 0.01%             | 2029-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $3499989.49    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2006-QS2 Trust                                                      | CUSIP: 761118VE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   51179160 | PA      | $672018.20     | 0.00%             | 2036-02-25      | Variable      | 0.47%                 | No            |                  3 | On Loan: No      |
| Amentum Government Services Holdings LLC                                    | Amentum Government Services Holdings LLC                                        | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    4370730 | PA      | $4285129.66    | 0.01%             | 2027-01-29      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                           | L3Harris Technologies Inc                                                       | CUSIP: 502431AK5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   12890000 | PA      | $12678659.43   | 0.02%             | 2024-05-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                        | Paraguay Government International Bond                                          | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    7477000 | PA      | $7253650.50    | 0.01%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                              | Merrill Lynch Mortgage Investors Trust Series 2006-WMC2                         | CUSIP: 59020U6K6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27459564 | PA      | $6450259.72    | 0.01%             | 2037-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3133B0QP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  143408010 | PA      | $117046678.31  | 0.19%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                   | CUSIP: 92922FD62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1455653 | PA      | $1401733.15    | 0.00%             | 2045-01-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                    | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   27097000 | PA      | $25889828.65   | 0.04%             | 2028-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                   | Nelnet Student Loan Trust 2006-1                                                | CUSIP: 64033HAA7<br>LEI: 54930035ESY1D7J97S77 | Long             | ABS-O            | CORP              | US        |    8221505 | PA      | $7997431.03    | 0.01%             | 2036-08-23      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                                            | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $716389.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFWR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2405379 | PA      | $2327899.81    | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138ERYU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   73038640 | PA      | $72193980.03   | 0.11%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2006-QS10 Trust                                                     | CUSIP: 751155AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13829513 | PA      | $255061.86     | 0.00%             | 2036-08-25      | Variable      | 0.57%                 | No            |                  3 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2021-R1                                                               | CUSIP: 12563RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   86327949 | PA      | $74365165.73   | 0.12%             | 2056-08-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                               | GS Mortgage-Backed Securities Trust 2018-RPL1                                   | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20221528 | PA      | $19139097.82   | 0.03%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc                                                | Horizon Therapeutics USA Inc                                                    | CUSIP: 44055UAC9<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |     628170 | PA      | $628562.85     | 0.00%             | 2026-05-22      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                        | Tencent Holdings Ltd                                                            | CUSIP: 88032WBB1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   22760000 | PA      | $16770398.74   | 0.03%             | 2041-04-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38374TDP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16460 | PA      | $204.38        | 0.00%             | 2038-08-16      | Floating      | 1.97%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                               | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR3                   | CUSIP: 25151AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2036373 | PA      | $1836778.17    | 0.00%             | 2036-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                        | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   14435000 | PA      | $10376072.30   | 0.02%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PowerTeam Services LLC                                                      | Artera Services LLC                                                             | CUSIP: 73937UAF5<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    2483063 | PA      | $2032585.82    | 0.00%             | 2025-03-06      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                                        | Abu Dhabi Government International Bond                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   38500000 | PA      | $34538350.00   | 0.06%             | 2029-09-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                        | Saudi Arabian Oil Co                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    6500000 | PA      | $5936450.00    | 0.01%             | 2025-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 3132200000 | PA      | $2650380157.65 | 4.22%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B5RG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15613483 | PA      | $14182696.53   | 0.02%             | 2049-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                     | CUSIP: 453140AB1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    4800000 | PA      | $4787849.42    | 0.01%             | 2023-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2185477.74    | 0.00%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31417DCX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     216947 | PA      | $196604.98     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2005-AA12                   | CUSIP: 32051GQ81<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7665841 | PA      | $5409545.91    | 0.01%             | 2036-02-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   51741000 | PA      | $41609151.37   | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                          | Republic of Poland Government International Bond                                | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    3793000 | PA      | $4051921.56    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2007-QS7 Trust                                                      | CUSIP: 74923WAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22870439 | PA      | $244903.52     | 0.00%             | 2037-06-25      | Variable      | 0.38%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3133TGYT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     129351 | PA      | $130547.51     | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137AFGJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9215000 | PA      | $9061753.35    | 0.01%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47391 | PA      | $43882.99      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EFS Volunteer No 2 LLC                                                      | EFS Volunteer No 2 LLC                                                          | CUSIP: 26845BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6735354 | PA      | $6666397.82    | 0.01%             | 2036-03-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   59320000 | PA      | $41178977.08   | 0.07%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                                          | Digital Euro Finco LLC                                                          | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2174968.36    | 0.00%             | 2024-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CIT EDUCATION LOAN TRUST                                                    | CIT Education Loan Trust 2007-1                                                 | CUSIP: 17284LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14151359 | PA      | $12405444.21   | 0.02%             | 2042-06-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ANNINGTON FUNDING PLC                                                       | Annington Funding PLC                                                           | CUSIP: 000000000<br>LEI: 549300KK63W8VZIONZ83 | Long             | DBT              | CORP              | GB        |    3500000 | PA      | $2417076.17    | 0.00%             | 2051-10-06      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                           | Newell Brands Inc                                                               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $3143470.70    | 0.01%             | 2046-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2005-AR19                                      | CUSIP: 45660LXA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18006229 | PA      | $14272419.60   | 0.02%             | 2035-10-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5160000 | PA      | $4615035.63    | 0.01%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                                                     | Luminent Mortgage Trust 2006-6                                                  | CUSIP: 55027YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9959606 | PA      | $8627107.31    | 0.01%             | 2046-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    8400000 | PA      | $7727511.71    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2003-J8                                         | CUSIP: 12669EW69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31767 | PA      | $30808.95      | 0.00%             | 2023-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                 | GSAMP Trust 2005-AHL2                                                           | CUSIP: 362341C56<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18875472 | PA      | $17282261.78   | 0.03%             | 2035-12-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    7570000 | PA      | $4657507.07    | 0.01%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2011-1                                                   | CUSIP: 83149VAB5<br>LEI: 549300AQ8DWMCQEZWX44 | Long             | ABS-O            | CORP              | US        |    1813659 | PA      | $1793339.58    | 0.00%             | 2034-10-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22095000 | PA      | $19299870.26   | 0.03%             | 2041-09-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36241L7C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10338 | PA      | $10327.49      | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                    | Empresas Publicas de Medellin ESP                                               | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    1000000 | PA      | $772300.00     | 0.00%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEXAS ST A & M UNIV REVENUES                                                | Texas A&M University                                                            | CUSIP: 88213AKC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     350000 | PA      | $333997.23     | 0.00%             | 2025-05-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                        | Michaels Cos Inc/The                                                            | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   83531000 | PA      | $55961449.78   | 0.09%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 863579AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2181496 | PA      | $2106320.57    | 0.00%             | 2034-09-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36225DCE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6846 | PA      | $6695.88       | 0.00%             | 2034-07-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                              | Banc of America Funding 2006-H Trust                                            | CUSIP: 05950PAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     644243 | PA      | $534282.79     | 0.00%             | 2046-09-20      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31292MCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13205949 | PA      | $12043465.09   | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                                                             | ChaseFlex Trust Series 2006-2                                                   | CUSIP: 16165MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4741116 | PA      | $3872397.32    | 0.01%             | 2036-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                              | Carrington Mortgage Loan Trust Series 2006-NC3                                  | CUSIP: 144528AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46429000 | PA      | $37601324.23   | 0.06%             | 2036-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   15637000 | PA      | $14755702.43   | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2007-HE1                                   | CUSIP: 46630KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107044 | PA      | $69405.96      | 0.00%             | 2047-03-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140J9W23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28182978 | PA      | $27142314.06   | 0.04%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43990432 | PA      | $40727966.66   | 0.06%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                       | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |   14021000 | PA      | $10667811.50   | 0.02%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3131XU6Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12892537 | PA      | $11615614.02   | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust 2004-9                                                  | CUSIP: 36242DBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1853 | PA      | $1663.09       | 0.00%             | 2034-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                                     | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |   18065000 | PA      | $18214036.25   | 0.03%             | 2024-01-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15430808 | PA      | $14729136.74   | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                    | Capital One Financial Corp                                                      | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    8265000 | PA      | $7751799.29    | 0.01%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2006-AR1 Trust                   | CUSIP: 92925CCE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12666425 | PA      | $11559477.95   | 0.02%             | 2046-01-25      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                            | Arches Buyer Inc                                                                | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    5553431 | PA      | $5156027.59    | 0.01%             | 2027-12-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                        | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAP1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    3543000 | PA      | $2197433.47    | 0.00%             | 2050-06-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                            | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   82131000 | PA      | $79260574.11   | 0.13%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVKP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7320281 | PA      | $6784445.08    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132ADRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14148643 | PA      | $13656501.47   | 0.02%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                     | Philippine Government International Bond                                        | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    8405000 | PA      | $6734926.50    | 0.01%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                    | Republic of South Africa Government International Bond                          | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   28007000 | PA      | $25046660.10   | 0.04%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21185049 | PA      | $20362590.79   | 0.03%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     672000 | PA      | $644961.96     | 0.00%             | 2024-10-30      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138X3EM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22527603 | PA      | $21121276.87   | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9127000 | PA      | $7367900.63    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2019-R4                                                               | CUSIP: 12556FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   96111411 | PA      | $87704603.55   | 0.14%             | 2059-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                             | Lehman XS Trust 2006-5                                                          | CUSIP: 525221JT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18950531 | PA      | $16556734.43   | 0.03%             | 2036-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2007-7                                                   | CUSIP: 78444EAD1<br>LEI: 549300IZGFDRVV7YTH38 | Long             | ABS-O            | CORP              | US        |     214995 | PA      | $209192.19     | 0.00%             | 2022-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8915000 | PA      | $9020999.35    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132L5MD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20621662 | PA      | $19322331.95   | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                                              | Structured Asset Mortgage Investments II Trust 2006-AR7                         | CUSIP: 86361HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10366614 | PA      | $8168168.95    | 0.01%             | 2036-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                       | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   32811000 | PA      | $27352117.45   | 0.04%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2983000 | PA      | $2409870.87    | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                                              | Structured Asset Sec Corp Mort Pass Thr Cert Ser 1997 2 Trst                    | CUSIP: 863572QM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        299 | PA      | $287.96        | 0.00%             | 2030-03-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                               | GS Mortgage-Backed Securities Trust 2022-PJ5                                    | CUSIP: 362925AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   77222403 | PA      | $62085607.29   | 0.10%             | 2052-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1661458.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                    | Madison Park Funding XXX LTD                                                    | CUSIP: 55821TAA5<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    6772958 | PA      | $6694073.68    | 0.01%             | 2029-04-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   28945000 | PA      | $28943285.01   | 0.05%             | 2024-01-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2021-R3                                                               | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  280543557 | PA      | $248653161.29  | 0.40%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goal Capital Funding Trust                                                  | Goal Structured Solutions Trust 2015-1                                          | CUSIP: 38021FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12668060 | PA      | $12154742.24   | 0.02%             | 2041-09-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31394VCF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194743 | PA      | $194356.67     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                              | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                       | CUSIP: 933631AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9308152 | PA      | $4086794.27    | 0.01%             | 2037-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                     | Jersey Central Power & Light Co                                                 | CUSIP: 476556CP8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   11630000 | PA      | $11401586.80   | 0.02%             | 2036-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-6                                                   | CUSIP: 78445CAE2<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |   31424000 | PA      | $28643129.98   | 0.05%             | 2083-07-26      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management                                          | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        | 2313773000 | NS      | $2313773000.00 | 3.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | Securitized Asset Backed Receivables LLC Trust 2006-CB1                         | CUSIP: 81375WHH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5676998 | PA      | $4441516.84    | 0.01%             | 2036-01-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                | Saxon Asset Securities Trust 2007-3                                             | CUSIP: 80557BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24130149 | PA      | $22099436.50   | 0.04%             | 2047-09-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust Series 2007-FF1                              | CUSIP: 32028TAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   52825569 | PA      | $28215367.35   | 0.04%             | 2038-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT WTR & PWR                                               | Los Angeles Department of Water & Power                                         | CUSIP: 544495VX9<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   12625000 | PA      | $12923983.99   | 0.02%             | 2027-07-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31402QYC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10564 | PA      | $10890.40      | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-MDR A                                                             | CSMC 2022-MDR A                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   85000000 | PA      | $84453492.50   | 0.13%             | 2025-08-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                                              | LoanCore 2021-CRE5 Issuer Ltd                                                   | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   44185000 | PA      | $42558254.11   | 0.07%             | 2036-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ANNINGTON FUNDING PLC                                                       | Annington Funding PLC                                                           | CUSIP: 000000000<br>LEI: 549300KK63W8VZIONZ83 | Long             | DBT              | CORP              | GB        |    6700000 | PA      | $5809747.71    | 0.01%             | 2047-07-12      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holding Inc                           | Element Materials Technology Group US Holdings Inc                              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    4512129 | PA      | $4420013.77    | 0.01%             | 2029-06-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31407YQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1576 | PA      | $1548.61       | 0.00%             | 2035-12-01      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC Series 2015-6R                                                             | CUSIP: 12650EAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1985702 | PA      | $1933729.61    | 0.00%             | 2046-11-27      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B2EW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16383789 | PA      | $14813001.39   | 0.02%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                          | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   32867000 | PA      | $29103312.40   | 0.05%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2007-QS6 Trust                                                      | CUSIP: 75116CEX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   62574935 | PA      | $540165.61     | 0.00%             | 2037-04-25      | Variable      | 0.33%                 | No            |                  3 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3895000 | PA      | $3208893.34    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2007-HE1                                   | CUSIP: 46630KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2678894 | PA      | $1850733.34    | 0.00%             | 2047-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   13855000 | PA      | $10893493.75   | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                                              | HPS Loan Management 2021-16 Ltd                                                 | CUSIP: 40440XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19250000 | PA      | $18369582.00   | 0.03%             | 2035-01-23      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                    | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   13175000 | PA      | $10800807.03   | 0.02%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                        | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9416000 | PA      | $7953189.56    | 0.01%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   73160000 | PA      | $57120556.70   | 0.09%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7475000 | PA      | $7268607.55    | 0.01%             | 2025-03-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                                                 | City of New York NY                                                             | CUSIP: 64966MYR4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    3145000 | PA      | $2812639.23    | 0.00%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                     | Dryden 65 CLO Ltd                                                               | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3393540.50    | 0.01%             | 2030-07-18      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                      | GSAA Home Equity Trust 2005-11                                                  | CUSIP: 362341QG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26536 | PA      | $26007.01      | 0.00%             | 2035-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SCB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2897616 | PA      | $2949707.12    | 0.00%             | 2046-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2030000 | PA      | $1708831.39    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31395DXX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     809437 | PA      | $942295.59     | 0.00%             | 2036-04-25      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38381WDY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     779433 | PA      | $710784.05     | 0.00%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae I Pool                                                               | CUSIP: 36178DBV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      77461 | PA      | $72919.64      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 2363000000 | PA      | $1806771964.94 | 2.88%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  1 | On Loan: No      |
| CENTENE CORP                                                                | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   74814000 | PA      | $70330263.06   | 0.11%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                    | Republic of South Africa Government International Bond                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   10600000 | PA      | $9611020.00    | 0.02%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18000257 | PA      | $17632158.28   | 0.03%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NBG7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   17489000 | PA      | $12737954.87   | 0.02%             | 2045-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                | Entegris Inc                                                                    | CUSIP: 29362LAL8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |    8930000 | PA      | $8917230.10    | 0.01%             | 2029-07-06      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                              | Securitized Asset Backed Receivables LLC Trust 2007-BR2                         | CUSIP: 81378PAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34771129 | PA      | $16100461.83   | 0.03%             | 2037-02-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| IndyMac INDA Mortgage Loan Tru                                              | IndyMac INDA Mortgage Loan Trust 2007-AR1                                       | CUSIP: 45669AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     321383 | PA      | $264721.57     | 0.00%             | 2037-03-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                    | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   32935000 | PA      | $30781882.94   | 0.05%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-7                                                   | CUSIP: 78445FAE5<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |   17206000 | PA      | $17029385.57   | 0.03%             | 2083-07-26      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WLCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23325030 | PA      | $22264392.09   | 0.04%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202DXR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1723 | PA      | $1702.27       | 0.00%             | 2033-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                            | FirstEnergy Corp                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3005843.75    | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                              | Securitized Asset Backed Receivables LLC Trust 2007-BR1                         | CUSIP: 81378KAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5346790 | PA      | $2383644.02    | 0.00%             | 2037-02-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B3WS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3634436 | PA      | $3383293.45    | 0.01%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                                               | Metropolitan Transportation Authority                                           | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   13145000 | PA      | $11733264.33   | 0.02%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38376PW71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2283277 | PA      | $238843.90     | 0.00%             | 2039-12-20      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18824077 | PA      | $18071222.58   | 0.03%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2006-A2                                                | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1535 | PA      | $1464.56       | 0.00%             | 2033-11-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  178926000 | PA      | $164888242.58  | 0.26%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                | DNB Bank ASA                                                                    | CUSIP: 25601B2A2<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  122145000 | PA      | $112317720.20  | 0.18%             | 2025-09-30      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                     | KazMunayGas National Co JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    3195000 | PA      | $2956972.50    | 0.00%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17307GK31<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     102607 | PA      | $84740.82      | 0.00%             | 2035-11-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38376JDD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14524279 | PA      | $672385.50     | 0.00%             | 2037-05-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  162035000 | PA      | $159677223.85  | 0.25%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   61777000 | PA      | $50335161.98   | 0.08%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3054878 | PA      | $2852799.65    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                          | BX Trust 2019-OC11                                                              | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42270000 | PA      | $35477819.69   | 0.06%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    7316000 | PA      | $6869093.29    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | Securitized Asset Backed Receivables LLC Trust 2006-CB5                         | CUSIP: 81376WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     204393 | PA      | $130485.27     | 0.00%             | 2036-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                    | Madison Park Funding XXXVIII Ltd                                                | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20500000 | PA      | $20025076.50   | 0.03%             | 2034-07-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24066 | PA      | $23641.02      | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                     | KazMunayGas National Co JSC                                                     | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    1800000 | PA      | $1344204.00    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31402RH44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1951057 | PA      | $1925053.80    | 0.00%             | 2035-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24604978 | PA      | $22992753.16   | 0.04%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                           | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   15429000 | PA      | $12676466.40   | 0.02%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                              | Chase Mortgage Finance Trust Series 2006-S3                                     | CUSIP: 16162XAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1314816 | PA      | $399122.97     | 0.00%             | 2021-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2011-1A PTT                                                      | US Airways 2011-1 Class A Pass Through Trust                                    | CUSIP: 903436AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1875483 | PA      | $1888671.60    | 0.00%             | 2023-10-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38380RRS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   43834317 | PA      | $32948406.39   | 0.05%             | 2063-06-16      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                               | American Home Mortgage Assets Trust 2007-1                                      | CUSIP: 02660BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44818851 | PA      | $18498281.46   | 0.03%             | 2047-02-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PHOENIX 2 LTD                                                    | Transocean Phoenix 2 Ltd                                                        | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   15525600 | PA      | $15444711.62   | 0.02%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM 2013-CCRE12 Mortgage Trust                                                 | CUSIP: 12591KAE5<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     440000 | PA      | $431913.81     | 0.00%             | 2046-10-10      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138ERG38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15768926 | PA      | $14738894.62   | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCING DAC                                                    | C&W Senior Financing DAC                                                        | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    2200000 | PA      | $2054800.00    | 0.00%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31298EX91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6396 | PA      | $6576.55       | 0.00%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-41083623.89  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                              | Wells Fargo Mortgage Backed Securities 2006-AR1 Trust                           | CUSIP: 94983JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1302495 | PA      | $1191440.49    | 0.00%             | 2036-03-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                               | RFMSI Series 2006-SA4 Trust                                                     | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36737 | PA      | $30436.33      | 0.00%             | 2036-11-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                                       | Global Switch Finance BV                                                        | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |   54677000 | PA      | $49546821.08   | 0.08%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  171755000 | PA      | $137535947.34  | 0.22%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4421000 | PA      | $3780419.29    | 0.01%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   35195000 | PA      | $32795246.52   | 0.05%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8RU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5079973 | PA      | $4939757.99    | 0.01%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                                              | Ameriquest Mortgage Securities Trust 2006-R1                                    | CUSIP: 03072SX42<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1476853 | PA      | $1472706.30    | 0.00%             | 2036-03-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XDXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  125086878 | PA      | $106297383.84  | 0.17%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                                              | Banc of America Mortgage 2005-C Trust                                           | CUSIP: 05949AY87<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112062 | PA      | $99268.39      | 0.00%             | 2035-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                              | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $24057640.00   | 0.04%             | 2037-02-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                               | American Home Mortgage Assets Trust 2007-2                                      | CUSIP: 026930AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26025088 | PA      | $22622404.24   | 0.04%             | 2047-03-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   17152000 | PA      | $16637951.82   | 0.03%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2005-QA7 Trust                                                      | CUSIP: 76110H7A1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2233368 | PA      | $1602177.80    | 0.00%             | 2035-07-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                        | Crown Finance US Inc                                                            | CUSIP: 22834KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6702692 | PA      | $1266741.79    | 0.00%             | 2025-02-28      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X5R88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9146763 | PA      | $8213190.85    | 0.01%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                     | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1758000 | PA      | $2172085.82    | 0.00%             | 2024-03-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2006-A4                                                | CUSIP: 46628LAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     912474 | PA      | $678305.81     | 0.00%             | 2036-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                       | Molina Healthcare Inc                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   37560000 | PA      | $31271355.12   | 0.05%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding                                               | Bear Stearns Mortgage Funding Trust 2007-AR5                                    | CUSIP: 07400NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2169765 | PA      | $1710495.75    | 0.00%             | 2047-06-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10717 | PA      | $10262.31      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWNIT Mortgage Loan Asset-Back                                              | Ownit Mortgage Loan Trust Series 2006-4                                         | CUSIP: 69121QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6762650 | PA      | $6572345.06    | 0.01%             | 2037-05-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8401512 | PA      | $8229704.00    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                  | Fertitta Entertainment LLC/NV                                                   | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    3637068 | PA      | $3465234.47    | 0.01%             | 2029-01-26      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4563632 | PA      | $4598337.34    | 0.01%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                              | Alternative Loan Trust 2006-HY13                                                | CUSIP: 02149DAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     806316 | PA      | $685957.33     | 0.00%             | 2037-02-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Mellon Residential Funding Cor                                              | Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1                     | CUSIP: 585525FC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     564147 | PA      | $537225.45     | 0.00%             | 2031-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   50590000 | PA      | $32168916.25   | 0.05%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4967000 | PA      | $4696481.68    | 0.01%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                       | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $5160135.37    | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                           | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   13340000 | PA      | $13177711.83   | 0.02%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  131856000 | PA      | $103096024.18  | 0.16%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15356032 | PA      | $14383429.70   | 0.02%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS                                                     | Premier Health Partners                                                         | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |    2229000 | PA      | $1965650.20    | 0.00%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                    | DSLA Mortgage Loan Trust 2007-AR1                                               | CUSIP: 23333YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5621991 | PA      | $4429307.92    | 0.01%             | 2037-03-19      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                                               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971XYT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2199353.76    | 0.00%             | 2034-11-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                       | Universal Health Services Inc                                                   | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $38820862.35   | 0.06%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179S5P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13587827 | PA      | $13787939.75   | 0.02%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP III                                                    | Farmers Exchange Capital III                                                    | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   80605000 | PA      | $74379445.42   | 0.12%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179R4H9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9300 | PA      | $9466.37       | 0.00%             | 2046-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2006-A3                                                | CUSIP: 46628KAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     491245 | PA      | $411881.36     | 0.00%             | 2036-05-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                              | Bayview Commercial Asset Trust 2004-3                                           | CUSIP: 07324SAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     757155 | PA      | $755638.46     | 0.00%             | 2035-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SJW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     590201 | PA      | $597033.44     | 0.00%             | 2046-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  232248770 | PA      | $217206957.71  | 0.35%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        377 | NC      | $-212635.54    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00912XAN4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5554000 | PA      | $5438498.46    | 0.01%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP                                                             | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   40191288 | PA      | $38266325.79   | 0.06%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                      | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |   25000000 | PA      | $20866233.78   | 0.03%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities C                                              | RASC Series 2006-KS3 Trust                                                      | CUSIP: 76113ABL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     341987 | PA      | $332164.42     | 0.00%             | 2036-04-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31298SNE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1365 | PA      | $1366.49       | 0.00%             | 2027-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS 2007-CB1 TRUST                                                           | CUSIP: 1248MGAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11655598 | PA      | $3610331.25    | 0.01%             | 2037-01-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2006-AR7 Trust                   | CUSIP: 93363CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5496952 | PA      | $4690792.90    | 0.01%             | 2046-07-25      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  115910852 | PA      | $104191610.26  | 0.17%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   60519945 | PA      | $57105170.20   | 0.09%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2007-AR5                                          | CUSIP: 17311LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53234 | PA      | $45288.22      | 0.00%             | 2037-04-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                                    | Elanco Animal Health Inc                                                        | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   71870249 | PA      | $69163615.85   | 0.11%             | 2027-08-01      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                               | JGWPT XXX LLC                                                                   | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     537839 | PA      | $482030.19     | 0.00%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2022-RPL1 Trust                                                            | CUSIP: 12661QAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  247151306 | PA      | $223133587.14  | 0.36%             | 2061-04-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                       | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    8348000 | PA      | $5092486.46    | 0.01%             | 2041-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16121761 | PA      | $14969180.28   | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                      | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $3737015.84    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TransDigm Inc                                                                   | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    8301957 | PA      | $8216861.99    | 0.01%             | 2025-12-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                     | Jazz Financing Lux Sarl                                                         | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   39854843 | PA      | $39565297.50   | 0.06%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group LLC                                                    | Diamond Sports Group LLC                                                        | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |   66198922 | PA      | $8495638.63    | 0.01%             | 2026-08-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   31858000 | PA      | $26903765.61   | 0.04%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                              | Alternative Loan Trust 2005-76                                                  | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32206936 | PA      | $27832892.94   | 0.04%             | 2036-02-25      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   50671000 | PA      | $39635193.16   | 0.06%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12376133 | PA      | $11592267.31   | 0.02%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31388SEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6190 | PA      | $6488.80       | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                                              | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 225458YA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2739 | PA      | $2387.28       | 0.00%             | 2020-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC Mortgage-Backed Trust Series 2006-2                                        | CUSIP: 225470YX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3080770 | PA      | $1059420.16    | 0.00%             | 2036-03-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5753705.70    | 0.01%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   48691000 | PA      | $40751034.10   | 0.06%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3133KYUA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   97802981 | PA      | $82511311.82   | 0.13%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2731772.08    | 0.00%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137FMLW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     905155 | PA      | $820753.74     | 0.00%             | 2049-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   32674000 | PA      | $27828929.38   | 0.04%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  187717403 | PA      | $152803690.84  | 0.24%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5XN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8546 | PA      | $8949.32       | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                       | Tenet Healthcare Corp                                                           | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    3408000 | PA      | $3251413.65    | 0.01%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31368HMY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     353781 | PA      | $367120.39     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                            | ABN AMRO Bank NV                                                                | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    7000000 | PA      | $5683504.89    | 0.01%             | 2029-12-13      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2005-QO5 Trust                                                      | CUSIP: 761118QM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3602522 | PA      | $2880161.03    | 0.00%             | 2046-01-25      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                       | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $2339545.63    | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                    | NCR Corp                                                                        | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4313136.29    | 0.01%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investm                                              | American Home Mortgage Investment Trust 2004-3                                  | CUSIP: 02660TBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3402818 | PA      | $3294417.85    | 0.01%             | 2034-10-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138L7QY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     155253 | PA      | $148852.25     | 0.00%             | 2029-09-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  422330000 | PA      | $430809596.64  | 0.69%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  1 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2020-R3                                                               | CUSIP: 12559NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  118142281 | PA      | $111473066.95  | 0.18%             | 2060-01-26      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                     | Hungary Government International Bond                                           | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   17300000 | PA      | $12802778.50   | 0.02%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Aegis Asset Backed Securities                                               | Aegis Asset Backed Securities Trust 2005-5                                      | CUSIP: 00764MHC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3202 | PA      | $3195.45       | 0.00%             | 2035-12-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                                     | Farmers Exchange Capital II                                                     | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   59331000 | PA      | $56604176.91   | 0.09%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                        | Paraguay Government International Bond                                          | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    9800000 | PA      | $7904351.70    | 0.01%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan US Government Money Market Fund                                    | JPMorgan US Government Money Market Fund                                        | CUSIP: 4812C2684<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |  666654000 | NS      | $666654000.00  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2022-CSMO                                          | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  152924000 | PA      | $152105336.66  | 0.24%             | 2027-06-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2004-AA2                    | CUSIP: 32051D4P4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3007630 | PA      | $2884550.65    | 0.00%             | 2034-08-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                                    | American Medical Systems Europe BV                                              | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4271030.71    | 0.01%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                   | CUSIP: 92922FD47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34862 | PA      | $33482.95      | 0.00%             | 2045-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 31396EJS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1685153 | PA      | $1723431.87    | 0.00%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11375000 | PA      | $9344441.93    | 0.01%             | 2038-10-17      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    5039122 | PA      | $4779606.81    | 0.01%             | 2025-07-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                              | Morgan Stanley Mortgage Loan Trust 2004-7AR                                     | CUSIP: 61748HCH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     392268 | PA      | $367055.69     | 0.00%             | 2034-09-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                         | Artera Services LLC                                                             | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   50815000 | PA      | $42641241.59   | 0.07%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming LLC                                                     | J&J Ventures Gaming LLC                                                         | CUSIP: 46604BAB4<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    1489375 | PA      | $1431661.88    | 0.00%             | 2028-04-26      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2019-R1                                                               | CUSIP: 12555VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  158647319 | PA      | $139937961.34  | 0.22%             | 2058-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7197000 | PA      | $6934597.38    | 0.01%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   39934000 | PA      | $35214037.21   | 0.06%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding                                               | Bear Stearns Mortgage Funding Trust 2006-AR5                                    | CUSIP: 07401NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13468467 | PA      | $11469096.41   | 0.02%             | 2046-12-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                    | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed  | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22063000 | PA      | $18192593.59   | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XX                                              | OCTAGON INVESTMENT PARTNERS 20-R LTD                                            | CUSIP: 67576WAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17500000 | PA      | $16834825.00   | 0.03%             | 2031-05-12      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179S2S5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6173376 | PA      | $6276366.64    | 0.01%             | 2047-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10578239.40  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Project Colt                                                                | Project Colt                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  100000000 | PA      | $96570000.00   | 0.15%             | 2027-03-10      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Hudson Yards                                                                | Hudson Yards 2019-55HY Mortgage Trust                                           | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   81025000 | PA      | $68082204.24   | 0.11%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| OWNIT Mortgage Loan Asset-Back                                              | Ownit Mortgage Loan Trust Series 2006-4                                         | CUSIP: 69121QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15534162 | PA      | $11679898.55   | 0.02%             | 2037-05-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   35336000 | PA      | $29015896.33   | 0.05%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                              | Securitized Asset Backed Receivables LLC Trust 2007-BR5                         | CUSIP: 81379EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9326567 | PA      | $7053519.98    | 0.01%             | 2037-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  363963799 | PA      | $307990261.11  | 0.49%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                    | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   16040000 | PA      | $14677402.00   | 0.02%             | 2030-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                              | Merrill Lynch Mortgage Investors Trust Series 2003-A6                           | CUSIP: 5899294H8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     145512 | PA      | $139338.66     | 0.00%             | 2033-10-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RBZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17677 | PA      | $17833.60      | 0.00%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138A5FW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7763583 | PA      | $7590119.25    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                    | NCR Corp                                                                        | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   19027000 | PA      | $16371972.42   | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2003-4                                                   | CUSIP: 78442GGN0<br>LEI: 549300JLVVUXV7DNSJ85 | Long             | ABS-O            | CORP              | US        |    3403058 | PA      | $3211105.27    | 0.01%             | 2033-03-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                              | BCAP LLC Trust 2007-AA5                                                         | CUSIP: 05531AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12716230 | PA      | $10519071.79   | 0.02%             | 2047-09-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3                  | CUSIP: 59024VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10317345 | PA      | $6372039.23    | 0.01%             | 2037-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                       | Athene Global Funding                                                           | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   26060000 | PA      | $23265189.05   | 0.04%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                                               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971WJ68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     430000 | PA      | $404884.51     | 0.00%             | 2025-05-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137AE6P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6359189 | PA      | $6224956.86    | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QMSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  158315600 | PA      | $134494457.98  | 0.21%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goal Capital Funding Trust                                                  | Goal Capital Funding Trust 2006-1                                               | CUSIP: 38021BAG5<br>LEI: 5493009VZI2B6V83UU74 | Long             | ABS-MBS          | CORP              | US        |    1512402 | PA      | $1388167.97    | 0.00%             | 2042-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   61172481 | PA      | $59000390.14   | 0.09%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2012-1                                                   | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     494287 | PA      | $463132.77     | 0.00%             | 2028-09-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B1S96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14506428 | PA      | $12940228.72   | 0.02%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179MX62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33592 | PA      | $33557.51      | 0.00%             | 2043-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6HP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2850725 | PA      | $2939141.32    | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS 2006-CB7 TRUST                                                           | CUSIP: 12479DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36583652 | PA      | $25982979.39   | 0.04%             | 2036-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                                                  | Impac Secured Assets Trust 2007-2                                               | CUSIP: 452570AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33527129 | PA      | $26784954.23   | 0.04%             | 2037-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| SHOW 2022-BIZ A                                                             | SHOW 2022-BIZ A                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   68000000 | PA      | $66754359.00   | 0.11%             | 2024-01-15      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| CSMCM Trust Certificates                                                    | CSMCM 2021-RPL11 Trust                                                          | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9912344 | PA      | $7580278.04    | 0.01%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                                                 | City of New York NY                                                             | CUSIP: 64966QCL2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   15185000 | PA      | $12249019.73   | 0.02%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2005-AR6                                       | CUSIP: 45660LGD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     366693 | PA      | $297041.35     | 0.00%             | 2035-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2018-R6                                                               | CUSIP: 12554EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39796033 | PA      | $38964335.74   | 0.06%             | 2058-09-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    7370000 | PA      | $6455342.83    | 0.01%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZEP INC                                                                     | ZEP INC                                                                         | CUSIP: 98944EAN2<br>LEI: NU75S1Y8UH3706J5CS61 | Long             | LON              | CORP              | US        |   10138389 | PA      | $8840674.93    | 0.01%             | 2024-08-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31335AAY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9654384 | PA      | $9059278.47    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust                   | CUSIP: 92925CDA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8220571 | PA      | $7149951.45    | 0.01%             | 2046-02-25      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                              | Adjustable Rate Mortgage Trust 2007-3                                           | CUSIP: 00703RAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26346265 | PA      | $18684689.39   | 0.03%             | 2037-11-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                              | Bear Stearns Asset Backed Securities I Trust 2006-AC2                           | CUSIP: 07387UGR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     165637 | PA      | $161987.91     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      94893 | PA      | $91428.14      | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| College Loan Corporation Trust                                              | College Loan Corp Trust 2005-2                                                  | CUSIP: 194266AE2<br>LEI: 254900YONY6CBMNY7P79 | Long             | ABS-MBS          | CORP              | US        |    1641601 | PA      | $1419571.86    | 0.00%             | 2037-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                    | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16351838.40   | 0.03%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38381XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7886394 | PA      | $7261051.47    | 0.01%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SES GLOBAL AMERICAS HLDG                                                    | SES GLOBAL Americas Holdings Inc                                                | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |   55170000 | PA      | $42449436.00   | 0.07%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                    | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   24625000 | PA      | $23164796.60   | 0.04%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   70637000 | PA      | $65519118.37   | 0.10%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   23920000 | PA      | $19133369.28   | 0.03%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SQZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1011079 | PA      | $1029274.33    | 0.00%             | 2046-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                                    | Bear Stearns ALT-A Trust 2006-4                                                 | CUSIP: 073871BN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1353473 | PA      | $712217.95     | 0.00%             | 2036-07-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2022-NR1                                                              | CUSIP: 12569PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   95866708 | PA      | $87140345.17   | 0.14%             | 2062-07-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                    | NCR Corp                                                                        | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   25433000 | PA      | $21298580.49   | 0.03%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                     | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   16005000 | PA      | $14381861.09   | 0.02%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ASW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41077 | PA      | $38456.83      | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMRESCO Residential Securities                                              | Amresco Residential Securities Corp Mortgage Loan Trust 1998-1                  | CUSIP: 03215PDM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4698 | PA      | $4668.40       | 0.00%             | 2027-10-25      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                  | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   58665000 | PA      | $61074497.09   | 0.10%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                         | LCM XX LP                                                                       | CUSIP: 50188WAE8<br>LEI: 549300VQTTD2PAP2Y421 | Long             | ABS-CBDO         | CORP              | KY        |    1925598 | PA      | $1912528.61    | 0.00%             | 2027-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   11767000 | PA      | $9472435.00    | 0.02%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Popular ABS Mortgage Pass-Thro                                              | Popular ABS Mortgage Pass-Through Trust 2006-D                                  | CUSIP: 73316QAC2<br>LEI: 5493008HBHIV1FF22L18 | Long             | ABS-MBS          | CORP              | US        |      12594 | PA      | $12394.58      | 0.00%             | 2036-11-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23716526 | PA      | $22113800.18   | 0.04%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Incorporated                                                | Churchill Downs Inc                                                             | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |   12772500 | PA      | $12687371.29   | 0.02%             | 2028-03-17      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136ATE26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12141857 | PA      | $11809768.69   | 0.02%             | 2046-10-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2006-AR3                                          | CUSIP: 17306SAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1071368 | PA      | $981992.24     | 0.00%             | 2036-06-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   18101000 | PA      | $16664168.69   | 0.03%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                  | CUSIP: 92922F2G2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15114936 | PA      | $14164398.40   | 0.02%             | 2045-08-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC Mortgage-Backed Trust 2007-2                                               | CUSIP: 126384AQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1107994 | PA      | $622855.61     | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                                               | Mastr Asset Backed Securities Trust 2007-HE1                                    | CUSIP: 576457AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16079841 | PA      | $15148257.42   | 0.02%             | 2037-05-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4839752 | PA      | $4650967.46    | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  150785000 | PA      | $120244665.33  | 0.19%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                                             | Spin Holdco Inc                                                                 | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    3208507 | PA      | $2722418.38    | 0.00%             | 2028-03-04      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                       | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    4960000 | PA      | $4710884.89    | 0.01%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  110615641 | PA      | $100215718.46  | 0.16%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                                              | Residential Asset Securitization Trust 2004-IP2                                 | CUSIP: 45660LAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     261210 | PA      | $246020.40     | 0.00%             | 2034-12-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                    | Neuberger Berman Loan Advisers CLO 33 Ltd                                       | CUSIP: 64132TAL7<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |   23000000 | PA      | $22293923.00   | 0.04%             | 2033-10-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                  | BFLD Trust 2020-OBRK                                                            | CUSIP: 05553JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   65000000 | PA      | $64475838.70   | 0.10%             | 2028-11-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   55165000 | PA      | $45656311.01   | 0.07%             | 2038-10-17      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                           | NatWest Group PLC                                                               | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   21305000 | PA      | $21111058.67   | 0.03%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26804 | PA      | $26776.38      | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   12060000 | PA      | $11943005.34   | 0.02%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UH47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7699 | PA      | $7342.32       | 0.00%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   19130000 | PA      | $17642321.50   | 0.03%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     440234 | PA      | $421198.71     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                            | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   46115000 | PA      | $41205925.44   | 0.07%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                               | United States Treasury Bill                                                     | CUSIP: 912796ZE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  500000000 | PA      | $492004550.00  | 0.78%             | 2023-05-11      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31359VHQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15542 | PA      | $15013.64      | 0.00%             | 2029-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IndyMac INDA Mortgage Loan Tru                                              | IndyMac INDA Mortgage Loan Trust 2007-AR7                                       | CUSIP: 45670NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1571226 | PA      | $1280901.37    | 0.00%             | 2037-11-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                              | Bayview Commercial Asset Trust 2005-1                                           | CUSIP: 07324SBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1525035 | PA      | $1457955.17    | 0.00%             | 2035-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31335ACR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   98487147 | PA      | $92200865.02   | 0.15%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36225DSW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10347 | PA      | $10074.45      | 0.00%             | 2035-08-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17375357 | PA      | $15647499.88   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  192325000 | PA      | $185708385.33  | 0.30%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136AT2W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12034967 | PA      | $11708001.79   | 0.02%             | 2046-10-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro                                              | RAMP Series 2004-SL3 Trust                                                      | CUSIP: 76112BBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14236 | PA      | $7090.53       | 0.00%             | 2031-12-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3133KNGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  130997430 | PA      | $106723058.70  | 0.17%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                                                  | California State University                                                     | CUSIP: 13077DQM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   14500000 | PA      | $10963673.30   | 0.02%             | 2033-11-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00912XAT1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   28655000 | PA      | $28108145.11   | 0.04%             | 2023-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $899978.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16001173 | PA      | $14516767.20   | 0.02%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137AEXB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19752242 | PA      | $19025987.54   | 0.03%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179S5N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   79228999 | PA      | $77911966.84   | 0.12%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31416WYK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16302851 | PA      | $15800011.65   | 0.03%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                          | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   75546000 | PA      | $70133507.59   | 0.11%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DGV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5835515 | PA      | $5119625.68    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   34350000 | PA      | $32785840.46   | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1014446 | PA      | $996084.84     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR12 Trust                  | CUSIP: 92922F3L0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     539831 | PA      | $491598.37     | 0.00%             | 2035-10-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Auris Luxembourg III SARL                                                   | Auris Luxembourg III Sarl                                                       | CUSIP: 000000000<br>LEI: 213800VO63L2OE6QXG55 | Long             | LON              | CORP              | LU        |    1451135 | PA      | $1302393.87    | 0.00%             | 2026-02-27      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                               | Vistra Operations Co LLC                                                        | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    3245884 | PA      | $3222464.82    | 0.01%             | 2025-12-31      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138ASR20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10344623 | PA      | $9943936.08    | 0.02%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                            | MortgageIT Trust 2005-1                                                         | CUSIP: 61913PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1917875 | PA      | $1839860.99    | 0.00%             | 2035-02-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                           | Newell Brands Inc                                                               | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6461185.06    | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2579280 | PA      | $2532677.06    | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     124763 | PA      | $124316.46     | 0.00%             | 2047-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                                                     | ModivCare Escrow Issuer Inc                                                     | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14357000 | PA      | $12107530.17   | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  436206587 | PA      | $369477011.76  | 0.59%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                  | NCMF Trust 2022-MFP                                                             | CUSIP: 628870AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  115900000 | PA      | $114451226.82  | 0.18%             | 2039-03-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  184930981 | PA      | $156661874.25  | 0.25%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38381TVA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     664215 | PA      | $644690.44     | 0.00%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 863579SU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     427006 | PA      | $383645.37     | 0.00%             | 2035-06-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2009-3                                                   | CUSIP: 78445RAA7<br>LEI: 549300SSKEO0UXU85O97 | Long             | ABS-O            | CORP              | US        |  120646771 | PA      | $115098656.71  | 0.18%             | 2045-01-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6012558 | PA      | $5609996.49    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                   | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   12010000 | PA      | $11977320.19   | 0.02%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2007-HY5                                        | CUSIP: 12544BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500250 | PA      | $369489.12     | 0.00%             | 2047-09-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                       | One Bryant Park Trust 2019-OBP                                                  | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  147667000 | PA      | $121768711.16  | 0.19%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGE PARTNERS                                                      | TransMontaigne Partners LP / TLP Finance Corp                                   | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33025000 | PA      | $28566625.00   | 0.05%             | 2026-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2007-HE1                                   | CUSIP: 46630KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5893568 | PA      | $4071760.69    | 0.01%             | 2035-05-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                         | LCM XVIII LP                                                                    | CUSIP: 50188QAJ0<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    4367138 | PA      | $4350280.41    | 0.01%             | 2027-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                    | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AJ6<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   42571000 | PA      | $42470961.56   | 0.07%             | 2024-12-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                                    | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28258292 | PA      | $24443841.15   | 0.04%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                  | Humana Inc                                                                      | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   33805000 | PA      | $33001813.14   | 0.05%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                                             | Recette Clo Ltd                                                                 | CUSIP: 75620TAW8<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   42580000 | PA      | $41325933.84   | 0.07%             | 2034-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   75617000 | PA      | $77890379.73   | 0.12%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                              | Alternative Loan Trust 2004-J6                                                  | CUSIP: 12667FRG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2080 | PA      | $1996.74       | 0.00%             | 2031-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                        | ACE Securities Corp Home Equity Loan Trust Series 2006-OP2                      | CUSIP: 00441YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27724000 | PA      | $25006293.91   | 0.04%             | 2036-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ALTA WIND HOLDINGS LLC                                                      | Alta Wind Holdings LLC                                                          | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3140829 | PA      | $3110566.72    | 0.00%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   11040000 | PA      | $9153016.37    | 0.01%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                                              | New Jersey Turnpike Authority                                                   | CUSIP: 646140CK7<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     300000 | PA      | $255385.68     | 0.00%             | 2036-01-01      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                   | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   22039000 | PA      | $20884647.87   | 0.03%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                      | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4417000 | PA      | $3676605.94    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2007-CH4                                   | CUSIP: 46630CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     569965 | PA      | $569569.24     | 0.00%             | 2037-05-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                                              | ABFC 2006-OPT3 Trust                                                            | CUSIP: 00075VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40507024 | PA      | $18385975.96   | 0.03%             | 2036-11-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                | Illumina Inc                                                                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2685367.36    | 0.00%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                                              | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003 26A        | CUSIP: 86359AS95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86336 | PA      | $83150.97      | 0.00%             | 2033-09-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2007-QS4 Trust                                                      | CUSIP: 74923HBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26865691 | PA      | $304028.28     | 0.00%             | 2037-03-25      | Variable      | 0.36%                 | No            |                  3 | On Loan: No      |
| GSAMP Trust                                                                 | GSAMP Trust 2007-HE2                                                            | CUSIP: 362440AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   65118482 | PA      | $53882828.03   | 0.09%             | 2047-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                       | Sixth Street CLO XVII Ltd                                                       | CUSIP: 83012FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   40930000 | PA      | $39931308.00   | 0.06%             | 2034-01-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| RBSCF Trust                                                                 | RBS Commercial Funding Inc 2013-GSP Trust                                       | CUSIP: 74932QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48830000 | PA      | $47040577.28   | 0.07%             | 2032-01-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8445000 | PA      | $6055674.98    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO                                              | New York State Dormitory Authority                                              | CUSIP: 64990FYQ1<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     155000 | PA      | $142267.45     | 0.00%             | 2047-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                | Voya CLO 2020-2 Ltd                                                             | CUSIP: 92918HAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11825000 | PA      | $11330715.00   | 0.02%             | 2034-07-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                                    | American Airlines 2017-2 Class AA Pass Through Trust                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15087393 | PA      | $12893319.81   | 0.02%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Brazos Higher Education Author                                              | Brazos Higher Education Authority Inc                                           | CUSIP: 10620NCE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10993119 | PA      | $10931547.51   | 0.02%             | 2035-02-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4285000 | PA      | $4149104.44    | 0.01%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Tr                                              | GreenPoint Mortgage Funding Trust 2006-OH1                                      | CUSIP: 39539GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10085759 | PA      | $8523481.09    | 0.01%             | 2037-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                                     | PetVet Care Centers LLC                                                         | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    3337925 | PA      | $3147329.11    | 0.01%             | 2025-02-14      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   19940000 | PA      | $19790808.72   | 0.03%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                        | BlueMountain Fuji US Clo I Ltd                                                  | CUSIP: 09629CAL9<br>LEI: 549300XC3G26BPOECZ28 | Long             | ABS-CBDO         | CORP              | KY        |   27936643 | PA      | $27551760.30   | 0.04%             | 2029-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust Series 2005-18                   | CUSIP: 863579XP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9496517 | PA      | $5968136.69    | 0.01%             | 2035-09-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2005-4                                           | CUSIP: 41161PMW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25855 | PA      | $22632.18      | 0.00%             | 2035-07-19      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4676487 | PA      | $4478748.91    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2016-7                                               | CUSIP: 63940GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   51585314 | PA      | $50439907.80   | 0.08%             | 2066-03-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   15083000 | PA      | $12358164.35   | 0.02%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                    | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   18032000 | PA      | $12797540.85   | 0.02%             | 2050-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                              | Banc of America Funding 2003-2 Trust                                            | CUSIP: 05946XCR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10924 | PA      | $10667.48      | 0.00%             | 2032-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Suntrust Adjustable Rate Mortg                                              | STARM Mortgage Loan Trust 2007-3                                                | CUSIP: 85554NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1447272 | PA      | $993829.06     | 0.00%             | 2037-06-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                             | CUSIP: 55608JBA5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   70515000 | PA      | $64757319.09   | 0.10%             | 2025-10-14      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                                              | Residential Asset Securitization Trust 2004-IP2                                 | CUSIP: 45660LAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10930 | PA      | $9206.64       | 0.00%             | 2034-12-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2006-QA1 Trust                                                      | CUSIP: 761118TB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8236768 | PA      | $6431638.31    | 0.01%             | 2036-01-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19020000 | PA      | $17501290.09   | 0.03%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5MZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1163798 | PA      | $1199715.64    | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   26310000 | PA      | $21440907.23   | 0.03%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2005-QA12 Trust                                                     | CUSIP: 761118MY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3487174 | PA      | $1677760.33    | 0.00%             | 2035-12-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   48265000 | PA      | $42206316.75   | 0.07%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3                  | CUSIP: 59024VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13733571 | PA      | $10728000.94   | 0.02%             | 2037-06-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $1607.04       | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   23397000 | PA      | $21854298.92   | 0.03%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EPBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25758 | PA      | $23975.14      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS Mortgage Loan Trust 2007-CB2                                             | CUSIP: 1248MBAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25077183 | PA      | $15817434.53   | 0.03%             | 2037-02-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   59300000 | PA      | $54627907.18   | 0.09%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  253722000 | PA      | $252894343.61  | 0.40%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| 1301 PROPERTIES OWNER LP                                                    | 1301 PROPERTIES OWNER LP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   47327027 | PA      | $47222907.57   | 0.08%             | 2025-09-07      | Floating      | 2.08%                 | No            |                  3 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2004-25                                         | CUSIP: 12669GJY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69552 | PA      | $64190.68      | 0.00%             | 2035-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   26924000 | PA      | $20386482.06   | 0.03%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 3232925000 | PA      | $2631457408.13 | 4.19%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3055000 | PA      | $2591806.70    | 0.00%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                                                             | ChaseFlex Trust Series 2005-2                                                   | CUSIP: 16165TBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290121 | PA      | $168465.85     | 0.00%             | 2036-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                                           | SELP Finance Sarl                                                               | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |   46714000 | PA      | $37534326.85   | 0.06%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6805200 | PA      | $7135496.34    | 0.01%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Backed                                               | Merrill Lynch Mortgage Backed Securities Trust Series 2007-2                    | CUSIP: 59025GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1831622 | PA      | $1605605.81    | 0.00%             | 2036-08-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Educational Funding of the Sou                                              | Educational Funding of the South Inc                                            | CUSIP: 28148WAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5172273 | PA      | $5167039.50    | 0.01%             | 2036-03-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                          | Boston Gas Co                                                                   | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    6440000 | PA      | $5647012.02    | 0.01%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   15312000 | PA      | $14689601.65   | 0.02%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   33596000 | PA      | $25870890.41   | 0.04%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2007-A4                                                | CUSIP: 46631JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1864937 | PA      | $1478559.61    | 0.00%             | 2037-06-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137FKBE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8191368 | PA      | $7889041.80    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR2 Trust                                            | CUSIP: 74333DAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21439000 | PA      | $18319008.06   | 0.03%             | 2038-04-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  163953000 | PA      | $126688438.16  | 0.20%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31374F2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        512 | PA      | $518.52        | 0.00%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                              | Securitized Asset Backed Receivables LLC Trust 2007-NC1                         | CUSIP: 81378AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26296542 | PA      | $16305665.47   | 0.03%             | 2036-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   43471272 | PA      | $40677184.06   | 0.06%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                            | Lenovo Group Ltd                                                                | CUSIP: 526250AE5<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |   23335000 | PA      | $22558256.02   | 0.04%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                                               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971XGJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6450000 | PA      | $5773746.53    | 0.01%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-4                  | CUSIP: 59025CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16991299 | PA      | $11457225.97   | 0.02%             | 2037-07-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                               | Cable One Inc                                                                   | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   14158000 | PA      | $11237912.50   | 0.02%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                        | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   26097000 | PA      | $25620514.19   | 0.04%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  106330000 | PA      | $91904345.00   | 0.15%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  141446000 | PA      | $120543681.56  | 0.19%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B1ZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27098109 | PA      | $26302044.33   | 0.04%             | 2046-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                                              | Soundview Home Loan Trust 2005-OPT1                                             | CUSIP: 83611MDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7499641 | PA      | $7290366.93    | 0.01%             | 2035-06-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                   | SBA Senior Finance II LLC                                                       | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   26272260 | PA      | $26217613.87   | 0.04%             | 2025-04-11      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   49465768 | PA      | $47740270.87   | 0.08%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RD97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     733422 | PA      | $735841.80     | 0.00%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1455281.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                              | Barings CLO Ltd 2018-III                                                        | CUSIP: 06760PAC5<br>LEI: 5493000D71NBEM2WZE67 | Long             | ABS-CBDO         | CORP              | KY        |   20792670 | PA      | $20649491.60   | 0.03%             | 2029-07-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-2A PTT                                                      | US Airways 2012-2 Class A Pass Through Trust                                    | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6440 | PA      | $5867.74       | 0.00%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                    | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    1342000 | PA      | $1125054.83    | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust                                                      | SLC Student Loan Trust 2004-1                                                   | CUSIP: 784423AH8<br>LEI: 25490083RPF52FIUZ551 | Long             | ABS-O            | CORP              | US        |     201149 | PA      | $183984.62     | 0.00%             | 2031-08-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                         | Eaton Vance CLO 2020-1 Ltd                                                      | CUSIP: 278300AL2<br>LEI: 5493004NKU3QU5G6QW39 | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $23882500.00   | 0.04%             | 2034-10-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO                                              | New York State Dormitory Authority                                              | CUSIP: 64990FMV3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   21300000 | PA      | $21653584.26   | 0.03%             | 2039-03-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SNY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3229246 | PA      | $3287358.81    | 0.01%             | 2046-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Secu                                              | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                            | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |    8710000 | PA      | $5987408.17    | 0.01%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140J8YA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25229647 | PA      | $24456397.85   | 0.04%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                                                | Sunshine Luxembourg VII Sarl                                                    | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |    7588547 | PA      | $7286067.33    | 0.01%             | 2026-10-01      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                                                    | Indonesia Asahan Aluminium Persero PT                                           | CUSIP: 000000000<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    3000000 | PA      | $2878462.50    | 0.00%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29170 | PA      | $29140.51      | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 31329NU48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     124259 | PA      | $114949.76     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   88246000 | PA      | $76523957.31   | 0.12%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                              | Qatar Government International Bond                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   35553000 | PA      | $35776983.90   | 0.06%             | 2028-04-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp.                                                | GSMSC Resecuritization Trust 2015-3R                                            | CUSIP: 36250FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15937968 | PA      | $14585492.94   | 0.02%             | 2037-01-26      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22841000 | PA      | $22785136.62   | 0.04%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31368HNM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4937 | PA      | $4894.33       | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Tr                                              | GreenPoint MTA Trust 2005-AR3                                                   | CUSIP: 39538RBW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     704833 | PA      | $533937.15     | 0.00%             | 2045-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2073000 | PA      | $1867779.63    | 0.00%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2444481 | PA      | $2452085.71    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                                              | Chase Funding Trust Series 2004-2                                               | CUSIP: 161546JS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5305 | PA      | $5142.10       | 0.00%             | 2035-02-26      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Mortgage Loan Trust                                              | Lehman ABS Mortgage Loan Trust 2007-1                                           | CUSIP: 52521MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     178521 | PA      | $126807.39     | 0.00%             | 2037-06-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40253607 | PA      | $33948772.81   | 0.05%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust 2005-AR5                                                | CUSIP: 362341MC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1768652 | PA      | $989672.48     | 0.00%             | 2035-10-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                                              | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 22541QNF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6065 | PA      | $5793.08       | 0.00%             | 2033-08-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2004-AR6 Trust                   | CUSIP: 92922FSL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124746 | PA      | $123812.71     | 0.00%             | 2044-05-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BCRED MML CLO 2021-1 LLC                                                    | BCRED MML CLO 2022-1 LLC                                                        | CUSIP: 072917AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   48400000 | PA      | $46284920.00   | 0.07%             | 2035-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                     | Dryden 83 CLO Ltd                                                               | CUSIP: 26246EAC2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   29220000 | PA      | $28780560.42   | 0.05%             | 2032-01-18      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179R7M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5363899 | PA      | $5459468.34    | 0.01%             | 2046-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2022-RPL1 Trust                                                            | CUSIP: 12661QAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     989150 | PA      | $964896.93     | 0.00%             | 2061-04-25      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2022-I1                                                               | CUSIP: 12568TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   42761917 | PA      | $41578955.94   | 0.07%             | 2067-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMXW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10493160 | PA      | $10112292.26   | 0.02%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                                          | Coherent Corp                                                                   | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    3814915 | PA      | $3784395.79    | 0.01%             | 2029-07-02      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   99048000 | PA      | $97334183.35   | 0.16%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M96X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   97326139 | PA      | $94721920.22   | 0.15%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Scholar Funding Trust                                                       | Scholar Funding Trust 2012-B                                                    | CUSIP: 80705WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16360500 | PA      | $15889188.17   | 0.03%             | 2046-03-28      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31385HUQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1400 | PA      | $1436.63       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6RY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2124856 | PA      | $2190758.75    | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   52155000 | PA      | $47674124.04   | 0.08%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38381WC71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10426601 | PA      | $9147973.30    | 0.01%             | 2049-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ATR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19475 | PA      | $18233.06      | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                        | Tencent Holdings Ltd                                                            | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   68301000 | PA      | $49034718.81   | 0.08%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                                                        | Physicians Realty LP                                                            | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |    4632000 | PA      | $3626899.26    | 0.01%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19616000 | PA      | $18108942.15   | 0.03%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2007-CH5                                   | CUSIP: 46631KAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44437 | PA      | $44139.90      | 0.00%             | 2037-06-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Homer City Generation LP                                                    | Homer City Generation LP                                                        | CUSIP: 43741UAB3<br>LEI: 549300WURUOM5UICZI86 | Long             | LON              | CORP              | US        |    6509147 | PA      | $3905487.92    | 0.01%             | 2023-04-05      | Floating      | 15.00%                | No            |                  3 | On Loan: No      |
| Bear Stearns Adjustable Rate M                                              | Bear Stearns ARM Trust 2006-4                                                   | CUSIP: 073882AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     207319 | PA      | $183317.51     | 0.00%             | 2036-10-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31292HUR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     225755 | PA      | $226775.38     | 0.00%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                                               | Mastr Asset Backed Securities Trust 2006-HE4                                    | CUSIP: 576449AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12622193 | PA      | $4138719.99    | 0.01%             | 2036-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                        | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    6240000 | PA      | $6626701.35    | 0.01%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31417AJJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5009221 | PA      | $4693599.69    | 0.01%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31419ARC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4136699 | PA      | $4220423.06    | 0.01%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                            | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14333000 | PA      | $12460250.22   | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                      | Sequoia Mortgage Trust 2003-2                                                   | CUSIP: 81743PAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22669 | PA      | $21757.46      | 0.00%             | 2033-06-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                      | GSAA Home Equity Trust 2005-11                                                  | CUSIP: 362341NY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80453 | PA      | $77129.92      | 0.00%             | 2035-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                    | Ajax Mortgage Loan Trust 2019-F                                                 | CUSIP: 00969PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120012 | PA      | $113488.29     | 0.00%             | 2059-07-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2006-WF1                                   | CUSIP: 46628SAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28884238 | PA      | $8230099.89    | 0.01%             | 2036-07-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2015-1                                               | CUSIP: 63939FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   49020072 | PA      | $47400899.60   | 0.08%             | 2040-04-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                              | Alternative Loan Trust 2007-J1                                                  | CUSIP: 02149MAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     550308 | PA      | $145960.21     | 0.00%             | 2037-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SGP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     135882 | PA      | $138317.39     | 0.00%             | 2046-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   17471000 | PA      | $15190707.09   | 0.02%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust                  | CUSIP: 92922F7P7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7174564 | PA      | $6279087.58    | 0.01%             | 2045-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   45070000 | PA      | $40714619.99   | 0.06%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2020-RPL2 Trust                                                            | CUSIP: 22946BAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17141429 | PA      | $16969095.78   | 0.03%             | 2060-02-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                    | Capital One Financial Corp                                                      | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  114655000 | PA      | $109837695.65  | 0.17%             | 2024-12-06      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13866878 | PA      | $12840465.47   | 0.02%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 44                                              | Octagon Investment Partners 44 Ltd                                              | CUSIP: 67577LAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18800000 | PA      | $18011979.20   | 0.03%             | 2034-10-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE                                                   | North Texas Tollway Authority                                                   | CUSIP: 66285WA71<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   10000000 | PA      | $7711267.90    | 0.01%             | 2034-01-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5730000 | PA      | $5314745.64    | 0.01%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  344595000 | PA      | $253502252.49  | 0.40%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                                        | Abu Dhabi Government International Bond                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    6690000 | PA      | $6222977.79    | 0.01%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-57909638.65  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SYV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3597732 | PA      | $3665915.56    | 0.01%             | 2047-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                  | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    6600000 | PA      | $3911279.09    | 0.01%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2006-WF1                                   | CUSIP: 46628SAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4027837 | PA      | $1218644.69    | 0.00%             | 2036-07-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SCA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      78343 | PA      | $78062.26      | 0.00%             | 2046-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B1Q80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20026 | PA      | $19130.19      | 0.00%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2007-OA1 Trust                   | CUSIP: 92926WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8107974 | PA      | $6751827.58    | 0.01%             | 2047-02-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                | RealPage Inc                                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    3129156 | PA      | $2982085.84    | 0.00%             | 2028-04-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2                  | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27364029 | PA      | $21337025.12   | 0.03%             | 2037-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                               | American Home Mortgage Assets Trust 2006-3                                      | CUSIP: 02660UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32566702 | PA      | $23342965.12   | 0.04%             | 2046-10-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                              | Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A10                     | CUSIP: 59020UZ65<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5120 | PA      | $4754.43       | 0.00%             | 2036-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10790000 | PA      | $9745096.40    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2021-13                                                | CUSIP: 46592XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   49956231 | PA      | $39034675.19   | 0.06%             | 2052-04-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                            | Farmers Insurance Exchange                                                      | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |   23060000 | PA      | $18573165.07   | 0.03%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2006-AR27                                      | CUSIP: 45661LAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12144038 | PA      | $10271636.46   | 0.02%             | 2036-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc (The)                                                | Michaels Cos Inc/The                                                            | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   27816400 | PA      | $24115288.90   | 0.04%             | 2028-04-15      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFNT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45909 | PA      | $44379.17      | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DNP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14480077 | PA      | $12597941.28   | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                               | United States Treasury Bill                                                     | CUSIP: 912796W47<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  260000000 | PA      | $255627203.00  | 0.41%             | 2023-05-18      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                         | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   19835000 | PA      | $16331208.34   | 0.03%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2004-A4                                                | CUSIP: 466247EF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125717 | PA      | $114885.07     | 0.00%             | 2034-09-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                       | Indonesia Government International Bond                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   26861000 | PA      | $24122856.81   | 0.04%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                        | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |   34415000 | PA      | $41397452.86   | 0.07%             | 2023-02-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 3607817000 | PA      | $3587251288.60 | 5.71%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   13893000 | PA      | $11132565.93   | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   41272000 | PA      | $30996463.94   | 0.05%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMXV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7721640 | PA      | $7308921.06    | 0.01%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KNDL Mortgage Trust                                                         | KNDL 2019-KNSQ Mortgage Trust                                                   | CUSIP: 482598AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26449000 | PA      | $25762725.15   | 0.04%             | 2036-05-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                       | Directv Financing LLC                                                           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   43230125 | PA      | $42180929.87   | 0.07%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128KRJH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5818 | PA      | $5851.66       | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                               | United States Small Business Administration                                     | CUSIP: 83162CP72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   69173721 | PA      | $65984037.64   | 0.11%             | 2047-06-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   58603000 | PA      | $41691574.23   | 0.07%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     250803 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                       | Athene Global Funding                                                           | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   61330000 | PA      | $53018191.65   | 0.08%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  824125000 | PA      | $772759332.58  | 1.23%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24173000 | PA      | $18627798.65   | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2004-AA4                    | CUSIP: 32051GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     463690 | PA      | $456074.39     | 0.00%             | 2034-10-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   43676000 | PA      | $34301119.99   | 0.05%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                               | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2006-AR1               | CUSIP: 251510LF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     505221 | PA      | $346793.99     | 0.00%             | 2036-02-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  225888438 | PA      | $191184468.02  | 0.30%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2005-9                                          | CUSIP: 12669GYY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2325864 | PA      | $1921256.59    | 0.00%             | 2035-05-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                             | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   35840000 | PA      | $30426460.47   | 0.05%             | 2027-09-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2014-1                                               | CUSIP: 63938EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     557019 | PA      | $527399.67     | 0.00%             | 2031-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2005-AA8                    | CUSIP: 32051GWF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8656013 | PA      | $5855536.91    | 0.01%             | 2035-10-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2021-R2                                                               | CUSIP: 12564MAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   81296829 | PA      | $72323415.17   | 0.12%             | 2057-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                     | Nationwide Building Society                                                     | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   55190000 | PA      | $54891401.68   | 0.09%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                         | General Electric Co                                                             | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1733973.20    | 0.00%             | 2026-05-05      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                            | CIFC Funding 2022-I Ltd                                                         | CUSIP: 12570LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   35000000 | PA      | $34047160.00   | 0.05%             | 2035-04-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                     | Fidelity National Information Services Inc                                      | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4647431.00    | 0.01%             | 2052-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                                                  | Impac Secured Assets Trust 2007-2                                               | CUSIP: 452570AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2689935 | PA      | $2131329.02    | 0.00%             | 2037-05-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31396P6P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1592529 | PA      | $124521.09     | 0.00%             | 2037-04-25      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                                              | Golub Capital Partners CLO 64B Ltd                                              | CUSIP: 381732AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    8800000 | PA      | $8799630.40    | 0.01%             | 2035-10-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   20329000 | PA      | $16422376.07   | 0.03%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2007-QS10 Trust                                                     | CUSIP: 74924DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42692726 | PA      | $765070.73     | 0.00%             | 2037-09-25      | Variable      | 0.48%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25820000 | PA      | $24437983.55   | 0.04%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                                              | Bear Stearns ARM Trust 2004-10                                                  | CUSIP: 07384M4F6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1695719 | PA      | $1559323.57    | 0.00%             | 2035-01-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                      | Sequoia Mortgage Trust 2003-8                                                   | CUSIP: 81743PDX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        726 | PA      | $689.32        | 0.00%             | 2034-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137FGVJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1222470 | PA      | $1072084.04    | 0.00%             | 2048-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                             | Allegro CLO XIII Ltd                                                            | CUSIP: 01750WAE9<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | KY        |    9250000 | PA      | $8869815.75    | 0.01%             | 2034-07-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2007-1                                    | CUSIP: 576431AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   82800804 | PA      | $35060691.99   | 0.06%             | 2047-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  132414000 | PA      | $84782525.85   | 0.14%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                                               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971M4P4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   23125000 | PA      | $23776896.06   | 0.04%             | 2037-08-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae I Pool                                                               | CUSIP: 36241LDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9507344 | PA      | $9461987.23    | 0.02%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |   18429354 | PA      | $18122228.77   | 0.03%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                        | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    1429000 | PA      | $1217063.60    | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                       | Caesars Entertainment Inc                                                       | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   13849000 | PA      | $13635863.89   | 0.02%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136A2HP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7580611 | PA      | $7265691.75    | 0.01%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                              | Barings CLO Ltd 2020-IV                                                         | CUSIP: 06762BAC4<br>LEI: 549300Q89L7I93JSRH83 | Long             | ABS-CBDO         | CORP              | KY        |   19110000 | PA      | $18829866.51   | 0.03%             | 2032-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        729 | PA      | $680.71        | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QWEST CORP                                                                  | Qwest Corp                                                                      | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |    4044000 | PA      | $4064220.00    | 0.01%             | 2025-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 13-1 A PASS T                                                    | American Airlines 2013-1 Class A Pass Through Trust                             | CUSIP: 023772AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10388340 | PA      | $9023946.77    | 0.01%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                               | RFMSI Series 2007-SA2 Trust                                                     | CUSIP: 74958XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     816949 | PA      | $594110.81     | 0.00%             | 2037-04-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2006-4                                           | CUSIP: 41161PL27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30525171 | PA      | $16275210.63   | 0.03%             | 2046-05-19      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                              | Banc of America Funding 2015-R5 Trust                                           | CUSIP: 05990WAB6<br>LEI: 549300E1FT0BGZPIQZ07 | Long             | ABS-MBS          | CORP              | US        |    4881648 | PA      | $4875199.20    | 0.01%             | 2036-10-26      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   19652000 | PA      | $18921731.68   | 0.03%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128KHMD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1888664 | PA      | $1925748.69    | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  150966000 | PA      | $133468575.62  | 0.21%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                   | Nelnet Student Loan Trust 2015-1                                                | CUSIP: 64031MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   77449518 | PA      | $74896973.86   | 0.12%             | 2046-04-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136A1ZR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8873992 | PA      | $8633249.83    | 0.01%             | 2041-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3116000 | PA      | $2953422.11    | 0.00%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4770000 | PA      | $3662045.96    | 0.01%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137FKHV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     173485 | PA      | $170810.66     | 0.00%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                              | CWABS Asset-Backed Certificates Trust 2005-13                                   | CUSIP: 126670GR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140426 | PA      | $128058.82     | 0.00%             | 2036-04-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA UNIF SCH DIST                                                | Los Angeles Unified School District/CA                                          | CUSIP: 544646ZR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1490000 | PA      | $1669266.97    | 0.00%             | 2034-07-01      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31389R7K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20854 | PA      | $21852.76      | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                                              | Banc of America Mortgage 2007-1 Trust                                           | CUSIP: 05952HAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     343224 | PA      | $275147.22     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11392553 | PA      | $10925077.25   | 0.02%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                                       | Global SC Finance II SRL                                                        | CUSIP: 37952UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |   13999655 | PA      | $13491505.23   | 0.02%             | 2029-07-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                            | Kilroy Realty LP                                                                | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   35363000 | PA      | $24626471.40   | 0.04%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17307GZG6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     356339 | PA      | $214314.43     | 0.00%             | 2035-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                      | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   10500000 | PA      | $10387650.00   | 0.02%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                 | Netflix Inc                                                                     | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   57815000 | PA      | $60796023.79   | 0.10%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                                              | Structured Asset Mortgage Investments II Trust 2005-AR8                         | CUSIP: 86359LRZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8334820 | PA      | $6588843.95    | 0.01%             | 2036-02-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38379DHE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5188260 | PA      | $4898144.81    | 0.01%             | 2039-12-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4TL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1898654 | PA      | $1955936.21    | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                | Embecta Corp                                                                    | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    4118000 | PA      | $3465706.45    | 0.01%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                                               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971XXC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3090000 | PA      | $2294628.75    | 0.00%             | 2033-02-01      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-40873.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                                      | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |    9007000 | PA      | $8510916.27    | 0.01%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SGN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2542919 | PA      | $2533810.93    | 0.00%             | 2046-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ELECTRIC CO                                                    | Pennsylvania Electric Co                                                        | CUSIP: 708696BX6<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   28335000 | PA      | $27159443.19   | 0.04%             | 2025-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                          | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $3866963.45    | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                    | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1086574.64    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B64Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29160219 | PA      | $28741367.20   | 0.05%             | 2049-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2004-13                                   | CUSIP: 576433UF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1696586 | PA      | $1530064.47    | 0.00%             | 2034-11-21      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | Credit-Based Asset Servicing and Securitization LLC                             | CUSIP: 79549ARU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6116 | PA      | $5589.41       | 0.00%             | 2033-01-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36225DUX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9803 | PA      | $9511.67       | 0.00%             | 2035-10-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                 | Netflix Inc                                                                     | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5133155.74    | 0.01%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFRD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2631773 | PA      | $2542412.08    | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citicorp Residential Mortgage                                               | Citicorp Residential Mortgage Trust Series 2006-2                               | CUSIP: 17310EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31006 | PA      | $30840.78      | 0.00%             | 2036-09-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2005-3                                           | CUSIP: 41161PMG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     166633 | PA      | $156255.27     | 0.00%             | 2035-06-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                         | AssuredPartners Inc                                                             | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    3724000 | PA      | $3069840.07    | 0.00%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                  | AMSR 2020-SFR1 Trust                                                            | CUSIP: 00180AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13986580 | PA      | $12792574.85   | 0.02%             | 2037-04-17      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   21175000 | PA      | $20041121.52   | 0.03%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2004-5                                           | CUSIP: 41161PEX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1268 | PA      | $1200.67       | 0.00%             | 2034-06-19      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $7281658.54    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  133420000 | PA      | $94773090.49   | 0.15%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                      | Egypt Government International Bond                                             | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    3550000 | PA      | $2901645.75    | 0.00%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $52264198.08   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                               | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA3                   | CUSIP: 25150WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28294512 | PA      | $24893336.44   | 0.04%             | 2047-07-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                              | Banc of America Funding 2006-D Trust                                            | CUSIP: 058933AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2590947 | PA      | $2175770.22    | 0.00%             | 2036-05-20      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137AYKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10814377 | PA      | $10270643.73   | 0.02%             | 2041-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                        | Petronas Capital Ltd                                                            | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   34277000 | PA      | $31301756.40   | 0.05%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1046717 | PA      | $1054849.65    | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-148261.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2004-3                                           | CUSIP: 41161PEC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33222 | PA      | $30868.91      | 0.00%             | 2034-05-19      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                     | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5775000 | PA      | $4967298.34    | 0.01%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2007-HE1                                   | CUSIP: 46630KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $217773.47     | 0.00%             | 2047-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                   | CUSIP: 92922FC97<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8230469 | PA      | $7479114.85    | 0.01%             | 2045-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-2                                                   | CUSIP: 784442AD7<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |   38874000 | PA      | $29740987.15   | 0.05%             | 2083-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2004-HYB4                                       | CUSIP: 12669FV75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     542421 | PA      | $499812.11     | 0.00%             | 2034-09-20      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2021-RPL11 Trust                                                           | CUSIP: 12659AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  235968667 | PA      | $178519924.01  | 0.28%             | 2061-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18110488 | PA      | $16855345.12   | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | Eurex 30 Year Euro BUXL                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -238 | NC      | $6527562.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2006-8                                                   | CUSIP: 78443HAF0<br>LEI: 5493008U32QWNGB0TW72 | Long             | ABS-O            | CORP              | US        |   27259483 | PA      | $25579107.26   | 0.04%             | 2041-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8070000 | PA      | $7348743.75    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                                              | CSFB Mortgage-Backed Pass-Through Certificates Series 2004-AR5                  | CUSIP: 22541SJE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52387 | PA      | $50397.14      | 0.00%             | 2034-06-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                                       | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   45708000 | PA      | $0.00          | 0.00%             | 2025-07-15      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2006-A4                                                | CUSIP: 46628LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     283053 | PA      | $210413.48     | 0.00%             | 2036-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   35483000 | PA      | $26159216.89   | 0.04%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                     | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    6940000 | PA      | $6595857.34    | 0.01%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11773733 | PA      | $10617635.16   | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                             | PerkinElmer Inc                                                                 | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   22870000 | PA      | $21216619.98   | 0.03%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                      | Brazilian Government International Bond                                         | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   11020000 | PA      | $10579200.00   | 0.02%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                             | Lehman XS Trust Series 2005-5N                                                  | CUSIP: 86359DUR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1963422 | PA      | $1902593.41    | 0.00%             | 2035-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140JADM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5859312 | PA      | $5261632.06    | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                                              | JP Morgan Alternative Loan Trust                                                | CUSIP: 46628GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4120893 | PA      | $2407526.69    | 0.00%             | 2036-05-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                                                              | Octagon 66 Ltd                                                                  | CUSIP: 67577WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   45000000 | PA      | $44650800.00   | 0.07%             | 2033-08-16      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                     | Jersey Central Power & Light Co                                                 | CUSIP: 476556DB8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   49765000 | PA      | $49092529.54   | 0.08%             | 2024-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   36914000 | PA      | $35532048.74   | 0.06%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34755000 | PA      | $33179903.40   | 0.05%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                        | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3264541.67    | 0.01%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holding Inc                           | Element Materials Technology Group US Holdings Inc                              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    2082521 | PA      | $2040006.35    | 0.00%             | 2029-06-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN                                                    | Triton Water Holdings Inc                                                       | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    4872000 | PA      | $3976770.00    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   67050000 | PA      | $53734439.93   | 0.09%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   39525000 | PA      | $37267094.85   | 0.06%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                              | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust  | CUSIP: 9393366H1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2835102 | PA      | $2336782.33    | 0.00%             | 2035-06-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-92009974.71  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Credit Partners 46, LT                                              | Octagon Investment Partners 46 Ltd                                              | CUSIP: 67577VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7250000 | PA      | $6957397.25    | 0.01%             | 2036-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5RC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1038073 | PA      | $1070110.44    | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                                              | University of California                                                        | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   30115000 | PA      | $26366149.28   | 0.04%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                        | BAT International Finance PLC                                                   | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   74350000 | PA      | $37198360.60   | 0.06%             | 2052-09-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2005-9                                                   | CUSIP: 78442GRA6<br>LEI: SCSW2GRYW6ZPGKE5DL61 | Long             | ABS-O            | CORP              | US        |   45010398 | PA      | $43027984.77   | 0.07%             | 2041-01-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                      | GSAA Home Equity Trust 2005-6                                                   | CUSIP: 36242D3X9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51714 | PA      | $50060.65      | 0.00%             | 2035-06-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO                                              | New York State Dormitory Authority                                              | CUSIP: 6499022E2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   44990000 | PA      | $45481358.29   | 0.07%             | 2033-03-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2007-QS1 Trust                                                      | CUSIP: 74922KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10386576 | PA      | $7069195.09    | 0.01%             | 2037-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                   | Ball Corp                                                                       | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     850000 | PA      | $873664.00     | 0.00%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 312945ZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6150773 | PA      | $5964122.76    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                        | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9256192 | PA      | $8224791.78    | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                                                    | Federal Realty Investment Trust                                                 | CUSIP: 313747AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18825000 | PA      | $19782129.08   | 0.03%             | 2026-08-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| Azz Inc                                                                     | AZZ Inc                                                                         | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |    2106611 | PA      | $2108917.31    | 0.00%             | 2029-05-11      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   17880000 | PA      | $15383563.11   | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-HQA1                                         | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7375935.44    | 0.01%             | 2033-08-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $25583525.08   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   26240000 | PA      | $28420278.71   | 0.05%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3133TAG22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27723 | PA      | $28213.02      | 0.00%             | 2027-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS FIN IRELAND PL                                                    | Fresenius Finance Ireland PLC                                                   | CUSIP: 000000000<br>LEI: 549300GFSOR556BX2290 | Long             | DBT              | CORP              | IE        |    7910000 | PA      | $5855151.76    | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    4480000 | PA      | $4544597.12    | 0.01%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137FQA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5807245 | PA      | $5718252.04    | 0.01%             | 2049-12-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust                   | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15030 | PA      | $13847.56      | 0.00%             | 2034-06-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                             | Lehman XS Trust 2006-8                                                          | CUSIP: 52522HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25472918 | PA      | $24463225.05   | 0.04%             | 2036-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                    | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   15950000 | PA      | $12690888.49   | 0.02%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-4                                                   | CUSIP: 78445AAE6<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |    8849000 | PA      | $8515766.13    | 0.01%             | 2073-04-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                      | Rockford Tower CLO 2019-2 Ltd                                                   | CUSIP: 77341GAL4<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $19155320.00   | 0.03%             | 2032-08-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                  | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   39112000 | PA      | $36369796.27   | 0.06%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CITY NJ MUNI UTILITIES                                               | Jersey City Municipal Utilities Authority                                       | CUSIP: 476624BH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     295000 | PA      | $298943.65     | 0.00%             | 2027-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   36789000 | PA      | $29725512.00   | 0.05%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                     | American Electric Power Co Inc                                                  | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    4935000 | PA      | $4755558.86    | 0.01%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                        | BlueMountain CLO 2014-2 Ltd                                                     | CUSIP: 09626QBC0<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |    1830000 | PA      | $1764065.10    | 0.00%             | 2030-10-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                       | Athene Global Funding                                                           | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  146955000 | PA      | $144376270.40  | 0.23%             | 2024-05-24      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  114657137 | PA      | $105033376.14  | 0.17%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12019289.10   | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   56705000 | PA      | $58559513.78   | 0.09%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                        | BAT International Finance PLC                                                   | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    8700000 | PA      | $6150496.57    | 0.01%             | 2055-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31396WVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2219 | PA      | $2193.92       | 0.00%             | 2037-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | AthenaHealth Group Inc                                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    6836387 | PA      | $6189390.98    | 0.01%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                     | Dryden XXVI Senior Loan Fund                                                    | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |   20549504 | PA      | $20301882.32   | 0.03%             | 2029-04-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  156719193 | PA      | $132255422.82  | 0.21%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                              | CWABS Asset-Backed Certificates Trust 2007-13                                   | CUSIP: 126698AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7015015 | PA      | $6554936.73    | 0.01%             | 2047-10-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                | DNB Bank ASA                                                                    | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    7581000 | PA      | $6700696.86    | 0.01%             | 2026-09-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                       | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   68022000 | PA      | $58375158.05   | 0.09%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                               | RFMSI Series 2005-SA5 Trust                                                     | CUSIP: 76111XZA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2104639 | PA      | $1264850.45    | 0.00%             | 2035-11-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAX1<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2618656.14    | 0.00%             | 2025-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37816056 | PA      | $35189600.46   | 0.06%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2005-QA4 Trust                                                      | CUSIP: 76110H4L0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95138 | PA      | $92180.06      | 0.00%             | 2035-04-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179S2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1506182 | PA      | $1494197.90    | 0.00%             | 2047-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                     | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   15566000 | PA      | $14888273.79   | 0.02%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                            | Black Hills Corp                                                                | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1138017.00    | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                       | NYU Langone Hospitals                                                           | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4300000 | PA      | $2949635.74    | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                              | Avolon TLB Borrower 1 US LLC                                                    | CUSIP: 05400KAE0<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    6520459 | PA      | $6509602.37    | 0.01%             | 2025-01-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X5SG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  156870090 | PA      | $145655094.05  | 0.23%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2015-2                                            | CUSIP: 17323NAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     254479 | PA      | $254675.38     | 0.00%             | 2047-03-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                          | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   39011000 | PA      | $29921437.00   | 0.05%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   79088000 | PA      | $62554547.62   | 0.10%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202F2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8464 | PA      | $8455.56       | 0.00%             | 2042-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2010-1A PTT                                                      | US Airways 2010-1 Class A Pass Through Trust                                    | CUSIP: 90345KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8774086 | PA      | $8752949.82    | 0.01%             | 2023-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    5941000 | PA      | $4604102.95    | 0.01%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                                       | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   54920000 | PA      | $0.00          | 0.00%             | 2023-08-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Nelnet Student Loan Trust                                                   | Nelnet Student Loan Trust                                                       | CUSIP: 64033MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11630000 | PA      | $11331727.72   | 0.02%             | 2048-11-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                                               | Fidelity Government Portfolio                                                   | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   59208593 | NS      | $59208592.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138L5MT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1680644 | PA      | $1654740.87    | 0.00%             | 2025-12-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                    | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6745000 | PA      | $5515620.35    | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Academic Loan Funding Trust                                                 | Academic Loan Funding Trust 2012-1                                              | CUSIP: 00400VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14876156 | PA      | $14633407.73   | 0.02%             | 2044-12-27      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9861000 | PA      | $9512141.29    | 0.02%             | 2024-09-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-124710550.76 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179QT76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     182332 | PA      | $184533.18     | 0.00%             | 2044-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO ARPT REV                                              | City & County of Denver CO Airport System Revenue                               | CUSIP: 249182PT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6010000 | PA      | $4856782.63    | 0.01%             | 2031-11-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B53X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4487089 | PA      | $3942350.78    | 0.01%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust Series 2007-FF2                              | CUSIP: 32029GAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22720838 | PA      | $11598363.02   | 0.02%             | 2037-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                | CubeSmart LP                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    4202000 | PA      | $3469744.35    | 0.01%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     250803 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                     | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      50000 | PA      | $39848.47      | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25301171 | PA      | $23406003.39   | 0.04%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                            | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    9965000 | PA      | $7464646.47    | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5073000 | PA      | $4301299.81    | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | CDS W BCULC                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |          1 | NC      | $394296.89     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                      | Pertamina Persero PT                                                            | CUSIP: 69370PAH4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   44071000 | PA      | $38105488.18   | 0.06%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc                                              | Oakwood Mortgage Investors Inc                                                  | CUSIP: 67087TBD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20641832 | PA      | $5588210.32    | 0.01%             | 2029-09-15      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                      | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |    2375000 | PA      | $2270953.51    | 0.00%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education                                               | PHEAA Student Loan Trust 2015-1                                                 | CUSIP: 69340QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   75089845 | PA      | $72253389.53   | 0.12%             | 2041-10-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  275019000 | PA      | $231491300.09  | 0.37%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                              | S&P Global Inc                                                                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10570614.00   | 0.02%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $92554.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2021-R5                                                               | CUSIP: 12592SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42991749 | PA      | $35536798.84   | 0.06%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8871349 | PA      | $8310648.87    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                | Voya CLO 2019-4 Ltd                                                             | CUSIP: 92918BAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17500000 | PA      | $16682925.00   | 0.03%             | 2035-01-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                      | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1607500.00    | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                                    | Bear Stearns ALT-A Trust 2005-4                                                 | CUSIP: 07386HSW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8335 | PA      | $7464.14       | 0.00%             | 2035-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential Trust                                                      | CUSIP: 74333HAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10437000 | PA      | $8718497.85    | 0.01%             | 2038-07-17      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                     | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   76670541 | PA      | $65760150.29   | 0.10%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                | CubeSmart LP                                                                    | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   23755000 | PA      | $18213320.29   | 0.03%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                    | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   99234000 | PA      | $84732572.38   | 0.13%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41416 | PA      | $37191.17      | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2006-2                                                   | CUSIP: 78442GRX6<br>LEI: 5493007758ACJK074H95 | Long             | ABS-O            | CORP              | US        |   25060827 | PA      | $23773165.91   | 0.04%             | 2041-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                              | Chase Mortgage Finance Trust Series 2007-A2                                     | CUSIP: 16163LAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     696717 | PA      | $670092.56     | 0.00%             | 2035-06-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                    | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   13630000 | PA      | $11616894.12   | 0.02%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3133TAXN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3089 | PA      | $3098.64       | 0.00%             | 2023-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                             | Naked Juice LLC                                                                 | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   44629631 | PA      | $40135650.66   | 0.06%             | 2029-01-24      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-5                                                   | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |   37199000 | PA      | $35252919.44   | 0.06%             | 2073-07-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-3                                                   | CUSIP: 78444GAC8<br>LEI: 549300OORAXMFXOHG132 | Long             | ABS-O            | CORP              | US        |      13685 | PA      | $13171.01      | 0.00%             | 2021-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| DIGITAL EURO FINCO                                                          | Digital Euro Finco LLC                                                          | CUSIP: 000000000<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8655446.59    | 0.01%             | 2028-04-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                     | Transocean Poseidon Ltd                                                         | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   14314125 | PA      | $13951977.64   | 0.02%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th                                              | First Horizon Mortgage Pass-Through Trust 2004-AR6                              | CUSIP: 32051GBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91134 | PA      | $84706.65      | 0.00%             | 2034-12-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                    | OHA Credit Funding 7 Ltd                                                        | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16110000 | PA      | $15630566.40   | 0.02%             | 2037-02-24      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36202KS97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1352 | PA      | $1334.63       | 0.00%             | 2025-06-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                  | CUSIP: 92925GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     399911 | PA      | $342040.18     | 0.00%             | 2036-12-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                            | Duke Energy Corp                                                                | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   41056000 | PA      | $40507609.67   | 0.06%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                       | Tenet Healthcare Corp                                                           | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     746000 | PA      | $670795.74     | 0.00%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust Series 2006-FF18                             | CUSIP: 32029AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10236304 | PA      | $9133215.16    | 0.01%             | 2037-12-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                           | Chile Government International Bond                                             | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    3160000 | PA      | $2481058.20    | 0.00%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   91246000 | PA      | $69969140.93   | 0.11%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SWZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35531338 | PA      | $35321694.57   | 0.06%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                       | Molina Healthcare Inc                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   58448000 | PA      | $49973040.00   | 0.08%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   26622000 | PA      | $25393794.03   | 0.04%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                     | Nationwide Building Society                                                     | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   13000000 | PA      | $11794413.80   | 0.02%             | 2029-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8084 | PA      | $7659.02       | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EJYT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72719 | PA      | $68010.19      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  142927000 | PA      | $99360779.39   | 0.16%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $8650767.00    | 0.01%             | 2041-12-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31403MW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4517 | PA      | $4458.05       | 0.00%             | 2033-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2006-QS8 Trust                                                      | CUSIP: 75115AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   55302410 | PA      | $1196232.60    | 0.00%             | 2036-08-25      | Variable      | 0.79%                 | No            |                  3 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9799000 | PA      | $6834208.19    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust Series 2007-FF2                              | CUSIP: 32029GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47868118 | PA      | $25135990.98   | 0.04%             | 2037-03-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2004-14                                         | CUSIP: 12669FT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     586200 | PA      | $521833.01     | 0.00%             | 2034-08-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12005000 | PA      | $10838336.57   | 0.02%             | 2034-01-25      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14983095 | PA      | $13454632.95   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1                  | CUSIP: 59023LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56215109 | PA      | $22566774.23   | 0.04%             | 2037-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                       | Athene Global Funding                                                           | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   11040000 | PA      | $8940002.44    | 0.01%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   77644552 | PA      | $69923349.12   | 0.11%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2021-N1                                          | CUSIP: 14687D102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40871 | PA      | $6829420.87    | 0.01%             | 2028-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citicorp Residential Mortgage                                               | Citicorp Residential Mortgage Trust Series 2007-1                               | CUSIP: 173109AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     222162 | PA      | $216264.52     | 0.00%             | 2037-03-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                    | Farmers Exchange Capital                                                        | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18415000 | PA      | $18978767.86   | 0.03%             | 2048-07-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   51205000 | PA      | $47698445.24   | 0.08%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                           | Waste Pro USA Inc                                                               | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   50043000 | PA      | $44306070.48   | 0.07%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                      | Brazilian Government International Bond                                         | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   22393000 | PA      | $19477431.40   | 0.03%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   33865000 | PA      | $28759498.04   | 0.05%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  163875000 | PA      | $151812521.78  | 0.24%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** METROPOLITAN WEST FUNDS

**Signature:** Eric Chan

**Name of Signer:** Eric Chan

**Title:** Managing Director